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 Other No 3145.09 Day 2 249.74 Open CB-4 250.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 16342.75 Day 2 263.58 Open E-10 1400.93 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2711.81 Day 2 83.05 Open E-3 251.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4051.85 Day 2 391.63 30-90 Days E-4 783.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 1757.30 Day 2 216.79 91-180 Days E-5 70.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5358.22 Day 2 354.08 <30 Days E-6 386.80 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 Other Yes 542.01 Day 2 52.67 <30 Days E-7 32.16 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 Other Yes 3797.71 Day 2 252.95 <30 Days E-8 7.38 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 Other Yes 964.10 Day 2 69.18 30-90 Days E-9 78.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 11454.10 Day 2 556.33 Open G-4 1876.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 7917.89 Day 2 712.13 Open IG-3 290.17 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 Other Yes 11005.72 Day 2 498.79 <30 Days IG-4 1171.29 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 Other No 15019.17 Day 2 1637.72 30-90 Days IG-5 2164.42 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 Other No 1987.66 Day 2 276.99 91-180 Days IG-6 251.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 7280.80 Day 2 835.59 Open IG-7 233.50 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 Other No 4354.53 Day 2 542.49 91-180 Days IG-8 518.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 12854.54 Day 2 1594.06 30-90 Days L-1 2449.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3934.93 Day 2 265.31 Open L-10 694.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3138.82 Day 2 235.13 91-180 Days L-11 275.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 12972.32 Day 2 1094.32 91-180 Days L-2 249.42 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11950.54 Day 2 60.64 <30 Days L-3 2210.77 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 Other No 11466.90 Day 2 837.02 30-90 Days L-4 2135.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4262.51 Day 2 578.90 30-90 Days L-5 628.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 4541.18 Day 2 403.20 Open L-6 614.96 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 Other Yes 6982.22 Day 2 759.49 91-180 Days L-7 567.91 No Risk Management