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 61 - 67 Days 68859.71 E-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 13569.39 IG-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 45472.67 IG-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 9038.05 C-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 54333.71 CB-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 80818.30 E-10
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 8989.04 E-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 25380.10 E-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 18399.28 E-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 50953.47 E-6
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 34037.58 E-7
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 63301.07 E-8
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 16358.10 E-9
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 12149.46 G-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 74674.61 IG-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 20748.80 IG-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 85447.47 IG-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 2253.48 IG-6
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 59413.87 IG-7
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 68854.22 IG-8
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 2318.62 L-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 36197.22 L-10
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 11727.96 L-11
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 38788.86 L-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 38773.63 L-3