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.1 Non-Regulated Fund Day 1 23371.90 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 11265.55 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 83321.10 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 75039.76 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 51073.04 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 71263.32 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 15249.85 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 65281.97 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 31556.45 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 27978.48 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 73442.17 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 73428.70 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 2 11012.24 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 21267.47 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 19374.98 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 66992.47 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 34340.69 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 83583.16 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 41458.62 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 44664.52 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 79051.62 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 84986.84 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 22726.49 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 68122.89 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 3 12083.89 S-4-Q