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 42041.03 Y-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 40491.89 Z-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 56372.20 A-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 65503.83 A-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 56004.66 A-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 48706.37 A-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 33680.94 CB-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 66135.05 CB-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 42663.77 CB-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 36160.56 E-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 8559.34 E-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 77197.74 G-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 3664.59 G-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 33411.43 G-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 66245.03 IG-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 9657.23 IG-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 83047.66 S-1
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 56100.74 S-2
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 29452.92 S-3
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 57271.27 S-4
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 57646.75 S-5
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 30838.57 S-6
2025-10-09 I.S.1 Non-Regulated Fund 75 - 82 Days 66292.65 S-7
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 68552.48 CB-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 38828.70 G-1-Q