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 38274.24 CB-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 6240.22 CB-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 65721.18 E-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 44803.92 E-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 40811.23 G-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 48012.36 G-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 33336.69 G-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 32581.98 IG-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 68918.37 IG-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 81298.26 S-1
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 59837.14 S-2
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 33075.80 S-3
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 75309.62 S-4
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 10006.24 S-5
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 71008.66 S-6
2025-10-13 I.S.6 Non-Regulated Fund 75 - 82 Days 47386.02 S-7
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 53526.08 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 28234.85 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 11281.91 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 65709.70 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 54570.19 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 9110.35 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 31700.61 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 22844.04 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 51809.51 E-2-Q