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 27 80793.67 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 27 20355.02 A-5
2025-10-13 I.S.6 Non-Regulated Fund Day 27 4374.95 CB-1
2025-10-13 I.S.6 Non-Regulated Fund Day 27 4471.97 CB-2
2025-10-13 I.S.6 Non-Regulated Fund Day 27 56874.28 CB-3
2025-10-13 I.S.6 Non-Regulated Fund Day 27 68257.56 E-1
2025-10-13 I.S.6 Non-Regulated Fund Day 27 77260.32 E-2
2025-10-13 I.S.6 Non-Regulated Fund Day 27 14617.75 G-1
2025-10-13 I.S.6 Non-Regulated Fund Day 27 82446.84 G-2
2025-10-13 I.S.6 Non-Regulated Fund Day 27 34317.25 G-3
2025-10-13 I.S.6 Non-Regulated Fund Day 27 6462.80 IG-1
2025-10-13 I.S.6 Non-Regulated Fund Day 27 41235.68 IG-2
2025-10-13 I.S.6 Non-Regulated Fund Day 27 32681.14 S-1
2025-10-13 I.S.6 Non-Regulated Fund Day 27 83622.50 S-2
2025-10-13 I.S.6 Non-Regulated Fund Day 27 71638.73 S-3
2025-10-13 I.S.6 Non-Regulated Fund Day 27 81582.25 S-4
2025-10-13 I.S.6 Non-Regulated Fund Day 27 37084.35 S-5
2025-10-13 I.S.6 Non-Regulated Fund Day 27 26555.41 S-6
2025-10-13 I.S.6 Non-Regulated Fund Day 27 82894.15 S-7
2025-10-13 I.S.6 Non-Regulated Fund Day 28 70685.20 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 28 49653.18 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 28 28718.99 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 28 73577.08 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 28 29676.73 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 28 37541.43 S-6-Q