Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable level 1 HQLA (0% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.1 Non-Regulated Fund Day 35 56947.73 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 24096.12 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 50064.78 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 57744.63 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 72022.20 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 64036.34 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 7551.76 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 64367.66 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 35 68106.29 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 6807.29 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 25256.78 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 9485.68 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 77540.10 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 83013.00 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 24497.67 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 6457.72 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 13607.44 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 54306.39 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 28835.39 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 51077.45 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 36 9079.54 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 37 77800.56 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 37 20781.20 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 37 85319.24 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 37 48768.63 A-3-Q