Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable level 1 HQLA (0% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.6 Non-Regulated Fund Day 60 21694.79 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 60 32413.15 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 60 24691.90 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 60 32722.17 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 60 13614.15 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 31459.62 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 6801.21 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 25915.30 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 77.95 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 5979.33 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 16358.35 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 2531.87 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 4111.13 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 6024.46 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 22241.14 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 25737.16 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 61 - 67 Days 12952.72 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 13631.24 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 26411.01 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 24962.23 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 25581.23 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 13710.70 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 25998.61 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 4289.56 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 29613.90 CB-2-Q