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
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1380287334.91 <1 Day 101350604.66 2-Notch Treasuries 3788396298.84 No IntO-8359 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 1419757218.29 <1 Day 274611744.96 2-Notch Cash 306138317.95 No IntO-9995 Treasury
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 821447740.62 <1 Day 278369999.04 2-Notch Agency MBS 2044874402.56 No IntO-3758 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Central Bank No 1534258112.39 <1 Day 275489798.32 2-Notch Equities 201851353.83 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 2897081637.35 <1 Day 277612033.95 2-Notch Agency MBS 1681700588.53 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 2095742254.47 <1 Day 392935307.00 2-Notch Agency MBS 3406349776.16 No IntO-8182 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 1564000230.56 <1 Day 62547773.06 2-Notch Equities 667684086.89 No Finance
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 2152425980.43 <1 Day 219205876.96 2-Notch Corporate Bonds 984344376.24 No IntO-3942 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade GSE No 428849352.59 <1 Day 265180739.80 2-Notch Agency MBS 4416398091.78 No IntO-3329 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Central Bank No 2688710085.45 <1 Day 463627241.74 2-Notch Treasuries 1111587636.56 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade PSE No 1507291082.73 <1 Day 221818935.96 2-Notch Treasuries 4523424476.28 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 801369365.29 <1 Day 407346434.34 2-Notch None 1693216167.13 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 130725245.98 <1 Day 118432196.97 2-Notch Equities 1390775610.33 No IntO-2738 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1467007649.43 <1 Day 134591262.94 2-Notch Treasuries 3072765681.46 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade GSE No 2580980958.57 <1 Day 311464829.09 2-Notch Treasuries 3798972762.92 No IntO-7117 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 1345197937.36 <1 Day 421715424.54 2-Notch Treasuries 3330005851.28 No IntO-5274 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 409812025.70 <1 Day 465750021.80 2-Notch None 1725456608.14 No IntO-6778 Operations
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Sovereign No 2132294389.33 <1 Day 293869861.16 2-Notch Treasuries 2548786233.97 No IntO-4120 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 895446435.46 <1 Day 27098357.33 2-Notch Corporate Bonds 3691274138.99 No IntO-1777 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supranational No 175245100.78 <1 Day 415416471.29 2-Notch Other 3306398007.06 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Central Bank No 2751205449.76 <1 Day 337687658.78 2-Notch None 1423561835.23 No IntO-3360 Legal
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1919633716.58 <1 Day 460280788.76 2-Notch Other 28552489.32 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade PSE No 2408650366.07 <1 Day 153175360.31 2-Notch None 3402015177.24 No Finance
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 450477662.81 <1 Day 441604806.85 2-Notch Equities 1255996130.57 No IntO-9323 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade GSE No 2899737001.27 <1 Day 231897750.71 2-Notch Cash 581860860.38 No IntO-7651 Legal