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 75 - 82 Days 41956.16 S-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 5696.35 S-6-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 73099.69 S-7-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 80561.39 E-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 72550.30 E-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 4953.19 IG-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 68085.26 IG-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 69824.38 C-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 63640.54 CB-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 42256.43 E-10
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 4208.88 E-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 59818.88 E-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 27551.20 E-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 67569.30 E-6
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 1691.70 E-7
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 86958.21 E-8
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 67942.09 E-9
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 62197.37 G-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 67621.65 IG-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 22202.44 IG-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 80050.61 IG-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 42290.41 IG-6
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 63314.22 IG-7
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 42658.55 IG-8
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 9019.74 L-1