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 2444.22 >3 Yr <= 4 Yr 217.41 30-90 Days E-1-Q 54.48 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 8683.72 >3 Yr <= 4 Yr 528.64 Open E-2-Q 1122.59 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 6540.66 >3 Yr <= 4 Yr 778.35 30-90 Days IG-1-Q 987.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 664.59 >3 Yr <= 4 Yr 62.21 <30 Days IG-2-Q 86.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 8931.03 >3 Yr <= 4 Yr 627.86 91-180 Days C-1 772.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 321.82 >3 Yr <= 4 Yr 9.95 <30 Days CB-4 54.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 9544.47 >3 Yr <= 4 Yr 427.03 30-90 Days E-10 1122.62 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 Yes 2023.10 >3 Yr <= 4 Yr 89.95 Open E-3 382.09 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 12401.99 >3 Yr <= 4 Yr 1264.14 30-90 Days E-4 1843.62 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 138.02 >3 Yr <= 4 Yr 5.85 Open E-5 26.15 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 7374.20 >3 Yr <= 4 Yr 869.55 <30 Days E-6 770.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 13784.40 >3 Yr <= 4 Yr 1944.17 30-90 Days E-7 613.80 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 8759.30 >3 Yr <= 4 Yr 930.33 30-90 Days E-8 291.78 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 3120.27 >3 Yr <= 4 Yr 449.52 30-90 Days E-9 561.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14851.89 >3 Yr <= 4 Yr 798.32 30-90 Days G-4 770.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2395.18 >3 Yr <= 4 Yr 211.88 <30 Days IG-3 235.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 2942.07 >3 Yr <= 4 Yr 319.06 30-90 Days IG-4 78.16 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 6405.98 >3 Yr <= 4 Yr 797.29 30-90 Days IG-5 498.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7989.74 >3 Yr <= 4 Yr 972.43 <30 Days IG-6 1226.33 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 15651.40 >3 Yr <= 4 Yr 574.52 91-180 Days IG-7 217.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 9878.39 >3 Yr <= 4 Yr 177.95 91-180 Days IG-8 1239.53 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 564.89 >3 Yr <= 4 Yr 57.70 Open L-1 49.27 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 11921.04 >3 Yr <= 4 Yr 91.76 <30 Days L-10 408.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 1213.66 >3 Yr <= 4 Yr 179.73 <30 Days L-11 13.00 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 9666.99 >3 Yr <= 4 Yr 1095.45 30-90 Days L-2 990.59 Yes Liberty National Bank Legal