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 Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade PSE No 2837479243.40 <1 Day 206421692.22 1-Notch Other 2898563370.42 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Central Bank No 1788580697.50 <1 Day 475912644.48 1-Notch Other 918601140.97 No IntO-5540 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 1560199614.51 <1 Day 324636961.49 1-Notch Equities 2922589820.96 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Sovereign No 445174060.22 <1 Day 499388504.26 1-Notch Agency MBS 3177949531.99 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 240813307.04 <1 Day 369599703.20 1-Notch Agency MBS 1028978780.47 No IntO-1655 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Investment Company or Advisor No 1525636241.58 <1 Day 372148885.21 1-Notch Corporate Bonds 3816269745.38 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2000567821.99 <1 Day 404470458.81 1-Notch Corporate Bonds 1115165901.66 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1376927516.27 <1 Day 58559173.30 1-Notch Cash 4100046707.13 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2462917740.44 <1 Day 11335271.31 1-Notch Treasuries 3851238153.23 No IntO-4368 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 400619902.68 <1 Day 371648575.87 1-Notch Cash 3569374523.58 No Risk Management
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 2790671331.46 <1 Day 32357510.27 1-Notch Cash 2384809562.62 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2749451101.05 <1 Day 119009662.11 1-Notch None 546433015.59 No IntO-2985 Finance
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Supranational No 245505572.01 <1 Day 216891865.80 1-Notch Other 4910471571.61 No IntO-9690 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 942455566.78 <1 Day 404316251.35 1-Notch Cash 1626265679.28 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 452737618.72 <1 Day 243811642.23 1-Notch None 291836405.48 No Risk Management
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 1975346881.31 <1 Day 18570462.68 1-Notch Cash 1141411806.11 No IntO-6601 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Central Bank No 2187241609.51 <1 Day 268352996.05 1-Notch Corporate Bonds 4260861111.46 No IntO-1132 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Pension Fund No 2548434639.81 <1 Day 102478701.45 1-Notch Other 4790797029.77 No IntO-2500 Treasury
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Pension Fund No 2474750701.72 <1 Day 385077648.01 1-Notch Other 4854371022.91 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 370093677.93 <1 Day 180128926.46 1-Notch Corporate Bonds 4174969713.60 No IntO-1477 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 2836227118.76 <1 Day 279290028.74 1-Notch Treasuries 3307706981.63 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 2997140334.63 <1 Day 187347781.11 1-Notch Agency MBS 2665794437.58 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 1123097818.76 <1 Day 392556238.29 1-Notch Agency MBS 95694412.75 No IntO-2972 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Supranational No 2785841046.51 <1 Day 209686251.04 1-Notch Treasuries 96125647.66 No Risk Management
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 390039264.26 <1 Day 99865931.38 1-Notch Corporate Bonds 4969753504.72 No Legal