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 61 - 67 Days 43889.01 E-4
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 47399.11 E-5
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 7972.73 E-6
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 60398.20 E-7
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 38213.73 E-8
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 53176.48 E-9
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 15614.04 G-4
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 57725.17 IG-3
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 47037.69 IG-4
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 39842.75 IG-5
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 75988.66 IG-6
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 16468.61 IG-7
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 68774.87 IG-8
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 41451.60 L-1
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 20765.56 L-10
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 35.36 L-11
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 39075.81 L-2
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 69433.14 L-3
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 2356.85 L-4
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 66718.65 L-5
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 59985.68 L-6
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 80739.80 L-7
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 56034.24 L-8
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 65115.19 L-9
2025-10-13 I.S.6 Non-Regulated Fund 61 - 67 Days 27079.90 LC-1