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 Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Financial Market Utility No 972458659.32 <1 Day 94599093.69 3-Notch Cash 3827402904.11 No IntO-8773 Legal
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 2008745289.14 <1 Day 34186222.88 3-Notch Cash 3122745802.23 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 1192094725.03 <1 Day 411893036.12 3-Notch Other 3617522084.46 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade PSE No 1958210676.64 <1 Day 133415778.03 3-Notch None 3295166861.83 No IntO-6947 Treasury
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 2672061473.34 <1 Day 366094176.03 3-Notch Cash 2719604759.82 No Legal
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 88140261.06 <1 Day 439331840.45 3-Notch None 1004611900.03 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 2840913086.83 <1 Day 349785231.87 3-Notch Other 2810501177.73 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 2657729924.48 <1 Day 27065911.86 3-Notch Equities 2394043788.43 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Bank No 159503469.22 <1 Day 339542822.72 3-Notch Corporate Bonds 426116498.15 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade PSE No 2521216092.69 <1 Day 438928571.07 3-Notch Other 3776813841.20 No IntO-4097 Legal
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 2966673494.11 <1 Day 152745580.29 3-Notch Agency MBS 4541395261.98 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Financial Corporate No 1403398662.29 <1 Day 440397828.71 3-Notch Cash 3626408361.51 No IntO-4914 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Financial Market Utility No 1902435564.34 <1 Day 6999627.29 3-Notch None 1768608556.29 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 1645573727.23 <1 Day 258480543.64 3-Notch Cash 993330961.37 No IntO-3929 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 226567745.11 <1 Day 139362908.99 3-Notch Agency MBS 2198595088.03 No IntO-3436 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1452800692.35 <1 Day 65375845.24 3-Notch Other 2624794875.52 No Legal
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 2821963041.13 <1 Day 36187026.23 3-Notch Equities 1739456371.54 No IntO-5684 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 147922358.80 <1 Day 372991113.67 3-Notch None 2207298386.55 No IntO-9974 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 450376767.14 <1 Day 255566042.11 3-Notch Agency MBS 3865853614.96 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 1470520174.69 <1 Day 364370216.09 3-Notch Agency MBS 1339448223.19 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade MDB No 2139913825.70 <1 Day 296108320.36 3-Notch Treasuries 407769043.58 No IntO-3834 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Central Bank No 1909335855.89 <1 Day 282582409.84 3-Notch Equities 3196624850.79 No IntO-6300 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 2069001163.59 <1 Day 45476072.90 3-Notch Agency MBS 346109539.80 No IntO-3468 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supranational No 865847998.95 <1 Day 466633790.93 3-Notch Treasuries 3791372371.30 No IntO-9056 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 1220219130.35 <1 Day 122362640.94 3-Notch Treasuries 2794693653.64 No IntO-6773 Legal