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 73880.91 A-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 66552.35 A-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 65495.13 A-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 66842.99 CB-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 85811.07 CB-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 27768.47 CB-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 52421.74 E-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 59703.65 E-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 56846.98 G-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 14137.14 G-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 50846.28 G-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 53699.48 IG-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 79945.57 IG-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 14167.61 S-1
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 45564.73 S-2
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 37212.33 S-3
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 37946.45 S-4
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 52476.82 S-5
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 32080.09 S-6
2025-10-13 I.S.6 Non-Regulated Fund 91 - 120 Days 64396.00 S-7