Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 111883.37 >5 Yr 1512.63 30-90 Days S-2 11405.63 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 69059.67 >5 Yr 5098.83 91-180 Days S-3 7977.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 80464.72 >5 Yr 9922.68 <30 Days S-4 11283.78 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 5453.64 >5 Yr 557.63 91-180 Days S-5 420.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 9832.64 >5 Yr 535.55 91-180 Days S-6 347.09 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 110356.69 >5 Yr 5227.79 Open S-7 2915.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 107322.47 Perpetual 12532.37 <30 Days A-0-Q 2604.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101071.71 Perpetual 4348.26 91-180 Days A-1-Q 9314.81 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 61944.91 Perpetual 6363.12 91-180 Days A-2-Q 1279.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 7079.56 Perpetual 632.67 Open A-3-Q 693.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 51338.62 Perpetual 6510.11 <30 Days A-4-Q 1286.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 67473.98 Perpetual 5792.94 30-90 Days A-5-Q 9249.20 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 24163.36 Perpetual 1862.18 Open CB-1-Q 248.21 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 18120.52 Perpetual 597.18 30-90 Days CB-2-Q 87.60 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 111790.56 Perpetual 1916.48 91-180 Days S-1-Q 6614.11 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 40003.61 Perpetual 2032.97 91-180 Days S-2-Q 2415.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 81529.07 Perpetual 3272.59 Open S-3-Q 12873.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101979.26 Perpetual 4530.57 91-180 Days S-4-Q 4033.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 8291.49 Perpetual 1183.42 91-180 Days CB-3-Q 318.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 41030.87 Perpetual 937.19 Open G-1-Q 672.90 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 108187.17 Perpetual 11068.21 91-180 Days G-2-Q 19265.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 44719.99 Perpetual 2638.77 30-90 Days G-3-Q 1497.09 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 71453.53 Perpetual 2411.02 91-180 Days S-5-Q 5731.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 42134.84 Perpetual 3537.05 30-90 Days S-6-Q 985.65 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 11506.65 Perpetual 210.93 <30 Days S-7-Q 1706.23 Yes Liberty Wealth Management LLC Operations