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 83 - 90 Days 10957.73 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 78456.39 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 80228.59 C-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 35443.51 CB-4
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 51334.09 E-10
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 51343.40 E-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 56934.07 E-4
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 7519.03 E-5
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 516.00 E-6
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 2257.93 E-7
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 3715.75 E-8
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 34913.42 E-9
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 47167.18 G-4
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 2990.51 IG-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 76175.55 IG-4
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 55689.62 IG-5
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 34648.46 IG-6
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 24232.84 IG-7
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 18994.58 IG-8
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 7272.18 L-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 85334.25 L-10
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 43717.17 L-11
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 27019.96 L-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 53472.10 L-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 83917.53 L-4