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 35379.28 Y-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 59733.87 Y-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 12256.76 Y-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 86817.74 Z-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 55482.31 A-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 26741.34 A-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 46674.40 A-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 62713.32 A-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 81433.57 CB-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 63622.15 CB-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 47255.79 CB-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 77857.12 E-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 81104.82 E-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 16464.56 G-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 37456.84 G-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 33181.93 G-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 28518.49 IG-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 51028.63 IG-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 57253.56 S-1
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 44893.23 S-2
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 36530.09 S-3
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 39209.91 S-4
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 82346.97 S-5
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 40171.97 S-6
2025-10-09 I.S.1 Non-Regulated Fund 83 - 90 Days 8064.07 S-7