Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable level 1 HQLA (0% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.6 Non-Regulated Fund Day 1 10871.82 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 1 8654.16 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 1 23692.74 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 1 21495.60 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 1 32582.59 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 8810.64 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 33131.84 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 21697.04 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 28647.50 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 6266.60 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 5871.89 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 14427.37 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 24009.17 CB-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 16146.51 S-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 8666.17 S-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 18820.26 S-3-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 2 1533.45 S-4-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 25789.47 A-0-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 15441.98 A-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 21140.21 A-2-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 29345.51 A-3-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 12960.94 A-4-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 21283.63 A-5-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 21875.49 CB-1-Q
2025-10-09 I.S.6 Non-Regulated Fund Day 3 6461.36 CB-2-Q