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 No 13832.33 >= 1 Yr <= 2 Yr 659.51 91-180 Days IG-2-Q 1609.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10972.01 >= 1 Yr <= 2 Yr 494.13 30-90 Days C-1 452.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3663.95 >= 1 Yr <= 2 Yr 176.42 <30 Days CB-4 345.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 10004.71 >= 1 Yr <= 2 Yr 394.66 91-180 Days E-10 1957.05 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1906.31 >= 1 Yr <= 2 Yr 246.23 91-180 Days E-3 297.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5465.33 >= 1 Yr <= 2 Yr 280.17 <30 Days E-4 995.58 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 Yes 14467.42 >= 1 Yr <= 2 Yr 835.47 Open E-5 245.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4769.61 >= 1 Yr <= 2 Yr 403.45 <30 Days E-6 796.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14607.84 >= 1 Yr <= 2 Yr 163.21 Open E-7 2261.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4585.12 >= 1 Yr <= 2 Yr 640.58 91-180 Days E-8 142.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3676.38 >= 1 Yr <= 2 Yr 358.13 Open E-9 623.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4876.65 >= 1 Yr <= 2 Yr 726.08 Open G-4 172.68 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1705.08 >= 1 Yr <= 2 Yr 37.33 Open IG-3 178.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7829.37 >= 1 Yr <= 2 Yr 220.38 30-90 Days IG-4 1401.49 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7551.37 >= 1 Yr <= 2 Yr 981.33 91-180 Days IG-5 1361.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1561.01 >= 1 Yr <= 2 Yr 4.06 <30 Days IG-6 12.79 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 16385.20 >= 1 Yr <= 2 Yr 1103.63 <30 Days IG-7 443.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 9144.61 >= 1 Yr <= 2 Yr 184.69 <30 Days IG-8 1712.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16292.80 >= 1 Yr <= 2 Yr 245.78 91-180 Days L-1 438.88 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16861.74 >= 1 Yr <= 2 Yr 2210.47 30-90 Days L-10 2630.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13925.30 >= 1 Yr <= 2 Yr 893.60 91-180 Days L-11 2430.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 8890.43 >= 1 Yr <= 2 Yr 818.74 <30 Days L-2 957.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11286.53 >= 1 Yr <= 2 Yr 893.94 91-180 Days L-3 1064.33 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 Yes 12337.09 >= 1 Yr <= 2 Yr 421.71 91-180 Days L-4 1658.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12163.93 >= 1 Yr <= 2 Yr 1037.40 Open L-5 660.52 No Legal