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 91 - 120 Days 54748.43 CB-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 16348.51 G-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 16704.83 G-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 81485.17 G-3-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 45345.47 S-5-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 42768.95 S-6-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 47179.17 S-7-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 8451.49 E-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 22336.47 E-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 47836.83 IG-1-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 49646.02 IG-2-Q
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 83400.38 C-1
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 55349.55 CB-4
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 73920.51 E-10
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 35005.70 E-3
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 41464.64 E-4
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 77050.06 E-5
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 31320.65 E-6
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 36081.65 E-7
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 19993.37 E-8
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 45718.77 E-9
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 60039.22 G-4
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 27716.79 IG-3
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 47593.42 IG-4
2025-10-09 I.S.1 Non-Regulated Fund 91 - 120 Days 8344.56 IG-5