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 2 48852.25 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 12778.61 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 61373.67 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 13922.90 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 86874.44 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 70170.27 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 24064.34 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 56831.97 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 37890.20 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 2 19012.11 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 48443.29 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 72106.41 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 8101.96 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 56405.96 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 56801.95 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 77444.68 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 12897.55 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 80671.12 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 52922.60 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 12484.85 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 56655.71 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 3 85094.05 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 4 11843.52 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 4 65240.03 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 4 20892.67 A-2-Q