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 7356.50 >= 1 Yr <= 2 Yr 619.29 Open L-6 292.69 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1976.85 >= 1 Yr <= 2 Yr 235.73 91-180 Days L-7 137.31 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 No 2532.70 >= 1 Yr <= 2 Yr 205.27 Open L-8 357.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15744.89 >= 1 Yr <= 2 Yr 669.21 Open L-9 2028.99 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 962.83 >= 1 Yr <= 2 Yr 127.47 30-90 Days LC-1 21.35 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 Yes 10104.99 >= 1 Yr <= 2 Yr 131.24 <30 Days LC-2 663.70 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 Yes 9628.80 >= 1 Yr <= 2 Yr 849.32 Open N-1 1368.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 3072.95 >= 1 Yr <= 2 Yr 285.90 <30 Days N-2 205.86 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 4927.60 >= 1 Yr <= 2 Yr 428.27 30-90 Days N-3 570.33 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11408.54 >= 1 Yr <= 2 Yr 173.73 30-90 Days N-4 748.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10821.16 >= 1 Yr <= 2 Yr 151.54 <30 Days N-5 545.98 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 Yes 4433.23 >= 1 Yr <= 2 Yr 132.69 30-90 Days N-6 787.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11763.51 >= 1 Yr <= 2 Yr 1069.29 30-90 Days N-7 1195.83 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 Yes 11200.83 >= 1 Yr <= 2 Yr 1410.65 <30 Days P-1 1727.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 6593.05 >= 1 Yr <= 2 Yr 337.05 91-180 Days P-2 600.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 311.92 >= 1 Yr <= 2 Yr 8.77 30-90 Days S-8 33.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 10185.03 >= 1 Yr <= 2 Yr 59.24 <30 Days Y-1 1088.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11579.77 >= 1 Yr <= 2 Yr 595.98 30-90 Days Y-2 467.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5039.48 >= 1 Yr <= 2 Yr 145.28 Open Y-3 875.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14257.61 >= 1 Yr <= 2 Yr 1025.07 91-180 Days Y-4 293.68 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 3600.31 >= 1 Yr <= 2 Yr 399.62 Open Z-1 500.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7912.44 >= 1 Yr <= 2 Yr 921.32 <30 Days A-2 55.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15158.48 >= 1 Yr <= 2 Yr 151.28 Open A-3 1051.31 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 Yes 6869.53 >= 1 Yr <= 2 Yr 590.59 91-180 Days A-4 49.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 6425.62 >= 1 Yr <= 2 Yr 507.47 91-180 Days A-5 809.84 No Risk Management