Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.11: Loss of Rehypothecation Rights Due to a 3 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
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 240916640.24 <1 Day 256989301.87 3-Notch Corporate Bonds 2440007382.22 No Treasury
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 881879266.09 <1 Day 212786399.37 3-Notch Corporate Bonds 2700961481.61 No IntO-9549 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade PSE No 978049527.50 <1 Day 371553034.44 3-Notch Corporate Bonds 4393235225.10 No IntO-4225 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 1380343342.44 <1 Day 355287907.30 3-Notch Agency MBS 2637720620.13 No IntO-1260 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 1116270566.73 <1 Day 384715849.33 3-Notch Cash 866889318.92 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 95847620.19 <1 Day 205077872.45 3-Notch Other 1994684448.99 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 1151383558.28 <1 Day 345031026.89 3-Notch Other 825010314.55 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 2879818210.16 <1 Day 471452475.34 3-Notch Corporate Bonds 1021665829.41 No IntO-6155 Treasury
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 1232061367.82 <1 Day 47800682.94 3-Notch Agency MBS 3571788317.91 No IntO-4648 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 2201327819.48 <1 Day 385850514.11 3-Notch Corporate Bonds 3808305573.57 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 79501917.56 <1 Day 13995102.91 3-Notch Corporate Bonds 319142405.12 No IntO-8634 Operations
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 193184900.83 <1 Day 458984416.85 3-Notch Corporate Bonds 4126091015.86 No IntO-5126 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 2165846280.12 <1 Day 6330680.96 3-Notch Other 2657915134.39 No IntO-8725 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 2552002436.36 <1 Day 482646737.32 3-Notch Agency MBS 1905426243.87 No Treasury
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade PSE No 2861285581.91 <1 Day 157346183.56 3-Notch Agency MBS 2909568042.17 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Central Bank No 2866249807.95 <1 Day 305890256.08 3-Notch Cash 4568349544.18 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2885264539.06 <1 Day 464707650.59 3-Notch Treasuries 1276382360.58 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 2519517054.86 <1 Day 185420565.37 3-Notch Cash 269410498.70 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 1128592317.01 <1 Day 340194769.95 3-Notch Cash 3527161070.52 No IntO-8074 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade GSE No 1403646817.11 <1 Day 286473912.85 3-Notch Corporate Bonds 2637450055.85 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 204364231.80 <1 Day 429295402.56 3-Notch Corporate Bonds 1945376254.74 No IntO-1151 Finance
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Central Bank No 972797477.12 <1 Day 130673048.24 3-Notch Equities 3363169729.61 No IntO-5587 Legal
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 2349655353.15 <1 Day 148471550.17 3-Notch Agency MBS 3641433557.49 No IntO-4095 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Investment Company or Advisor No 2641563511.31 <1 Day 438397892.50 3-Notch Agency MBS 1914647111.40 No IntO-3888 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Financial Corporate No 108249345.25 <1 Day 263842259.29 3-Notch Other 4798195082.56 No Treasury