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
2025-10-13 I.S.1 Non-Regulated Fund Day 6 27712.24 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 68765.08 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 24417.83 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 61329.85 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 43138.57 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 82145.38 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 82207.14 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 6 34435.72 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 20906.27 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 52853.52 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 50819.52 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 43169.08 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 13065.41 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 64990.43 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 49377.00 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 49426.85 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 36843.85 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 70687.56 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 28877.36 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 7 61556.40 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 8 9195.18 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 8 71857.14 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 8 40106.46 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 8 39081.43 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 8 5339.07 A-4-Q