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 45 8450.89 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 45 72210.70 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 45 27655.44 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 45 15892.14 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 18027.17 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 1770.23 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 67941.97 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 80526.26 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 38561.39 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 29453.07 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 81831.36 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 7747.99 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 40257.71 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 42769.88 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 18650.02 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 46 67314.37 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 73305.04 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 13824.43 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 43312.60 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 37957.47 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 34364.93 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 23308.25 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 65326.26 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 76868.72 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 47 33825.65 S-1-Q