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 Non-Financial Corporate No 2655070905.13 <1 Day 299497861.06 1-Notch Other 1355117527.67 No IntO-5858 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Bank No 2881530737.81 <1 Day 90017746.23 1-Notch Equities 376862292.72 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Sovereign No 2954663778.64 <1 Day 332851427.15 1-Notch Agency MBS 1900702153.49 No IntO-6530 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Bank No 2266428243.49 <1 Day 79039942.93 1-Notch None 1871167243.53 No Legal
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 127038427.88 <1 Day 53805081.58 1-Notch Corporate Bonds 2828528550.07 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 Broker-Dealer No 2046779063.66 <1 Day 273655723.83 1-Notch Treasuries 2082906465.52 No Finance
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 346908640.08 <1 Day 152161993.54 1-Notch None 3063207252.59 No Legal
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Bank No 1668576282.88 <1 Day 191434155.95 1-Notch Treasuries 1966380048.96 No IntO-3270 Legal
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 106947440.44 <1 Day 386094734.86 1-Notch Other 1019321648.90 No IntO-4078 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Central Bank No 2288852963.66 <1 Day 400496668.63 1-Notch Agency MBS 4677208033.58 No IntO-5924 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Sovereign No 2958326162.93 <1 Day 439133733.72 1-Notch Corporate Bonds 2877047684.98 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 GSE No 1852047147.24 <1 Day 349406002.45 1-Notch Agency MBS 1000532174.08 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 1573353337.38 <1 Day 120629048.81 1-Notch Treasuries 454485208.32 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Sovereign No 2297772070.08 <1 Day 327125577.84 1-Notch Equities 3047009279.90 No IntO-9982 Finance
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 1281894927.42 <1 Day 435819119.18 1-Notch Equities 1330254779.96 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Investment Company or Advisor No 24995929.90 <1 Day 22534683.03 1-Notch Cash 1511743630.86 No IntO-2419 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 376016292.69 <1 Day 262368898.56 1-Notch Cash 4011502338.88 No IntO-5910 Treasury
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 524069691.01 <1 Day 316797732.03 1-Notch Cash 1447052552.87 No IntO-5198 Operations
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 190878358.37 <1 Day 416941298.61 1-Notch Other 2341323189.93 No Finance
2025-09-09 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Investment Company or Advisor No 1248505227.26 <1 Day 467887481.73 1-Notch Other 1625480405.94 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade PSE No 1776915622.05 <1 Day 426939968.12 1-Notch Corporate Bonds 1601011074.19 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1669974809.32 <1 Day 326995447.13 1-Notch Equities 808899400.41 No IntO-8728 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade MDB No 1196839064.61 <1 Day 38543414.09 1-Notch Other 1022774920.74 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Debt Issuing SPE No 540618283.85 <1 Day 42916676.06 1-Notch Agency MBS 1073155834.12 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Pension Fund No 244790850.35 <1 Day 114700079.59 1-Notch None 3099380887.67 No IntO-4361 Operations