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 16 66357.49 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 16 45299.01 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 16 22573.40 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 58970.59 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 76609.03 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 61535.90 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 43346.92 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 73767.86 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 37591.91 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 67870.85 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 45110.22 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 8560.84 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 64857.15 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 47355.69 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 17 72805.03 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 1413.75 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 33069.19 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 34624.38 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 8086.59 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 77112.90 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 46646.94 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 60774.69 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 72547.55 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 8964.24 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 18 12905.08 S-2-Q