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 68 - 74 Days 5577.95 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 15870.70 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 33622.43 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 68 - 74 Days 7308.56 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 27332.98 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 22706.93 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 11475.66 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 26677.17 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 16340.06 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 28622.43 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 16207.63 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 7667.88 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 30055.94 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 5147.14 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 32708.61 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 75 - 82 Days 33385.11 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 19729.34 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 26923.72 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 31313.17 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 16973.55 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 21794.39 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 19263.77 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 19616.38 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 5826.10 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund 83 - 90 Days 13768.24 S-1-Q