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 91 - 120 Days 56759.90 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 54131.73 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 46799.27 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 12908.23 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 50106.20 C-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 47407.78 CB-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 67863.02 E-10
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 10524.89 E-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 45757.35 E-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 43274.57 E-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 16957.31 E-6
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 5093.19 E-7
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 78844.35 E-8
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 42176.72 E-9
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 51187.71 G-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 81671.56 IG-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 44135.32 IG-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 4490.06 IG-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 31312.32 IG-6
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 4329.69 IG-7
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 22878.48 IG-8
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 4273.25 L-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 41987.93 L-10
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 67403.72 L-11
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 1466.28 L-2