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 4670.16 >3 Yr <= 4 Yr 453.32 <30 Days A-3 128.70 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 5247.41 >3 Yr <= 4 Yr 537.48 Open A-4 446.16 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 13034.98 >3 Yr <= 4 Yr 485.04 30-90 Days A-5 567.68 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 No 15495.01 >3 Yr <= 4 Yr 1451.25 Open CB-1 807.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 246.67 >3 Yr <= 4 Yr 16.16 Open CB-2 25.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3449.33 >3 Yr <= 4 Yr 142.79 Open CB-3 514.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4783.21 >3 Yr <= 4 Yr 421.44 91-180 Days E-1 382.71 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 3634.59 >3 Yr <= 4 Yr 513.27 Open E-2 343.66 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 5143.31 >3 Yr <= 4 Yr 751.73 91-180 Days G-1 898.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 16238.89 >3 Yr <= 4 Yr 131.26 <30 Days G-2 1394.46 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 Yes 5309.67 >3 Yr <= 4 Yr 782.98 91-180 Days G-3 229.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 4116.03 >3 Yr <= 4 Yr 587.53 30-90 Days IG-1 675.31 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 5473.51 >3 Yr <= 4 Yr 564.67 30-90 Days IG-2 425.80 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 16335.94 >3 Yr <= 4 Yr 948.70 30-90 Days S-1 2562.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 5277.11 >3 Yr <= 4 Yr 546.60 Open S-2 219.86 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 5019.75 >3 Yr <= 4 Yr 421.37 Open S-3 725.97 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 11249.60 >3 Yr <= 4 Yr 1602.30 30-90 Days S-4 1479.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 156.62 >3 Yr <= 4 Yr 3.25 30-90 Days S-5 15.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 16254.87 >3 Yr <= 4 Yr 710.21 30-90 Days S-6 2653.20 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 16709.33 >3 Yr <= 4 Yr 708.24 Open S-7 1573.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 5239.19 >4 Yr <= 5 Yr 39.72 <30 Days A-0-Q 149.53 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 5956.97 >4 Yr <= 5 Yr 419.22 30-90 Days A-1-Q 609.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 1521.13 >4 Yr <= 5 Yr 184.92 91-180 Days A-2-Q 296.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10592.50 >4 Yr <= 5 Yr 742.61 30-90 Days A-3-Q 1489.89 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 15353.09 >4 Yr <= 5 Yr 1698.53 <30 Days A-4-Q 533.33 No Operations