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 61 - 67 Days 82058.32 L-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 36232.66 L-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 36538.62 L-6
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 70712.19 L-7
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 6696.59 L-8
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 14429.29 L-9
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 75871.64 LC-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 53559.63 LC-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 16619.41 N-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 4934.77 N-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 86564.33 N-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 68906.16 N-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 62131.52 N-5
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 44371.88 N-6
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 37385.42 N-7
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 68968.09 P-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 24455.19 P-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 74374.92 S-8
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 83464.51 Y-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 35525.26 Y-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 28867.98 Y-3
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 50684.16 Y-4
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 84764.17 Z-1
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 71205.69 A-2
2025-10-09 I.S.1 Non-Regulated Fund 61 - 67 Days 4546.46 A-3