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 45 58535.73 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 19134.25 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 61645.22 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 67702.60 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 22122.44 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 35368.60 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 71479.43 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 21316.35 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 13739.60 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 64565.54 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 7225.25 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 71887.94 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 46 84413.97 S-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 10362.08 A-0-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 73936.28 A-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 77306.44 A-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 55532.27 A-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 44608.47 A-4-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 41292.29 A-5-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 40507.92 CB-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 58970.87 CB-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 77533.00 S-1-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 5694.26 S-2-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 73371.09 S-3-Q
2025-10-13 I.S.1 Non-Regulated Fund Day 47 78450.48 S-4-Q