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 36294.37 L-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 67340.15 L-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 431.53 L-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 17913.42 L-6
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 52963.57 L-7
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 46292.11 L-8
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 27600.87 L-9
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 22479.45 LC-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 73883.89 LC-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 21306.48 N-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 40152.56 N-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 36791.09 N-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 2365.82 N-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 20520.04 N-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 55841.04 N-6
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 80737.18 N-7
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 1427.75 P-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 79383.56 P-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 68153.02 S-8
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 66182.42 Y-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 5895.41 Y-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 36367.08 Y-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 32190.99 Y-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 85330.71 Z-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 50024.95 A-2