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 30 52208.50 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 7476.83 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 33995.75 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 17581.05 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 32179.95 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 14779.62 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 70605.57 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 58156.19 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 58781.20 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 30 80790.81 C-1
2025-10-13 I.S.6 Non-Regulated Fund Day 30 11717.51 CB-4
2025-10-13 I.S.6 Non-Regulated Fund Day 30 15051.22 E-10
2025-10-13 I.S.6 Non-Regulated Fund Day 30 62566.44 E-3
2025-10-13 I.S.6 Non-Regulated Fund Day 30 46129.81 E-4
2025-10-13 I.S.6 Non-Regulated Fund Day 30 60204.49 E-5
2025-10-13 I.S.6 Non-Regulated Fund Day 30 6036.35 E-6
2025-10-13 I.S.6 Non-Regulated Fund Day 30 26176.63 E-7
2025-10-13 I.S.6 Non-Regulated Fund Day 30 21358.48 E-8
2025-10-13 I.S.6 Non-Regulated Fund Day 30 36815.49 E-9
2025-10-13 I.S.6 Non-Regulated Fund Day 30 47792.30 G-4
2025-10-13 I.S.6 Non-Regulated Fund Day 30 50956.89 IG-3
2025-10-13 I.S.6 Non-Regulated Fund Day 30 37861.35 IG-4
2025-10-13 I.S.6 Non-Regulated Fund Day 30 22613.29 IG-5
2025-10-13 I.S.6 Non-Regulated Fund Day 30 49951.17 IG-6
2025-10-13 I.S.6 Non-Regulated Fund Day 30 32050.97 IG-7