SECURED FINANCING
Repo / Securities Lending
Haircut schedule · Margin call workflow · Tri-party collateral substitution
COLLATERAL POOL
$240.0M notional · 7 asset classes
| ASSET CLASS | INSTRUMENT | RTG | MATURITY | HAIRCUT | NOTIONAL | ADJ VALUE |
|---|
| Govies | US Treasury | AAA | < 1Y | — | $50.0M | — |
| Govies | US Treasury | AAA | 1–10Y | — | $75.0M | — |
| Govies | Bund | AAA | 1–10Y | — | $40.0M | — |
| Agency | FNMA MBS | AA+ | 5–10Y | — | $30.0M | — |
| Corp IG | A-rated Corp Bond | A | 1–5Y | — | $20.0M | — |
| Corp HY | BB-rated Corp Bond | BB | < 5Y | — | $10.0M | — |
| Equity | S&P 500 Constituent | N/A | N/A | — | $15.0M | — |
← Templatesnodus:haircut-schedulenodus:margin-callnodus:collateral-substitutionnodus:repo-book