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 15 56427.22 A-3
2025-10-13 I.S.6 Non-Regulated Fund Day 15 33702.02 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 15 26177.73 A-5
2025-10-13 I.S.6 Non-Regulated Fund Day 15 54656.88 CB-1
2025-10-13 I.S.6 Non-Regulated Fund Day 15 59191.25 CB-2
2025-10-13 I.S.6 Non-Regulated Fund Day 15 16340.87 CB-3
2025-10-13 I.S.6 Non-Regulated Fund Day 15 16204.52 E-1
2025-10-13 I.S.6 Non-Regulated Fund Day 15 24207.47 E-2
2025-10-13 I.S.6 Non-Regulated Fund Day 15 49863.67 G-1
2025-10-13 I.S.6 Non-Regulated Fund Day 15 8579.46 G-2
2025-10-13 I.S.6 Non-Regulated Fund Day 15 74047.43 G-3
2025-10-13 I.S.6 Non-Regulated Fund Day 15 70274.64 IG-1
2025-10-13 I.S.6 Non-Regulated Fund Day 15 10742.35 IG-2
2025-10-13 I.S.6 Non-Regulated Fund Day 15 60822.76 S-1
2025-10-13 I.S.6 Non-Regulated Fund Day 15 42525.44 S-2
2025-10-13 I.S.6 Non-Regulated Fund Day 15 28179.09 S-3
2025-10-13 I.S.6 Non-Regulated Fund Day 15 1802.69 S-4
2025-10-13 I.S.6 Non-Regulated Fund Day 15 78742.41 S-5
2025-10-13 I.S.6 Non-Regulated Fund Day 15 14395.97 S-6
2025-10-13 I.S.6 Non-Regulated Fund Day 15 75603.73 S-7
2025-10-13 I.S.6 Non-Regulated Fund Day 16 27830.52 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 16 67740.15 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 16 10895.87 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 16 55066.84 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 16 27928.96 S-5-Q