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 55 14923.69 N-5
2025-10-09 I.S.1 Non-Regulated Fund Day 55 66312.36 N-6
2025-10-09 I.S.1 Non-Regulated Fund Day 55 46531.19 N-7
2025-10-09 I.S.1 Non-Regulated Fund Day 55 19534.47 P-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 42704.77 P-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 65531.71 S-8
2025-10-09 I.S.1 Non-Regulated Fund Day 55 20465.87 Y-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 74395.24 Y-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 34434.23 Y-3
2025-10-09 I.S.1 Non-Regulated Fund Day 55 72821.96 Y-4
2025-10-09 I.S.1 Non-Regulated Fund Day 55 46617.73 Z-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 51714.55 A-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 61086.42 A-3
2025-10-09 I.S.1 Non-Regulated Fund Day 55 63589.84 A-4
2025-10-09 I.S.1 Non-Regulated Fund Day 55 76134.64 A-5
2025-10-09 I.S.1 Non-Regulated Fund Day 55 31335.73 CB-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 13515.40 CB-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 74358.11 CB-3
2025-10-09 I.S.1 Non-Regulated Fund Day 55 51283.30 E-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 65818.81 E-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 70892.14 G-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 4760.34 G-2
2025-10-09 I.S.1 Non-Regulated Fund Day 55 37399.36 G-3
2025-10-09 I.S.1 Non-Regulated Fund Day 55 20798.53 IG-1
2025-10-09 I.S.1 Non-Regulated Fund Day 55 32687.77 IG-2