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 52 45980.13 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 84405.86 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 21723.21 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 45804.30 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 6404.95 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 1296.54 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 68168.87 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 10621.76 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 44987.65 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 52 3421.18 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 25135.33 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 76241.52 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 30336.36 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 60634.59 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 69681.21 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 26106.17 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 82971.53 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 55135.93 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 8974.55 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 22653.69 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 3503.40 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 53 60873.80 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 54 12388.32 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 54 19708.94 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 54 27769.02 A-2-Q