Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable non-level 1 HQLA collateral maturing in < 6 months (15% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.1 Non-Regulated Fund Day 38 81653.19 S-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 81411.60 S-6-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 38886.16 S-7-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 82398.38 E-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 39116.92 E-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 59927.04 IG-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 85777.66 IG-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 38 152.69 C-1
2025-10-09 I.S.1 Non-Regulated Fund Day 38 30226.98 CB-4
2025-10-09 I.S.1 Non-Regulated Fund Day 38 5756.62 E-10
2025-10-09 I.S.1 Non-Regulated Fund Day 38 59764.94 E-3
2025-10-09 I.S.1 Non-Regulated Fund Day 38 75927.86 E-4
2025-10-09 I.S.1 Non-Regulated Fund Day 38 72350.66 E-5
2025-10-09 I.S.1 Non-Regulated Fund Day 38 18325.66 E-6
2025-10-09 I.S.1 Non-Regulated Fund Day 38 50165.36 E-7
2025-10-09 I.S.1 Non-Regulated Fund Day 38 77172.31 E-8
2025-10-09 I.S.1 Non-Regulated Fund Day 38 45338.34 E-9
2025-10-09 I.S.1 Non-Regulated Fund Day 38 23196.45 G-4
2025-10-09 I.S.1 Non-Regulated Fund Day 38 22613.27 IG-3
2025-10-09 I.S.1 Non-Regulated Fund Day 38 3056.79 IG-4
2025-10-09 I.S.1 Non-Regulated Fund Day 38 26347.71 IG-5
2025-10-09 I.S.1 Non-Regulated Fund Day 38 52371.46 IG-6
2025-10-09 I.S.1 Non-Regulated Fund Day 38 49461.86 IG-7
2025-10-09 I.S.1 Non-Regulated Fund Day 38 78005.69 IG-8
2025-10-09 I.S.1 Non-Regulated Fund Day 38 9386.47 L-1