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 712.91 >= 1 Yr <= 2 Yr 13.41 Open CB-1 9.15 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 14876.13 >= 1 Yr <= 2 Yr 151.79 30-90 Days CB-2 1429.28 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 Yes 13537.90 >= 1 Yr <= 2 Yr 1723.42 Open CB-3 1569.75 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 11801.25 >= 1 Yr <= 2 Yr 837.98 Open E-1 738.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5989.16 >= 1 Yr <= 2 Yr 440.04 Open E-2 240.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 57.87 >= 1 Yr <= 2 Yr 6.86 91-180 Days G-1 1.69 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 3534.98 >= 1 Yr <= 2 Yr 355.77 91-180 Days G-2 361.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4572.66 >= 1 Yr <= 2 Yr 624.79 Open G-3 117.35 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 5750.58 >= 1 Yr <= 2 Yr 340.27 <30 Days IG-1 695.65 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 12891.44 >= 1 Yr <= 2 Yr 1500.31 30-90 Days IG-2 414.21 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 10810.49 >= 1 Yr <= 2 Yr 1171.21 Open S-1 274.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11078.68 >= 1 Yr <= 2 Yr 22.43 91-180 Days S-2 1813.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14549.60 >= 1 Yr <= 2 Yr 104.81 Open S-3 2302.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 707.04 >= 1 Yr <= 2 Yr 51.60 Open S-4 92.68 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 2378.15 >= 1 Yr <= 2 Yr 313.50 30-90 Days S-5 63.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7416.50 >= 1 Yr <= 2 Yr 670.43 91-180 Days S-6 383.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 15909.43 >= 1 Yr <= 2 Yr 45.61 <30 Days S-7 807.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 17075.43 >2 Yr <= 3 Yr 1092.31 91-180 Days A-0-Q 1554.84 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 12383.00 >2 Yr <= 3 Yr 1260.52 91-180 Days A-1-Q 1865.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1076.11 >2 Yr <= 3 Yr 129.04 <30 Days A-2-Q 2.95 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 3233.40 >2 Yr <= 3 Yr 353.37 30-90 Days A-3-Q 380.79 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 6440.67 >2 Yr <= 3 Yr 494.96 Open A-4-Q 1211.60 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 5586.64 >2 Yr <= 3 Yr 695.00 30-90 Days A-5-Q 900.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11948.67 >2 Yr <= 3 Yr 1074.05 91-180 Days CB-1-Q 454.94 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 2767.93 >2 Yr <= 3 Yr 405.57 <30 Days CB-2-Q 344.61 No Operations