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 10366.99 Day 37 1511.46 <30 Days IG-3 1490.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 5768.17 Day 37 521.69 91-180 Days IG-4 249.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3480.51 Day 37 87.46 <30 Days IG-5 23.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5778.26 Day 37 686.31 91-180 Days IG-6 800.66 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 15907.68 Day 37 1894.45 <30 Days IG-7 2671.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2308.42 Day 37 205.25 <30 Days IG-8 160.52 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 253.58 Day 37 35.93 30-90 Days L-1 40.64 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 12904.04 Day 37 517.43 91-180 Days L-10 2313.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 16490.17 Day 37 219.06 91-180 Days L-11 1621.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14653.66 Day 37 520.91 91-180 Days L-2 1376.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2293.90 Day 37 0.84 Open L-3 216.89 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 8255.63 Day 37 1107.36 <30 Days L-4 582.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 177.68 Day 37 0.91 Open L-5 10.04 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 2041.37 Day 37 81.33 30-90 Days L-6 81.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 6297.39 Day 37 210.45 91-180 Days L-7 951.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 8942.00 Day 37 980.45 91-180 Days L-8 1208.53 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 Other No 6381.45 Day 37 870.17 30-90 Days L-9 178.23 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 No 14542.86 Day 37 633.91 Open LC-1 652.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5414.58 Day 37 572.96 <30 Days LC-2 687.13 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 7180.82 Day 37 151.08 30-90 Days N-1 1090.26 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 11748.10 Day 37 297.84 Open N-2 506.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 15373.69 Day 37 771.17 30-90 Days N-3 1692.07 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 No 15391.52 Day 37 1690.64 Open N-4 2437.67 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 Other No 2927.13 Day 37 166.27 Open N-5 434.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 4361.67 Day 37 86.33 Open N-6 268.83 No Risk Management