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 Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Sovereign No 314859389.14 <1 Day 420399369.49 3-Notch Treasuries 1573593192.06 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Bank No 2491162561.17 <1 Day 479962997.33 3-Notch Other 1683118358.19 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 Other Supranational No 1276385386.85 <1 Day 179617357.49 3-Notch Treasuries 566476925.89 No IntO-7943 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 834425260.07 <1 Day 158465278.52 3-Notch Agency MBS 2638906245.81 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Investment Company or Advisor No 1096522875.44 <1 Day 322029884.09 3-Notch Cash 2069697018.14 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 2241538174.34 <1 Day 127765791.72 3-Notch Other 1700953386.70 No IntO-7825 Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 14489.66 Open 800.40 Open A-0-Q 1772.09 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 99937.30 Open 12203.65 30-90 Days A-1-Q 10035.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 64677.80 Open 4678.58 91-180 Days A-2-Q 3820.80 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 105937.34 Open 2060.33 30-90 Days A-3-Q 14362.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 48220.05 Open 1275.54 91-180 Days A-4-Q 7156.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 87563.91 Open 4317.03 Open A-5-Q 7195.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 34883.42 Open 4362.52 Open CB-1-Q 5820.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 16579.95 Open 1830.82 91-180 Days CB-2-Q 3097.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 45300.95 Open 5005.35 30-90 Days S-1-Q 5906.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 32079.77 Open 3736.98 Open S-2-Q 333.66 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 48391.66 Open 1250.18 30-90 Days S-3-Q 1969.12 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 79855.74 Open 6844.96 30-90 Days S-4-Q 11163.33 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 4181.96 Open 591.74 30-90 Days CB-3-Q 496.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 104641.69 Open 4107.59 <30 Days G-1-Q 17014.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 29671.75 Open 203.94 30-90 Days G-2-Q 4855.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 69868.67 Open 9544.37 <30 Days G-3-Q 9465.89 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 33733.60 Open 1558.11 91-180 Days S-5-Q 6026.65 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 74565.51 Open 8981.02 Open S-6-Q 6021.18 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 51000.47 Open 6783.24 91-180 Days S-7-Q 4346.62 Yes Liberty International Finance Ltd. Legal