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. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Investment Company or Advisor No 1677904817.13 <1 Day 409385979.14 3-Notch None 2719507831.31 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 2531555914.32 <1 Day 135711877.92 3-Notch Agency MBS 3623033728.70 No 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 No 2775655496.41 <1 Day 449145989.06 3-Notch Cash 828823515.02 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 34915308.46 <1 Day 277965523.04 3-Notch Equities 3479066917.19 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Investment Company or Advisor No 1581969266.54 <1 Day 5702151.76 3-Notch Equities 79993115.95 No IntO-2375 Operations
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Financial Market Utility No 1252168520.95 <1 Day 399194602.36 3-Notch Treasuries 2700033573.37 No IntO-6454 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Financial Corporate No 1499320265.00 <1 Day 201257431.66 3-Notch Corporate Bonds 861599311.21 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 Non-Financial Corporate No 2315144393.54 <1 Day 37266560.53 3-Notch Corporate Bonds 3489830692.63 No IntO-3738 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 2993546044.39 <1 Day 127814325.53 3-Notch None 747822801.37 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 2721666812.62 <1 Day 360354634.93 3-Notch Other 116957230.92 No IntO-8487 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 846159101.77 <1 Day 396680744.47 3-Notch None 1154426435.23 No IntO-4234 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 1422990888.01 <1 Day 369973517.77 3-Notch Other 682672536.99 No Treasury
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade GSE No 657571427.51 <1 Day 239408826.51 3-Notch Cash 4979261357.97 No IntO-2821 Finance
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Financial Market Utility No 2506766.69 <1 Day 356639001.09 3-Notch Treasuries 2334257026.20 No IntO-1922 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Central Bank No 921782642.87 <1 Day 47076286.49 3-Notch Equities 141676940.45 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Broker-Dealer No 1170979881.79 <1 Day 239169459.30 3-Notch Corporate Bonds 4611665198.72 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Pension Fund No 2819915241.62 <1 Day 419055391.87 3-Notch Equities 2069819162.25 No IntO-5124 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Debt Issuing SPE No 84933903.09 <1 Day 254627802.53 3-Notch Other 4744984601.32 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade GSE No 2880018707.17 <1 Day 349705163.30 3-Notch Other 1984993279.44 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Bank No 230848364.66 <1 Day 169193587.23 3-Notch Corporate Bonds 2197409165.06 No IntO-8974 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1865146682.19 <1 Day 236261624.80 3-Notch None 4455111868.58 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Supervised Non-Bank Financial Entity No 117983365.15 <1 Day 354722913.25 3-Notch None 2146598102.43 No IntO-6830 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 Sovereign No 798819626.76 <1 Day 358484997.62 3-Notch Treasuries 4395821382.50 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 213052616.79 <1 Day 337293131.01 3-Notch Other 1277533338.31 No Finance
2025-09-09 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 439992960.74 <1 Day 363029902.23 3-Notch Cash 102230293.83 No IntO-3157 Legal