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 6701.71 >2 Yr <= 3 Yr 883.24 <30 Days S-1-Q 509.22 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 7077.12 >2 Yr <= 3 Yr 1028.47 <30 Days S-2-Q 1190.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13198.19 >2 Yr <= 3 Yr 911.19 Open S-3-Q 685.53 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 No 5412.07 >2 Yr <= 3 Yr 190.33 <30 Days S-4-Q 772.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12565.13 >2 Yr <= 3 Yr 397.40 91-180 Days CB-3-Q 2039.16 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 2988.01 >2 Yr <= 3 Yr 81.61 91-180 Days G-1-Q 495.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7230.95 >2 Yr <= 3 Yr 159.43 30-90 Days G-2-Q 1345.05 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 5142.94 >2 Yr <= 3 Yr 195.01 <30 Days G-3-Q 891.42 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 No 13837.56 >2 Yr <= 3 Yr 1795.46 Open S-5-Q 216.57 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 2029.22 >2 Yr <= 3 Yr 194.66 Open S-6-Q 53.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14000.68 >2 Yr <= 3 Yr 1915.81 <30 Days S-7-Q 1992.25 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 3863.68 >2 Yr <= 3 Yr 35.11 Open E-1-Q 607.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 3326.62 >2 Yr <= 3 Yr 151.14 Open E-2-Q 434.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12837.86 >2 Yr <= 3 Yr 409.39 <30 Days IG-1-Q 1835.68 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 66.15 >2 Yr <= 3 Yr 4.13 91-180 Days IG-2-Q 9.31 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11482.40 >2 Yr <= 3 Yr 195.23 <30 Days C-1 2140.30 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 14052.14 >2 Yr <= 3 Yr 1826.05 91-180 Days CB-4 2065.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6721.52 >2 Yr <= 3 Yr 528.63 30-90 Days E-10 179.59 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 1986.88 >2 Yr <= 3 Yr 246.63 91-180 Days E-3 83.53 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 15823.87 >2 Yr <= 3 Yr 797.56 30-90 Days E-4 1791.57 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10632.30 >2 Yr <= 3 Yr 535.76 <30 Days E-5 1756.86 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 8162.14 >2 Yr <= 3 Yr 542.53 Open E-6 134.98 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 12519.30 >2 Yr <= 3 Yr 1149.12 Open E-7 2180.69 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 1730.10 >2 Yr <= 3 Yr 64.78 91-180 Days E-8 86.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5852.83 >2 Yr <= 3 Yr 453.66 91-180 Days E-9 1109.85 Yes Liberty Mortgage Services Corp. Finance