Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable non-level 1 HQLA collateral maturing in < 6 months (15% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-13 I.S.6 Non-Regulated Fund Day 60 14575.17 G-3
2025-10-13 I.S.6 Non-Regulated Fund Day 60 22887.53 IG-1
2025-10-13 I.S.6 Non-Regulated Fund Day 60 14957.66 IG-2
2025-10-13 I.S.6 Non-Regulated Fund Day 60 20445.39 S-1
2025-10-13 I.S.6 Non-Regulated Fund Day 60 4797.52 S-2
2025-10-13 I.S.6 Non-Regulated Fund Day 60 1166.83 S-3
2025-10-13 I.S.6 Non-Regulated Fund Day 60 81597.38 S-4
2025-10-13 I.S.6 Non-Regulated Fund Day 60 43906.28 S-5
2025-10-13 I.S.6 Non-Regulated Fund Day 60 27365.90 S-6
2025-10-13 I.S.6 Non-Regulated Fund Day 60 48594.92 S-7
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 40912.85 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 76364.70 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 67881.65 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 84754.08 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 54836.22 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 60552.57 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 18058.59 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 34100.99 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 76563.35 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 24813.17 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 32316.87 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 53313.70 C-1
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 13390.83 CB-4
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 63035.33 E-10
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 35453.88 E-3