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 83 - 90 Days 38031.03 G-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 81635.01 G-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 15208.49 S-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 43831.55 S-6-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 61680.90 S-7-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 64633.12 E-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 76255.07 E-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 25968.58 IG-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 11969.99 IG-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 27023.50 C-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 19393.36 CB-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 59327.22 E-10
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 84949.92 E-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 71599.00 E-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 31316.12 E-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 35796.41 E-6
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 51678.44 E-7
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 45393.80 E-8
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 31033.03 E-9
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 26418.19 G-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 16597.52 IG-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 29062.65 IG-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 33542.38 IG-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 67496.44 IG-6
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 85931.25 IG-7