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 15844.75 >4 Yr <= 5 Yr 276.01 30-90 Days N-3 3080.28 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 5749.93 >4 Yr <= 5 Yr 565.43 Open N-4 787.41 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 5556.39 >4 Yr <= 5 Yr 599.01 30-90 Days N-5 645.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 11464.86 >4 Yr <= 5 Yr 1089.30 30-90 Days N-6 350.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 49.19 >4 Yr <= 5 Yr 6.07 91-180 Days N-7 3.54 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 182.24 >4 Yr <= 5 Yr 15.28 91-180 Days P-1 5.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 2802.52 >4 Yr <= 5 Yr 247.94 30-90 Days P-2 358.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 15994.98 >4 Yr <= 5 Yr 1144.00 <30 Days S-8 2161.28 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 2032.07 >4 Yr <= 5 Yr 77.70 Open Y-1 98.15 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 No 4922.68 >4 Yr <= 5 Yr 483.81 91-180 Days Y-2 286.14 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 16914.30 >4 Yr <= 5 Yr 13.39 30-90 Days Y-3 378.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 15786.88 >4 Yr <= 5 Yr 1244.01 <30 Days Y-4 524.32 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 6484.79 >4 Yr <= 5 Yr 769.00 Open Z-1 914.74 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 12824.73 >4 Yr <= 5 Yr 1623.10 <30 Days A-2 694.66 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 14991.92 >4 Yr <= 5 Yr 774.95 30-90 Days A-3 1969.20 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 13466.19 >4 Yr <= 5 Yr 1795.16 <30 Days A-4 338.55 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 12592.99 >4 Yr <= 5 Yr 679.09 Open A-5 2369.90 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 15411.67 >4 Yr <= 5 Yr 1219.82 Open CB-1 2341.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 9719.01 >4 Yr <= 5 Yr 707.62 Open CB-2 1315.57 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 15306.17 >4 Yr <= 5 Yr 428.83 30-90 Days CB-3 364.20 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 14894.72 >4 Yr <= 5 Yr 1604.05 30-90 Days E-1 402.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12746.18 >4 Yr <= 5 Yr 372.97 30-90 Days E-2 2288.73 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 5966.71 >4 Yr <= 5 Yr 138.64 <30 Days G-1 101.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 4266.28 >4 Yr <= 5 Yr 232.16 Open G-2 585.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 12841.76 >4 Yr <= 5 Yr 1157.13 91-180 Days G-3 944.86 No Risk Management