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 Yes 17114.54 >= 1 Yr <= 2 Yr 68.25 Open IG-2-Q 3123.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 7447.09 >= 1 Yr <= 2 Yr 1056.22 30-90 Days C-1 1440.98 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 7909.82 >= 1 Yr <= 2 Yr 961.27 30-90 Days CB-4 509.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4657.46 >= 1 Yr <= 2 Yr 304.16 <30 Days E-10 568.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 16821.98 >= 1 Yr <= 2 Yr 574.74 30-90 Days E-3 402.46 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 10526.98 >= 1 Yr <= 2 Yr 635.39 Open E-4 1304.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11345.65 >= 1 Yr <= 2 Yr 842.81 91-180 Days E-5 2064.24 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 4478.50 >= 1 Yr <= 2 Yr 546.42 Open E-6 271.04 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 108.67 >= 1 Yr <= 2 Yr 4.98 91-180 Days E-7 18.91 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 8575.33 >= 1 Yr <= 2 Yr 1247.48 <30 Days E-8 478.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14363.59 >= 1 Yr <= 2 Yr 807.14 30-90 Days E-9 1502.68 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 7943.78 >= 1 Yr <= 2 Yr 304.39 <30 Days G-4 48.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2109.30 >= 1 Yr <= 2 Yr 115.08 Open IG-3 96.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3812.20 >= 1 Yr <= 2 Yr 458.30 30-90 Days IG-4 84.51 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 2511.82 >= 1 Yr <= 2 Yr 277.08 <30 Days IG-5 459.60 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 16822.43 >= 1 Yr <= 2 Yr 501.95 <30 Days IG-6 3202.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3125.72 >= 1 Yr <= 2 Yr 248.88 <30 Days IG-7 248.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 9800.29 >= 1 Yr <= 2 Yr 873.36 91-180 Days IG-8 630.85 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 5008.77 >= 1 Yr <= 2 Yr 448.20 Open L-1 480.97 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 13758.95 >= 1 Yr <= 2 Yr 1737.43 Open L-10 2744.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14222.05 >= 1 Yr <= 2 Yr 1826.56 30-90 Days L-11 277.17 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 16724.22 >= 1 Yr <= 2 Yr 693.28 Open L-2 2389.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 8993.38 >= 1 Yr <= 2 Yr 616.29 <30 Days L-3 1356.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7350.66 >= 1 Yr <= 2 Yr 730.26 <30 Days L-4 324.67 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 10341.81 >= 1 Yr <= 2 Yr 879.38 30-90 Days L-5 132.02 No Finance