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 37 4964.86 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 37 61546.39 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 37 77364.99 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 37 29837.43 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 37 67032.37 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 28527.60 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 86038.92 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 30585.02 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 84854.21 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 15434.97 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 69353.05 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 70988.22 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 68271.55 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 13359.12 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 2695.24 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 2968.54 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 38 84618.16 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 5485.83 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 18367.20 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 73984.13 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 51894.30 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 7042.47 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 49633.31 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 8817.18 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 39 86200.31 CB-2-Q