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
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8408.98 83 - 90 Days 1017.91 91-180 Days A-4 602.89 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 16669.17 83 - 90 Days 1941.93 Open A-5 1078.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 1456.25 83 - 90 Days 123.68 <30 Days CB-1 159.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 6958.99 83 - 90 Days 218.71 30-90 Days CB-2 736.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2964.10 83 - 90 Days 101.11 91-180 Days CB-3 532.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2844.76 83 - 90 Days 342.47 91-180 Days E-1 317.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8179.54 83 - 90 Days 680.02 Open E-2 1002.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 9943.41 83 - 90 Days 1137.97 91-180 Days G-1 1787.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 1326.45 83 - 90 Days 103.43 91-180 Days G-2 168.87 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 5816.61 83 - 90 Days 833.87 Open G-3 265.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 11448.91 83 - 90 Days 1684.20 30-90 Days IG-1 2199.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 1779.04 83 - 90 Days 259.34 30-90 Days IG-2 178.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 8023.32 83 - 90 Days 326.63 91-180 Days S-1 130.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 13888.15 83 - 90 Days 1088.27 91-180 Days S-2 2521.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 9524.94 83 - 90 Days 881.25 <30 Days S-3 867.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8141.53 83 - 90 Days 328.00 91-180 Days S-4 885.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 5169.39 83 - 90 Days 159.17 30-90 Days S-5 497.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 2079.56 83 - 90 Days 10.43 <30 Days S-6 376.83 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 11277.24 83 - 90 Days 501.79 91-180 Days S-7 646.61 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 12712.17 91 - 120 Days 289.98 Open A-0-Q 1931.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 4511.81 91 - 120 Days 619.49 Open A-1-Q 608.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 15333.31 91 - 120 Days 2207.75 91-180 Days A-2-Q 324.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 12474.95 91 - 120 Days 1811.08 30-90 Days A-3-Q 1035.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 16063.10 91 - 120 Days 1115.53 Open A-4-Q 2755.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 11319.43 91 - 120 Days 701.59 30-90 Days A-5-Q 1896.30 Yes Liberty Capital Markets Inc. Risk Management