Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable level 1 HQLA (0% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 68023.85 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 65812.71 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 48066.08 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 13203.51 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 77529.83 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 23197.22 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 3272.16 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 71191.61 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 40938.58 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 48862.34 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 19740.84 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 58832.13 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 33460.29 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 10055.45 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 75954.82 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 83021.34 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 82793.18 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 63673.73 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 79934.88 S-4-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 56583.34 A-0-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 35664.27 A-1-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 4403.44 A-2-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 56359.76 A-3-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 69571.39 A-4-Q
2025-10-09 I.S.1 Financial Market Utility Day 1 55032.52 A-5-Q