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 60 33233.81 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 60 8970.40 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 60 71069.63 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 60 29415.75 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 60 11944.61 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 60 14059.41 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 74508.59 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 70637.67 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 18002.37 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 46520.06 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 25851.16 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 16905.11 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 76724.92 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 47361.16 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 24448.37 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 28142.98 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 43531.92 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 61 - 67 Days 17304.86 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 50782.92 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 8356.52 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 8676.63 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 72379.44 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 49731.15 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 69690.89 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 64168.42 CB-1-Q