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 6978.09 >5 Yr 977.25 91-180 Days S-5-Q 994.51 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 3934.61 >5 Yr 504.73 91-180 Days S-6-Q 715.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 7699.31 >5 Yr 473.62 Open S-7-Q 405.34 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 8924.23 >5 Yr 933.46 30-90 Days E-1-Q 554.42 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 2449.91 >5 Yr 79.57 <30 Days E-2-Q 234.23 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 12591.23 >5 Yr 823.40 30-90 Days IG-1-Q 1378.66 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 13313.17 >5 Yr 205.64 30-90 Days IG-2-Q 16.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 10973.20 >5 Yr 440.65 30-90 Days C-1 146.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 16871.15 >5 Yr 1856.43 30-90 Days CB-4 3046.41 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 11848.54 >5 Yr 369.96 Open E-10 1700.24 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 Yes 13449.82 >5 Yr 423.39 <30 Days E-3 140.94 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 Yes 3998.75 >5 Yr 261.54 30-90 Days E-4 293.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10028.30 >5 Yr 875.24 30-90 Days E-5 1767.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 5851.03 >5 Yr 214.25 <30 Days E-6 226.29 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 8395.54 >5 Yr 1162.36 Open E-7 929.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 10904.98 >5 Yr 1170.75 <30 Days E-8 204.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 6579.51 >5 Yr 96.67 30-90 Days E-9 565.72 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 17075.76 >5 Yr 590.75 30-90 Days G-4 3272.82 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 2618.33 >5 Yr 206.71 91-180 Days IG-3 491.52 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 10061.97 >5 Yr 756.19 30-90 Days IG-4 938.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 6409.41 >5 Yr 624.89 91-180 Days IG-5 1067.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 7452.96 >5 Yr 324.49 30-90 Days IG-6 180.28 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 9802.82 >5 Yr 432.20 Open IG-7 915.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other No 14425.88 >5 Yr 539.84 Open IG-8 1661.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Other Yes 12626.31 >5 Yr 1316.85 Open L-1 2345.63 Yes Liberty Mortgage Services Corp. Legal