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 15081.42 >2 Yr <= 3 Yr 864.30 Open G-4 1449.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12461.39 >2 Yr <= 3 Yr 1839.61 <30 Days IG-3 807.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4798.61 >2 Yr <= 3 Yr 688.85 30-90 Days IG-4 42.71 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 321.43 >2 Yr <= 3 Yr 46.08 <30 Days IG-5 40.86 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 8634.90 >2 Yr <= 3 Yr 152.66 30-90 Days IG-6 1522.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 8619.55 >2 Yr <= 3 Yr 215.00 91-180 Days IG-7 1568.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 15492.54 >2 Yr <= 3 Yr 1851.12 91-180 Days IG-8 2612.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2425.84 >2 Yr <= 3 Yr 135.81 91-180 Days L-1 207.90 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 172.49 >2 Yr <= 3 Yr 0.46 <30 Days L-10 1.98 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 213.35 >2 Yr <= 3 Yr 5.82 30-90 Days L-11 5.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 11725.33 >2 Yr <= 3 Yr 895.11 30-90 Days L-2 1481.71 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 9406.50 >2 Yr <= 3 Yr 709.37 <30 Days L-3 152.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 12946.73 >2 Yr <= 3 Yr 1808.86 30-90 Days L-4 251.96 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 9320.97 >2 Yr <= 3 Yr 896.37 Open L-5 916.22 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 No 11372.97 >2 Yr <= 3 Yr 1255.93 30-90 Days L-6 332.99 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 Yes 4790.45 >2 Yr <= 3 Yr 219.32 <30 Days L-7 484.08 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 12523.21 >2 Yr <= 3 Yr 1159.23 30-90 Days L-8 41.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1807.42 >2 Yr <= 3 Yr 231.46 91-180 Days L-9 352.53 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 9496.58 >2 Yr <= 3 Yr 465.90 91-180 Days LC-1 275.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 13936.07 >2 Yr <= 3 Yr 883.09 Open LC-2 914.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2633.84 >2 Yr <= 3 Yr 61.68 91-180 Days N-1 279.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3080.35 >2 Yr <= 3 Yr 403.60 91-180 Days N-2 550.36 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 9998.15 >2 Yr <= 3 Yr 1171.43 91-180 Days N-3 1592.35 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 816.91 >2 Yr <= 3 Yr 80.93 30-90 Days N-4 140.99 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 13126.42 >2 Yr <= 3 Yr 1434.52 91-180 Days N-5 287.87 No Operations