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 11457.54 >2 Yr <= 3 Yr 454.73 30-90 Days N-6 1618.56 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 No 5101.04 >2 Yr <= 3 Yr 681.07 <30 Days N-7 195.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16622.19 >2 Yr <= 3 Yr 773.49 <30 Days P-1 1524.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5736.88 >2 Yr <= 3 Yr 540.21 30-90 Days P-2 254.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14646.81 >2 Yr <= 3 Yr 1993.83 <30 Days S-8 303.44 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 12755.25 >2 Yr <= 3 Yr 352.68 <30 Days Y-1 453.44 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 4265.43 >2 Yr <= 3 Yr 517.37 91-180 Days Y-2 825.64 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 10472.37 >2 Yr <= 3 Yr 414.14 <30 Days Y-3 1340.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13137.66 >2 Yr <= 3 Yr 425.64 30-90 Days Y-4 1969.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2882.79 >2 Yr <= 3 Yr 167.88 Open Z-1 162.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 7336.84 >2 Yr <= 3 Yr 21.33 30-90 Days A-2 382.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10409.07 >2 Yr <= 3 Yr 162.65 91-180 Days A-3 600.57 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 No 1074.90 >2 Yr <= 3 Yr 19.25 Open A-4 192.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4379.83 >2 Yr <= 3 Yr 467.05 Open A-5 354.01 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15917.95 >2 Yr <= 3 Yr 701.01 30-90 Days CB-1 1686.91 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 No 9909.85 >2 Yr <= 3 Yr 163.35 <30 Days CB-2 539.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5475.01 >2 Yr <= 3 Yr 743.07 <30 Days CB-3 572.59 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 5972.71 >2 Yr <= 3 Yr 596.19 30-90 Days E-1 927.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1591.87 >2 Yr <= 3 Yr 24.81 30-90 Days E-2 123.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5912.54 >2 Yr <= 3 Yr 199.01 <30 Days G-1 795.08 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 16079.95 >2 Yr <= 3 Yr 540.30 91-180 Days G-2 1693.85 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 2241.43 >2 Yr <= 3 Yr 63.09 91-180 Days G-3 445.11 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 4072.73 >2 Yr <= 3 Yr 34.54 91-180 Days IG-1 191.86 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 13285.32 >2 Yr <= 3 Yr 1016.69 Open IG-2 2028.92 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 12982.79 >2 Yr <= 3 Yr 1787.83 91-180 Days S-1 843.97 Yes Liberty Mortgage Services Corp. Treasury