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 41 60757.60 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 19292.66 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 28488.73 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 44739.40 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 59069.02 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 49567.37 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 85701.39 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 9131.18 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 43988.66 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 24962.89 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 51312.10 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 4845.20 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 43007.36 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 58999.18 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 42 57588.76 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 29524.38 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 85310.95 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 11500.36 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 33342.57 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 3113.63 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 56496.47 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 20868.78 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 48677.05 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 16282.05 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 43 16272.72 S-2-Q