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 10633.90 271 - 364 Days 69.55 91-180 Days S-5 663.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 6444.66 271 - 364 Days 863.87 91-180 Days S-6 880.52 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 2115.82 271 - 364 Days 259.68 91-180 Days S-7 270.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11351.80 >= 1 Yr <= 2 Yr 1503.32 <30 Days A-0-Q 1010.97 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 6769.43 >= 1 Yr <= 2 Yr 273.16 91-180 Days A-1-Q 1264.56 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 12732.36 >= 1 Yr <= 2 Yr 723.16 <30 Days A-2-Q 1001.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 15699.06 >= 1 Yr <= 2 Yr 362.30 Open A-3-Q 698.16 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 13747.78 >= 1 Yr <= 2 Yr 1167.93 30-90 Days A-4-Q 881.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7195.06 >= 1 Yr <= 2 Yr 1007.77 Open A-5-Q 356.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 264.91 >= 1 Yr <= 2 Yr 26.33 91-180 Days CB-1-Q 18.57 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 Other No 953.37 >= 1 Yr <= 2 Yr 107.89 Open CB-2-Q 160.49 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 Yes 16187.67 >= 1 Yr <= 2 Yr 130.58 30-90 Days S-1-Q 733.53 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 No 13049.68 >= 1 Yr <= 2 Yr 921.30 91-180 Days S-2-Q 891.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2456.12 >= 1 Yr <= 2 Yr 121.21 Open S-3-Q 366.09 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 Yes 7302.54 >= 1 Yr <= 2 Yr 675.40 91-180 Days S-4-Q 1282.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14952.39 >= 1 Yr <= 2 Yr 750.88 91-180 Days CB-3-Q 1650.85 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 Yes 11658.23 >= 1 Yr <= 2 Yr 1670.78 Open G-1-Q 147.56 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 Yes 11917.17 >= 1 Yr <= 2 Yr 1554.14 91-180 Days G-2-Q 2252.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 9199.18 >= 1 Yr <= 2 Yr 907.07 <30 Days G-3-Q 1651.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 11956.21 >= 1 Yr <= 2 Yr 817.87 30-90 Days S-5-Q 2025.66 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 Yes 825.62 >= 1 Yr <= 2 Yr 75.80 91-180 Days S-6-Q 121.62 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 Other Yes 14003.52 >= 1 Yr <= 2 Yr 1950.05 Open S-7-Q 693.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3782.40 >= 1 Yr <= 2 Yr 150.17 30-90 Days E-1-Q 175.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14060.81 >= 1 Yr <= 2 Yr 898.80 Open E-2-Q 669.98 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 9039.98 >= 1 Yr <= 2 Yr 450.11 91-180 Days IG-1-Q 1141.31 No Operations