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 11007.73 >= 1 Yr <= 2 Yr 361.76 Open L-6 1828.69 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 16587.40 >= 1 Yr <= 2 Yr 344.53 91-180 Days L-7 1563.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 14123.80 >= 1 Yr <= 2 Yr 152.61 30-90 Days L-8 708.01 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 Yes 16665.59 >= 1 Yr <= 2 Yr 429.24 30-90 Days L-9 1683.08 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 1926.42 >= 1 Yr <= 2 Yr 88.45 <30 Days LC-1 86.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 14489.18 >= 1 Yr <= 2 Yr 1422.53 91-180 Days LC-2 1921.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3753.28 >= 1 Yr <= 2 Yr 166.55 Open N-1 314.28 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 3319.63 >= 1 Yr <= 2 Yr 450.92 Open N-2 624.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14761.04 >= 1 Yr <= 2 Yr 1486.59 <30 Days N-3 2751.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 16144.98 >= 1 Yr <= 2 Yr 1995.74 <30 Days N-4 1326.28 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 437.13 >= 1 Yr <= 2 Yr 4.77 <30 Days N-5 5.95 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 4277.14 >= 1 Yr <= 2 Yr 14.87 30-90 Days N-6 526.34 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 4704.41 >= 1 Yr <= 2 Yr 328.87 91-180 Days N-7 619.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 83.19 >= 1 Yr <= 2 Yr 11.84 91-180 Days P-1 1.00 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 Yes 10113.34 >= 1 Yr <= 2 Yr 1385.98 Open P-2 1928.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 15521.07 >= 1 Yr <= 2 Yr 773.54 30-90 Days S-8 1133.61 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 490.11 >= 1 Yr <= 2 Yr 4.01 91-180 Days Y-1 83.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 15452.73 >= 1 Yr <= 2 Yr 1630.14 30-90 Days Y-2 1253.88 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 5719.41 >= 1 Yr <= 2 Yr 289.86 91-180 Days Y-3 420.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2087.67 >= 1 Yr <= 2 Yr 302.03 30-90 Days Y-4 281.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7914.26 >= 1 Yr <= 2 Yr 574.44 30-90 Days Z-1 1407.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5338.66 >= 1 Yr <= 2 Yr 669.36 91-180 Days A-2 396.54 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 8655.47 >= 1 Yr <= 2 Yr 917.21 91-180 Days A-3 1532.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7665.09 >= 1 Yr <= 2 Yr 931.57 Open A-4 384.85 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 1094.61 >= 1 Yr <= 2 Yr 140.97 <30 Days A-5 64.28 No Finance