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 5 42752.04 N-5
2025-10-09 I.S.1 Non-Regulated Fund Day 5 22930.79 N-6
2025-10-09 I.S.1 Non-Regulated Fund Day 5 58630.77 N-7
2025-10-09 I.S.1 Non-Regulated Fund Day 5 28668.18 P-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 18601.31 P-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 67538.53 S-8
2025-10-09 I.S.1 Non-Regulated Fund Day 5 84005.01 Y-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 42605.75 Y-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 54659.93 Y-3
2025-10-09 I.S.1 Non-Regulated Fund Day 5 29075.50 Y-4
2025-10-09 I.S.1 Non-Regulated Fund Day 5 36924.63 Z-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 16516.41 A-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 63021.27 A-3
2025-10-09 I.S.1 Non-Regulated Fund Day 5 40477.30 A-4
2025-10-09 I.S.1 Non-Regulated Fund Day 5 55973.87 A-5
2025-10-09 I.S.1 Non-Regulated Fund Day 5 72137.27 CB-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 49799.50 CB-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 29610.34 CB-3
2025-10-09 I.S.1 Non-Regulated Fund Day 5 30448.55 E-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 29764.74 E-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 66468.72 G-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 49781.45 G-2
2025-10-09 I.S.1 Non-Regulated Fund Day 5 33564.68 G-3
2025-10-09 I.S.1 Non-Regulated Fund Day 5 31578.21 IG-1
2025-10-09 I.S.1 Non-Regulated Fund Day 5 7510.21 IG-2