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 50 314.31 L-8
2025-10-13 I.S.6 Non-Regulated Fund Day 50 38168.21 L-9
2025-10-13 I.S.6 Non-Regulated Fund Day 50 40008.88 LC-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 56531.02 LC-2
2025-10-13 I.S.6 Non-Regulated Fund Day 50 26396.02 N-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 11304.21 N-2
2025-10-13 I.S.6 Non-Regulated Fund Day 50 56971.51 N-3
2025-10-13 I.S.6 Non-Regulated Fund Day 50 41808.32 N-4
2025-10-13 I.S.6 Non-Regulated Fund Day 50 47207.31 N-5
2025-10-13 I.S.6 Non-Regulated Fund Day 50 77797.10 N-6
2025-10-13 I.S.6 Non-Regulated Fund Day 50 80652.97 N-7
2025-10-13 I.S.6 Non-Regulated Fund Day 50 84448.89 P-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 35975.61 P-2
2025-10-13 I.S.6 Non-Regulated Fund Day 50 442.76 S-8
2025-10-13 I.S.6 Non-Regulated Fund Day 50 24759.72 Y-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 32313.98 Y-2
2025-10-13 I.S.6 Non-Regulated Fund Day 50 55890.09 Y-3
2025-10-13 I.S.6 Non-Regulated Fund Day 50 6370.80 Y-4
2025-10-13 I.S.6 Non-Regulated Fund Day 50 19006.76 Z-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 29099.81 A-2
2025-10-13 I.S.6 Non-Regulated Fund Day 50 71076.52 A-3
2025-10-13 I.S.6 Non-Regulated Fund Day 50 5818.42 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 50 19682.59 A-5
2025-10-13 I.S.6 Non-Regulated Fund Day 50 12068.95 CB-1
2025-10-13 I.S.6 Non-Regulated Fund Day 50 84792.21 CB-2