Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.9: Loss of Rehypothecation Rights Due to a 1 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.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade PSE No 2892894573.58 <1 Day 31151191.41 1-Notch Other 1955072485.52 No IntO-5194 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Financial Corporate No 489280199.42 <1 Day 460120944.99 1-Notch Equities 2990740305.49 No IntO-5381 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 807985645.16 <1 Day 238482535.98 1-Notch Treasuries 643559454.07 No IntO-3707 Operations
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade PSE No 272482135.34 <1 Day 442280927.76 1-Notch Cash 4858008036.09 No IntO-2380 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 2804023452.33 <1 Day 444095760.55 1-Notch Cash 4936505877.24 No IntO-7441 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1049156597.27 <1 Day 195724218.90 1-Notch Agency MBS 3641133243.58 No IntO-8631 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Supranational No 1496230827.05 <1 Day 32137832.54 1-Notch Cash 2245043028.46 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Financial Market Utility No 220351312.46 <1 Day 48859643.84 1-Notch Other 427301667.14 No IntO-4959 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Bank No 1171057089.90 <1 Day 87118867.66 1-Notch None 231710801.09 No IntO-5371 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Financial Corporate No 2714570590.99 <1 Day 204918972.19 1-Notch Corporate Bonds 1470456244.67 No IntO-8680 Operations
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 2359114695.75 <1 Day 102982766.09 1-Notch Cash 2009072821.86 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Investment Company or Advisor No 506111844.86 <1 Day 124444910.09 1-Notch None 3756415669.25 No Legal
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Financial Market Utility No 433177092.28 <1 Day 56310830.41 1-Notch Treasuries 1801992708.81 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 241620740.82 <1 Day 100861764.90 1-Notch Equities 3022533648.84 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 1484819440.43 <1 Day 321419675.54 1-Notch Agency MBS 322085168.33 No IntO-1963 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 712521409.70 <1 Day 59735890.82 1-Notch None 3246222441.42 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1423245687.67 <1 Day 9116424.84 1-Notch Equities 4694199988.83 No IntO-2746 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Investment Company or Advisor No 2508106327.98 <1 Day 75430185.91 1-Notch Equities 613486805.24 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 750137092.13 <1 Day 276732170.79 1-Notch Equities 3266024783.88 No Legal
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade PSE No 833295377.96 <1 Day 88626323.99 1-Notch Equities 365179196.01 No IntO-1077 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 1022620434.68 <1 Day 317985121.64 1-Notch Corporate Bonds 4614227767.24 No IntO-2023 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 1290204882.00 <1 Day 478298522.95 1-Notch Cash 1827114915.90 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 2541844174.18 <1 Day 321483333.54 1-Notch Agency MBS 4358803092.81 No IntO-6268 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Financial Market Utility No 2595123421.95 <1 Day 286150352.68 1-Notch Treasuries 530787446.08 No IntO-9865 Finance
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Central Bank No 735083772.44 <1 Day 54309915.93 1-Notch None 64193518.67 No IntO-4091 Treasury