Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.11: Loss of Rehypothecation Rights Due to a 3 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.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10194.46 271 - 364 Days 598.18 <30 Days S-5 42.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1077.30 271 - 364 Days 66.48 Open S-6 94.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1209.05 271 - 364 Days 75.15 30-90 Days S-7 199.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1781.46 >= 1 Yr <= 2 Yr 141.07 <30 Days A-0-Q 310.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13557.02 >= 1 Yr <= 2 Yr 141.90 Open A-1-Q 2249.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1536.76 >= 1 Yr <= 2 Yr 187.22 91-180 Days A-2-Q 90.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 10890.86 >= 1 Yr <= 2 Yr 1054.42 91-180 Days A-3-Q 1080.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14833.87 >= 1 Yr <= 2 Yr 1247.37 Open A-4-Q 1547.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12148.56 >= 1 Yr <= 2 Yr 1755.70 <30 Days A-5-Q 1455.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14911.30 >= 1 Yr <= 2 Yr 202.12 Open CB-1-Q 384.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3384.64 >= 1 Yr <= 2 Yr 88.40 30-90 Days CB-2-Q 360.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4848.17 >= 1 Yr <= 2 Yr 151.21 Open S-1-Q 598.82 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 442.17 >= 1 Yr <= 2 Yr 50.71 <30 Days S-2-Q 24.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13456.37 >= 1 Yr <= 2 Yr 337.72 <30 Days S-3-Q 2620.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16712.18 >= 1 Yr <= 2 Yr 98.17 Open S-4-Q 1179.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 860.51 >= 1 Yr <= 2 Yr 122.94 <30 Days CB-3-Q 104.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6117.02 >= 1 Yr <= 2 Yr 434.23 <30 Days G-1-Q 572.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15983.38 >= 1 Yr <= 2 Yr 389.53 Open G-2-Q 2032.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13626.05 >= 1 Yr <= 2 Yr 440.08 <30 Days G-3-Q 1765.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13098.96 >= 1 Yr <= 2 Yr 1142.97 <30 Days S-5-Q 143.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 9951.78 >= 1 Yr <= 2 Yr 157.23 <30 Days S-6-Q 56.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4858.77 >= 1 Yr <= 2 Yr 542.82 <30 Days S-7-Q 228.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13589.42 >= 1 Yr <= 2 Yr 1151.89 <30 Days E-1-Q 2136.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4691.97 >= 1 Yr <= 2 Yr 486.39 30-90 Days E-2-Q 184.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12030.94 >= 1 Yr <= 2 Yr 1778.81 91-180 Days IG-1-Q 350.80 Yes Liberty National Bank Operations