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 11243.03 A-5
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 65416.32 CB-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 8994.12 CB-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 65892.01 CB-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 69154.48 E-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 3467.25 E-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 32991.47 G-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 49593.00 G-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 36591.44 G-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 33295.50 IG-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 1880.57 IG-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 24725.09 S-1
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 154.08 S-2
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 60635.49 S-3
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 29842.39 S-4
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 35052.57 S-5
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 56326.64 S-6
2025-10-13 I.S.6 Non-Regulated Fund 83 - 90 Days 71415.51 S-7
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 62031.60 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 54493.21 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 1206.00 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 53578.19 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 3273.99 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 11671.71 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 79854.84 S-7-Q