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 4 21373.98 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 82346.38 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 32240.43 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 9952.63 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 83200.24 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 64027.90 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 24432.74 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 30691.89 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 51364.66 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 76740.59 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 76563.11 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 4 66632.97 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 22806.25 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 54708.04 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 83594.00 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 12632.61 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 79419.88 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 83677.13 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 45878.52 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 5539.88 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 10625.65 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 5656.86 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 1227.13 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 5 31478.11 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 6 58757.26 A-0-Q