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 6209.78 >5 Yr 269.85 Open A-5-Q 478.62 Yes Liberty Wealth Management LLC 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 277.75 >5 Yr 9.12 Open CB-1-Q 5.65 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 13479.75 >5 Yr 617.49 30-90 Days CB-2-Q 2578.32 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 12197.32 >5 Yr 1409.78 91-180 Days S-1-Q 1437.97 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 11685.90 >5 Yr 855.49 30-90 Days S-2-Q 1909.97 Yes Liberty Mortgage Services Corp. 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 10168.30 >5 Yr 721.62 Open S-3-Q 750.69 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 7649.93 >5 Yr 365.77 30-90 Days S-4-Q 49.54 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 No 3314.89 >5 Yr 41.53 91-180 Days CB-3-Q 69.71 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 11775.43 >5 Yr 625.50 Open G-1-Q 501.41 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 3124.28 >5 Yr 232.97 91-180 Days G-2-Q 123.11 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 8025.62 >5 Yr 960.03 30-90 Days G-3-Q 1427.04 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 No 16230.62 >5 Yr 1323.85 91-180 Days S-5-Q 1524.64 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 7722.78 >5 Yr 43.81 Open S-6-Q 312.17 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 No 4180.87 >5 Yr 511.60 91-180 Days S-7-Q 297.69 Yes Liberty Wealth Management LLC 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 7275.05 >5 Yr 283.36 30-90 Days E-1-Q 405.01 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 7634.46 >5 Yr 734.12 Open E-2-Q 53.39 Yes Liberty Capital Markets Inc. 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 15385.88 >5 Yr 1593.19 30-90 Days IG-1-Q 1422.42 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 1258.66 >5 Yr 145.23 <30 Days IG-2-Q 115.90 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 Yes 3782.33 >5 Yr 152.35 Open C-1 176.23 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 2818.47 >5 Yr 339.49 <30 Days CB-4 152.08 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 Yes 13327.89 >5 Yr 282.00 Open E-10 397.51 Yes Liberty Wealth Management LLC 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 11584.02 >5 Yr 23.12 30-90 Days E-3 39.22 Yes Liberty Mortgage Services Corp. 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 5287.13 >5 Yr 581.93 30-90 Days E-4 76.10 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 No 1258.48 >5 Yr 58.31 91-180 Days E-5 202.34 Yes Liberty Wealth Management LLC 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 13724.16 >5 Yr 1323.97 91-180 Days E-6 1362.09 Yes Liberty National Bank Operations