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 Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 444717628.24 <1 Day 99939252.14 2-Notch Equities 4753023723.84 No IntO-2849 Treasury
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 1059437675.84 <1 Day 85171095.95 2-Notch Cash 3049761219.13 No IntO-2781 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 177142754.60 <1 Day 65675324.18 2-Notch Treasuries 2969831136.82 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 Financial Market Utility No 2589581464.16 <1 Day 482980835.28 2-Notch Corporate Bonds 4648892065.81 No IntO-4976 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade PSE No 2773880874.56 <1 Day 31965307.35 2-Notch None 1280003091.41 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 2036789968.04 <1 Day 54201089.84 2-Notch Cash 2666419323.00 No IntO-2586 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 1432324126.62 <1 Day 237982053.85 2-Notch Cash 619501318.67 No IntO-5412 Legal
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 828198325.69 <1 Day 29729213.23 2-Notch Cash 4934793583.49 No IntO-4944 Finance
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 324337445.65 <1 Day 253128385.70 2-Notch None 1779586842.00 No IntO-9708 Legal
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 1689970221.97 <1 Day 320945677.79 2-Notch Other 54015945.11 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Sovereign No 2073099150.76 <1 Day 146109705.86 2-Notch Equities 1786767061.43 No IntO-3751 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1637913208.51 <1 Day 65034645.06 2-Notch Equities 3754589374.96 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade GSE No 2421985549.61 <1 Day 311614900.40 2-Notch Agency MBS 4199278825.01 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Sovereign No 1955881639.97 <1 Day 355981101.37 2-Notch Cash 1249193062.06 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 489508866.56 <1 Day 94407989.42 2-Notch Agency MBS 4944520383.77 No IntO-5692 Legal
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Pension Fund No 78547746.49 <1 Day 26300970.37 2-Notch Cash 2227595661.61 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supranational No 1087834839.62 <1 Day 20521226.32 2-Notch Equities 1707918011.80 No IntO-7479 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 818673150.88 <1 Day 266998766.09 2-Notch Corporate Bonds 1387883274.35 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1298472777.87 <1 Day 203297774.51 2-Notch Cash 2778334387.17 No IntO-5438 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Sovereign No 1508726407.41 <1 Day 82354256.61 2-Notch Treasuries 4541234678.08 No IntO-7511 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 1551492555.55 <1 Day 154592903.48 2-Notch Agency MBS 2396071718.53 No IntO-4508 Operations
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 720691496.47 <1 Day 492309017.03 2-Notch Corporate Bonds 2210859002.46 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade MDB No 1775028807.70 <1 Day 301777514.37 2-Notch Corporate Bonds 3450062034.00 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 1244427539.79 <1 Day 391028693.25 2-Notch None 485179138.37 No Finance
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 2287427197.66 <1 Day 473571063.17 2-Notch None 434069289.80 No Legal