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 10825.11 A-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 55222.96 A-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 38298.54 CB-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 60564.21 CB-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 44434.69 CB-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 28896.78 E-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 67504.19 E-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 20300.49 G-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 35029.12 G-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 36819.02 G-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 84137.42 IG-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 61387.11 IG-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 84805.10 S-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 48824.22 S-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 77313.89 S-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 79281.45 S-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 59945.21 S-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 71718.95 S-6
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 20498.00 S-7
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 24125.10 CB-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 65146.01 G-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 72541.68 G-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 49034.87 G-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 65738.06 S-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 68 - 74 Days 14849.49 S-6-Q