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 13395.21 IG-8
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 39677.59 L-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 13524.24 L-10
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 26938.44 L-11
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 59391.50 L-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 3289.21 L-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 47231.29 L-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 53316.96 L-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 47151.48 L-6
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 72837.92 L-7
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 10978.88 L-8
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 1384.40 L-9
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 70371.86 LC-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 51858.19 LC-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 69695.35 N-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 38599.21 N-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 14961.18 N-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 65592.90 N-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 18973.30 N-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 68782.95 N-6
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 68325.79 N-7
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 8391.75 P-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 72151.69 P-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 86419.48 S-8
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 14069.29 Y-1