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 Day 30 22932.24 N-5
2025-10-09 I.S.1 Non-Regulated Fund Day 30 17834.61 N-6
2025-10-09 I.S.1 Non-Regulated Fund Day 30 35922.58 N-7
2025-10-09 I.S.1 Non-Regulated Fund Day 30 12622.15 P-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 66075.73 P-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 46990.78 S-8
2025-10-09 I.S.1 Non-Regulated Fund Day 30 3889.04 Y-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 26596.48 Y-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 8904.27 Y-3
2025-10-09 I.S.1 Non-Regulated Fund Day 30 69918.47 Y-4
2025-10-09 I.S.1 Non-Regulated Fund Day 30 27583.25 Z-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 83711.12 A-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 87000.30 A-3
2025-10-09 I.S.1 Non-Regulated Fund Day 30 4988.81 A-4
2025-10-09 I.S.1 Non-Regulated Fund Day 30 72508.12 A-5
2025-10-09 I.S.1 Non-Regulated Fund Day 30 76414.83 CB-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 18590.01 CB-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 51657.97 CB-3
2025-10-09 I.S.1 Non-Regulated Fund Day 30 31716.86 E-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 52815.15 E-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 59613.49 G-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 9811.12 G-2
2025-10-09 I.S.1 Non-Regulated Fund Day 30 73758.48 G-3
2025-10-09 I.S.1 Non-Regulated Fund Day 30 73590.85 IG-1
2025-10-09 I.S.1 Non-Regulated Fund Day 30 26544.05 IG-2