Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable non-level 1 HQLA collateral maturing in < 6 months (15% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-13 I.S.6 Non-Regulated Fund Day 1 17360.87 L-6
2025-10-13 I.S.6 Non-Regulated Fund Day 1 26628.83 L-7
2025-10-13 I.S.6 Non-Regulated Fund Day 1 15924.73 L-8
2025-10-13 I.S.6 Non-Regulated Fund Day 1 7236.11 L-9
2025-10-13 I.S.6 Non-Regulated Fund Day 1 47228.21 LC-1
2025-10-13 I.S.6 Non-Regulated Fund Day 1 59644.78 LC-2
2025-10-13 I.S.6 Non-Regulated Fund Day 1 51093.73 N-1
2025-10-13 I.S.6 Non-Regulated Fund Day 1 39568.33 N-2
2025-10-13 I.S.6 Non-Regulated Fund Day 1 4187.66 N-3
2025-10-13 I.S.6 Non-Regulated Fund Day 1 13507.77 N-4
2025-10-13 I.S.6 Non-Regulated Fund Day 1 8083.68 N-5
2025-10-13 I.S.6 Non-Regulated Fund Day 1 83316.48 N-6
2025-10-13 I.S.6 Non-Regulated Fund Day 1 51857.23 N-7
2025-10-13 I.S.6 Non-Regulated Fund Day 1 86297.45 P-1
2025-10-13 I.S.6 Non-Regulated Fund Day 1 54373.21 P-2
2025-10-13 I.S.6 Non-Regulated Fund Day 1 23939.19 S-8
2025-10-13 I.S.6 Non-Regulated Fund Day 1 24251.69 Y-1
2025-10-13 I.S.6 Non-Regulated Fund Day 1 82826.14 Y-2
2025-10-13 I.S.6 Non-Regulated Fund Day 1 86783.07 Y-3
2025-10-13 I.S.6 Non-Regulated Fund Day 1 11071.11 Y-4
2025-10-13 I.S.6 Non-Regulated Fund Day 1 71674.16 Z-1
2025-10-13 I.S.6 Non-Regulated Fund Day 1 18585.82 A-2
2025-10-13 I.S.6 Non-Regulated Fund Day 1 23591.92 A-3
2025-10-13 I.S.6 Non-Regulated Fund Day 1 24486.14 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 1 33649.43 A-5