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 1161.59 >2 Yr <= 3 Yr 51.60 <30 Days S-2 48.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10713.28 >2 Yr <= 3 Yr 1149.52 Open S-3 1938.92 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 6284.76 >2 Yr <= 3 Yr 904.83 91-180 Days S-4 1114.18 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 Yes 8926.22 >2 Yr <= 3 Yr 620.37 Open S-5 96.29 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 No 5827.92 >2 Yr <= 3 Yr 148.53 <30 Days S-6 785.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 11562.83 >2 Yr <= 3 Yr 1138.91 <30 Days S-7 2244.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 152.36 >3 Yr <= 4 Yr 6.41 <30 Days A-0-Q 14.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 7118.47 >3 Yr <= 4 Yr 201.16 <30 Days A-1-Q 501.82 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 11290.04 >3 Yr <= 4 Yr 348.22 91-180 Days A-2-Q 234.79 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 6714.35 >3 Yr <= 4 Yr 224.43 91-180 Days A-3-Q 456.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3917.21 >3 Yr <= 4 Yr 109.32 <30 Days A-4-Q 87.61 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 14686.43 >3 Yr <= 4 Yr 1882.97 <30 Days A-5-Q 2612.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2077.38 >3 Yr <= 4 Yr 134.97 Open CB-1-Q 205.45 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 11223.64 >3 Yr <= 4 Yr 314.42 30-90 Days CB-2-Q 695.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1083.88 >3 Yr <= 4 Yr 38.42 30-90 Days S-1-Q 155.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 3089.29 >3 Yr <= 4 Yr 188.28 91-180 Days S-2-Q 130.31 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 2910.20 >3 Yr <= 4 Yr 352.50 30-90 Days S-3-Q 384.99 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 Yes 7356.64 >3 Yr <= 4 Yr 781.01 30-90 Days S-4-Q 1400.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 8786.07 >3 Yr <= 4 Yr 767.06 <30 Days CB-3-Q 342.93 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 14920.41 >3 Yr <= 4 Yr 1218.67 Open G-1-Q 1375.06 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 17148.89 >3 Yr <= 4 Yr 2312.81 30-90 Days G-2-Q 1913.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10721.36 >3 Yr <= 4 Yr 102.45 91-180 Days G-3-Q 430.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 1442.40 >3 Yr <= 4 Yr 69.84 <30 Days S-5-Q 225.32 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 10939.81 >3 Yr <= 4 Yr 248.76 Open S-6-Q 1404.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 6249.04 >3 Yr <= 4 Yr 633.36 91-180 Days S-7-Q 312.03 No Finance