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 22 81784.48 N-3
2025-10-13 I.S.6 Non-Regulated Fund Day 22 35464.38 N-4
2025-10-13 I.S.6 Non-Regulated Fund Day 22 83210.56 N-5
2025-10-13 I.S.6 Non-Regulated Fund Day 22 35935.65 N-6
2025-10-13 I.S.6 Non-Regulated Fund Day 22 45783.04 N-7
2025-10-13 I.S.6 Non-Regulated Fund Day 22 43122.74 P-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 31422.06 P-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 57861.37 S-8
2025-10-13 I.S.6 Non-Regulated Fund Day 22 54436.07 Y-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 9513.41 Y-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 36231.73 Y-3
2025-10-13 I.S.6 Non-Regulated Fund Day 22 75420.33 Y-4
2025-10-13 I.S.6 Non-Regulated Fund Day 22 59739.43 Z-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 1569.00 A-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 32098.94 A-3
2025-10-13 I.S.6 Non-Regulated Fund Day 22 79074.80 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 22 53578.97 A-5
2025-10-13 I.S.6 Non-Regulated Fund Day 22 14103.41 CB-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 51450.44 CB-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 4232.86 CB-3
2025-10-13 I.S.6 Non-Regulated Fund Day 22 56146.93 E-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 81023.66 E-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 86552.18 G-1
2025-10-13 I.S.6 Non-Regulated Fund Day 22 27365.46 G-2
2025-10-13 I.S.6 Non-Regulated Fund Day 22 29261.70 G-3