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 27662.64 L-10
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 35250.34 L-11
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 47544.55 L-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 4371.77 L-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 58240.57 L-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 67584.46 L-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 5771.19 L-6
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 62495.60 L-7
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 47467.77 L-8
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 7269.97 L-9
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 5100.79 LC-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 24167.26 LC-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 4223.21 N-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 9490.09 N-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 20132.67 N-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 7889.98 N-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 35200.77 N-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 80950.98 N-6
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 62209.44 N-7
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 78758.82 P-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 9052.79 P-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 55557.10 S-8
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 60658.73 Y-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 37697.93 Y-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 1434.99 Y-3