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 7674.79 >2 Yr <= 3 Yr 1147.05 <30 Days S-1-Q 1253.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2000.52 >2 Yr <= 3 Yr 64.67 <30 Days S-2-Q 263.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12921.74 >2 Yr <= 3 Yr 176.23 <30 Days S-3-Q 1013.86 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 16537.89 >2 Yr <= 3 Yr 1525.64 <30 Days S-4-Q 2490.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 16425.39 >2 Yr <= 3 Yr 1479.06 91-180 Days CB-3-Q 1148.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 13454.66 >2 Yr <= 3 Yr 1715.29 Open G-1-Q 691.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10992.17 >2 Yr <= 3 Yr 1510.75 30-90 Days G-2-Q 2064.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5992.91 >2 Yr <= 3 Yr 795.90 30-90 Days G-3-Q 123.98 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 6221.43 >2 Yr <= 3 Yr 663.28 <30 Days S-5-Q 303.01 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 2184.21 >2 Yr <= 3 Yr 63.54 <30 Days S-6-Q 143.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 5866.96 >2 Yr <= 3 Yr 453.50 Open S-7-Q 1156.84 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 13372.84 >2 Yr <= 3 Yr 300.60 30-90 Days E-1-Q 2296.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 4944.96 >2 Yr <= 3 Yr 138.74 30-90 Days E-2-Q 979.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 8505.12 >2 Yr <= 3 Yr 107.32 <30 Days IG-1-Q 705.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11534.17 >2 Yr <= 3 Yr 194.16 91-180 Days IG-2-Q 264.96 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 5206.07 >2 Yr <= 3 Yr 769.46 30-90 Days C-1 710.18 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 14283.67 >2 Yr <= 3 Yr 1665.99 <30 Days CB-4 2497.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 13674.68 >2 Yr <= 3 Yr 47.60 91-180 Days E-10 1658.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 9611.10 >2 Yr <= 3 Yr 207.45 Open E-3 300.49 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 5617.49 >2 Yr <= 3 Yr 573.16 91-180 Days E-4 979.00 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 No 15144.37 >2 Yr <= 3 Yr 886.89 91-180 Days E-5 2227.28 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 3489.62 >2 Yr <= 3 Yr 269.31 91-180 Days E-6 646.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4494.61 >2 Yr <= 3 Yr 359.85 30-90 Days E-7 554.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 1247.37 >2 Yr <= 3 Yr 86.44 30-90 Days E-8 213.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11615.09 >2 Yr <= 3 Yr 169.91 Open E-9 293.60 No Treasury