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. - Global Consolidated Entity O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Bank No 548832765.66 <1 Day 5111470.53 1-Notch Corporate Bonds 950874361.71 No IntO-5750 Operations
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 1707380780.36 <1 Day 476977882.96 1-Notch Corporate Bonds 1624910181.11 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2731687270.44 <1 Day 373728976.41 1-Notch Corporate Bonds 520607169.36 No IntO-2887 Operations
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 2791631831.21 <1 Day 238266945.07 1-Notch Equities 3514412260.71 No IntO-6446 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade GSE No 1786508795.67 <1 Day 246118434.52 1-Notch Equities 4762976118.91 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Broker-Dealer No 305977047.38 <1 Day 449533703.50 1-Notch Cash 2327121684.05 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 87733.29 Open 6480.12 30-90 Days A-0-Q 5908.75 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 45130.41 Open 6421.37 30-90 Days A-1-Q 2880.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 61022.28 Open 8555.22 Open A-2-Q 10290.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 48913.14 Open 3737.29 <30 Days A-3-Q 9129.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 76681.86 Open 1689.71 Open A-4-Q 7622.79 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 38718.63 Open 556.93 <30 Days A-5-Q 7290.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 2218.79 Open 27.41 91-180 Days CB-1-Q 130.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 99064.22 Open 8456.67 <30 Days CB-2-Q 9011.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 98197.27 Open 6358.15 30-90 Days S-1-Q 9105.73 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 9689.46 Open 1213.85 30-90 Days S-2-Q 1724.25 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 9917.45 Open 31.91 Open S-3-Q 977.15 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 103862.42 Open 744.94 Open S-4-Q 1124.97 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 98824.73 Open 7186.08 91-180 Days CB-3-Q 7705.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 27563.18 Open 1186.62 30-90 Days G-1-Q 3735.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 58428.79 Open 1840.04 <30 Days G-2-Q 9045.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 95131.33 Open 3119.19 <30 Days G-3-Q 5429.20 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 4522.65 Open 214.62 91-180 Days S-5-Q 20.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 95132.66 Open 8668.54 30-90 Days S-6-Q 5120.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 57401.85 Open 1491.09 Open S-7-Q 2594.78 No Operations