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 75 - 82 Days 82515.35 L-7
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 22672.53 L-8
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 53282.33 L-9
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 50915.63 LC-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 669.75 LC-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 5743.28 N-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 8492.68 N-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 63478.94 N-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 69740.16 N-4
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 17420.98 N-5
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 83556.27 N-6
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 62525.37 N-7
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 80951.27 P-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 15351.99 P-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 37450.80 S-8
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 83549.02 Y-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 75012.91 Y-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 76395.87 Y-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 53774.11 Y-4
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 12270.79 Z-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 47538.13 A-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 51163.68 A-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 60330.35 A-4
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 11173.69 A-5
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 46626.02 CB-1