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 18 36142.61 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 18923.56 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 63215.65 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 34393.30 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 55642.21 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 86444.03 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 18004.36 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 61178.50 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 43894.20 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 32275.28 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 18 25730.46 C-1
2025-10-13 I.S.6 Non-Regulated Fund Day 18 36943.23 CB-4
2025-10-13 I.S.6 Non-Regulated Fund Day 18 71517.20 E-10
2025-10-13 I.S.6 Non-Regulated Fund Day 18 49236.47 E-3
2025-10-13 I.S.6 Non-Regulated Fund Day 18 64856.33 E-4
2025-10-13 I.S.6 Non-Regulated Fund Day 18 17859.75 E-5
2025-10-13 I.S.6 Non-Regulated Fund Day 18 4144.67 E-6
2025-10-13 I.S.6 Non-Regulated Fund Day 18 78488.98 E-7
2025-10-13 I.S.6 Non-Regulated Fund Day 18 9108.48 E-8
2025-10-13 I.S.6 Non-Regulated Fund Day 18 11337.59 E-9
2025-10-13 I.S.6 Non-Regulated Fund Day 18 45430.34 G-4
2025-10-13 I.S.6 Non-Regulated Fund Day 18 23157.83 IG-3
2025-10-13 I.S.6 Non-Regulated Fund Day 18 40738.63 IG-4
2025-10-13 I.S.6 Non-Regulated Fund Day 18 1003.17 IG-5
2025-10-13 I.S.6 Non-Regulated Fund Day 18 77248.26 IG-6