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 68 - 74 Days 31152.34 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 17866.72 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 53174.11 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 31924.86 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 68 - 74 Days 42899.29 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 76702.90 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 14079.90 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 300.59 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 4510.84 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 70338.65 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 29357.74 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 65305.17 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 17388.59 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 923.39 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 5911.61 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 31618.45 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 75 - 82 Days 69555.37 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 510.85 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 48371.92 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 56759.76 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 6050.74 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 22248.80 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 23464.72 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 29764.75 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund 83 - 90 Days 24186.98 CB-2-Q