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
2025-10-13 I.S.1 Non-Regulated Fund Day 39 55432.43 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 29033.65 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 30955.94 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 60375.46 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 66860.23 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 23179.98 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 25936.50 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 76892.91 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 31175.48 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 77063.36 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 23652.69 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 26103.05 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 10573.01 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 45405.38 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 17507.17 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 40 31030.93 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 23929.68 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 4803.96 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 63584.04 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 45156.88 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 73591.81 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 13910.05 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 47348.15 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 33454.71 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 41 11465.98 S-1-Q