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 |
|---|---|---|---|---|---|
| 2025-10-09 | I.S.1 | Bank | Day 39 | 85790.41 | N-4 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 17237.91 | N-5 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 61906.20 | N-6 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 27979.33 | N-7 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 33940.13 | P-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 75922.38 | P-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 28121.11 | S-8 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 47245.36 | Y-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 9174.17 | Y-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 18677.74 | Y-3 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 5111.06 | Y-4 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 3078.69 | Z-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 65900.70 | A-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 16914.91 | A-3 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 51366.74 | A-4 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 47804.37 | A-5 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 33044.39 | CB-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 31920.84 | CB-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 6985.76 | CB-3 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 81417.79 | E-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 37346.10 | E-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 66067.92 | G-1 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 17207.53 | G-2 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 29274.44 | G-3 |
| 2025-10-09 | I.S.1 | Bank | Day 39 | 2720.45 | IG-1 |