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 16 78907.75 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 16 82399.43 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 16 44861.19 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 16 46124.35 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 16 18720.54 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 16 12528.32 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 43505.68 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 61250.74 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 60954.49 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 68349.12 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 73093.04 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 81799.75 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 24054.34 CB-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 55096.79 CB-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 57698.53 S-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 67228.70 S-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 85438.61 S-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 17 31197.19 S-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 51249.01 A-0-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 80495.67 A-1-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 83960.03 A-2-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 40879.56 A-3-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 60772.93 A-4-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 75284.86 A-5-Q
2025-10-09 I.S.1 Non-Regulated Fund Day 18 8528.05 CB-1-Q