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 68 - 74 Days 22202.34 E-1
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 55743.76 E-2
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 22681.62 G-1
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 34882.18 G-2
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 57361.82 G-3
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 31238.50 IG-1
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 40916.22 IG-2
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 77349.63 S-1
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 7064.32 S-2
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 32601.28 S-3
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 13748.23 S-4
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 4267.47 S-5
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 37421.74 S-6
2025-10-13 I.S.6 Non-Regulated Fund 68 - 74 Days 16537.24 S-7
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 81805.58 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 19440.75 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 57201.98 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 39711.15 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 72890.74 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 37516.82 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 75073.37 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 58484.69 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 28131.14 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 21235.37 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 78593.98 IG-2-Q