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 56 16807.19 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 70049.14 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 82369.90 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 54611.58 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 15681.37 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 8611.60 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 16623.81 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 56 26877.76 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 39703.89 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 57151.00 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 39478.85 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 16202.55 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 30591.66 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 39700.23 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 60959.57 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 76657.56 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 13002.77 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 69193.27 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 35698.24 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 57 27524.49 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 58 64199.12 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 58 45402.12 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 58 69684.61 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 58 38931.62 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 58 71796.75 A-4-Q