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 International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 10201.43 >2 Yr <= 3 Yr 504.04 Open S-5 1579.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3318.79 >2 Yr <= 3 Yr 344.72 <30 Days S-6 67.88 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 94.96 >2 Yr <= 3 Yr 1.68 Open S-7 3.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 2395.80 >3 Yr <= 4 Yr 298.31 91-180 Days A-0-Q 289.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 69.05 >3 Yr <= 4 Yr 4.88 30-90 Days A-1-Q 5.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 4029.90 >3 Yr <= 4 Yr 113.25 30-90 Days A-2-Q 126.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 11703.53 >3 Yr <= 4 Yr 278.96 <30 Days A-3-Q 781.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 7908.07 >3 Yr <= 4 Yr 883.91 Open A-4-Q 704.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3107.36 >3 Yr <= 4 Yr 277.68 Open A-5-Q 51.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 8677.30 >3 Yr <= 4 Yr 683.26 <30 Days CB-1-Q 1585.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 15257.26 >3 Yr <= 4 Yr 1583.19 30-90 Days CB-2-Q 2567.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 14359.28 >3 Yr <= 4 Yr 2093.58 91-180 Days S-1-Q 631.57 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 16037.14 >3 Yr <= 4 Yr 1597.56 <30 Days S-2-Q 2757.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 11736.58 >3 Yr <= 4 Yr 955.04 <30 Days S-3-Q 787.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 8528.35 >3 Yr <= 4 Yr 997.73 91-180 Days S-4-Q 79.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 265.90 >3 Yr <= 4 Yr 25.43 91-180 Days CB-3-Q 1.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3566.03 >3 Yr <= 4 Yr 215.74 <30 Days G-1-Q 318.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 9352.60 >3 Yr <= 4 Yr 271.94 30-90 Days G-2-Q 1613.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 5876.21 >3 Yr <= 4 Yr 421.79 <30 Days G-3-Q 602.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 4812.70 >3 Yr <= 4 Yr 110.80 <30 Days S-5-Q 528.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3607.43 >3 Yr <= 4 Yr 273.70 30-90 Days S-6-Q 40.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 7397.03 >3 Yr <= 4 Yr 817.83 30-90 Days S-7-Q 406.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 1116.88 >3 Yr <= 4 Yr 144.27 <30 Days E-1-Q 159.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 584.24 >3 Yr <= 4 Yr 79.18 Open E-2-Q 54.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 16023.38 >3 Yr <= 4 Yr 1457.50 <30 Days IG-1-Q 572.43 No Risk Management