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 60 2578.23 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 40929.33 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 78957.08 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 3520.77 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 49239.51 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 72619.05 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 86091.03 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 84294.14 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 60 72433.80 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 776.36 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 77581.26 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 63066.38 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 59550.37 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 42410.20 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 12095.83 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 44006.60 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 72904.15 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 82213.00 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 74953.87 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 54741.96 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 5615.89 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 9746.11 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 64757.15 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 59576.77 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 28497.33 A-3-Q