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 2731.32 Day 5 29.89 Open E-9 7.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 959.55 Day 5 111.82 Open G-4 118.66 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 Yes 1014.36 Day 5 140.11 91-180 Days IG-3 109.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3649.97 Day 5 492.02 <30 Days IG-4 96.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14275.73 Day 5 232.30 Open IG-5 49.04 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 Yes 2424.17 Day 5 312.10 Open IG-6 21.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 5626.35 Day 5 202.56 <30 Days IG-7 1102.02 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 Yes 16465.93 Day 5 1013.30 Open IG-8 1421.81 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 Other Yes 5255.87 Day 5 16.88 30-90 Days L-1 67.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 15393.64 Day 5 1802.18 <30 Days L-10 39.19 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 14335.48 Day 5 1517.61 <30 Days L-11 1528.15 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 Other No 16988.37 Day 5 2545.40 91-180 Days L-2 1259.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 15703.95 Day 5 669.29 <30 Days L-3 2346.80 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 8670.69 Day 5 186.18 Open L-4 841.14 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12864.40 Day 5 554.07 Open L-5 2035.56 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3155.95 Day 5 347.58 <30 Days L-6 402.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 12514.39 Day 5 1741.54 <30 Days L-7 2493.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10343.29 Day 5 463.77 Open L-8 137.12 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12331.30 Day 5 830.25 30-90 Days L-9 1938.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 9709.70 Day 5 166.40 Open LC-1 25.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 10876.03 Day 5 1071.54 <30 Days LC-2 80.20 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14126.72 Day 5 1358.52 30-90 Days N-1 1866.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 14750.53 Day 5 1479.41 <30 Days N-2 2213.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 9149.28 Day 5 1108.08 30-90 Days N-3 715.77 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 Other No 10316.34 Day 5 963.17 30-90 Days N-4 723.87 No Operations