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 14564.79 >= 1 Yr <= 2 Yr 1351.48 30-90 Days CB-1 1606.89 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 1957.21 >= 1 Yr <= 2 Yr 223.33 30-90 Days CB-2 380.18 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 13900.99 >= 1 Yr <= 2 Yr 105.98 <30 Days CB-3 1436.51 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 5902.81 >= 1 Yr <= 2 Yr 696.24 <30 Days E-1 71.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 530.71 >= 1 Yr <= 2 Yr 71.30 <30 Days E-2 41.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 16489.42 >= 1 Yr <= 2 Yr 1740.98 Open G-1 2207.43 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 15103.81 >= 1 Yr <= 2 Yr 1441.98 Open G-2 2360.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2113.69 >= 1 Yr <= 2 Yr 253.93 Open G-3 142.02 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 1266.19 >= 1 Yr <= 2 Yr 168.67 Open IG-1 136.20 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 3497.76 >= 1 Yr <= 2 Yr 292.09 Open IG-2 686.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 13769.03 >= 1 Yr <= 2 Yr 1592.61 Open S-1 599.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 9721.13 >= 1 Yr <= 2 Yr 977.89 <30 Days S-2 691.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 15903.79 >= 1 Yr <= 2 Yr 171.88 Open S-3 1761.16 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 5653.43 >= 1 Yr <= 2 Yr 58.00 91-180 Days S-4 452.22 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 4109.94 >= 1 Yr <= 2 Yr 555.97 91-180 Days S-5 294.27 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 8520.16 >= 1 Yr <= 2 Yr 481.08 Open S-6 1004.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2420.07 >= 1 Yr <= 2 Yr 302.88 Open S-7 460.74 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 3823.75 >2 Yr <= 3 Yr 518.05 30-90 Days A-0-Q 468.64 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 14346.94 >2 Yr <= 3 Yr 1364.55 30-90 Days A-1-Q 1624.54 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 3159.42 >2 Yr <= 3 Yr 129.07 30-90 Days A-2-Q 499.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 10518.93 >2 Yr <= 3 Yr 56.18 30-90 Days A-3-Q 768.01 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 839.05 >2 Yr <= 3 Yr 2.61 30-90 Days A-4-Q 77.37 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 4439.46 >2 Yr <= 3 Yr 439.37 91-180 Days A-5-Q 168.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11540.48 >2 Yr <= 3 Yr 32.19 91-180 Days CB-1-Q 2299.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10252.56 >2 Yr <= 3 Yr 890.97 91-180 Days CB-2-Q 1526.70 No Operations