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 11917.22 >2 Yr <= 3 Yr 1145.00 30-90 Days S-2 525.52 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 6892.55 >2 Yr <= 3 Yr 468.40 Open S-3 36.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7927.12 >2 Yr <= 3 Yr 771.18 91-180 Days S-4 1267.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 2043.81 >2 Yr <= 3 Yr 213.62 30-90 Days S-5 132.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15389.95 >2 Yr <= 3 Yr 1970.62 <30 Days S-6 2892.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13154.29 >2 Yr <= 3 Yr 1739.46 91-180 Days S-7 1499.18 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 2256.89 >3 Yr <= 4 Yr 165.17 <30 Days A-0-Q 294.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10074.51 >3 Yr <= 4 Yr 1370.84 <30 Days A-1-Q 879.91 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 Yes 6575.03 >3 Yr <= 4 Yr 458.79 30-90 Days A-2-Q 399.32 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 813.00 >3 Yr <= 4 Yr 84.48 <30 Days A-3-Q 53.52 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 16541.13 >3 Yr <= 4 Yr 2174.82 91-180 Days A-4-Q 702.92 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 4338.23 >3 Yr <= 4 Yr 377.65 91-180 Days A-5-Q 633.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13457.70 >3 Yr <= 4 Yr 1137.47 Open CB-1-Q 2389.67 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 4262.81 >3 Yr <= 4 Yr 232.46 Open CB-2-Q 556.18 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 9464.66 >3 Yr <= 4 Yr 1237.36 30-90 Days S-1-Q 762.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4575.45 >3 Yr <= 4 Yr 592.73 Open S-2-Q 306.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 2481.71 >3 Yr <= 4 Yr 110.24 <30 Days S-3-Q 410.23 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 8763.94 >3 Yr <= 4 Yr 1085.05 30-90 Days S-4-Q 1384.90 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 9757.66 >3 Yr <= 4 Yr 1164.51 30-90 Days CB-3-Q 496.02 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 16002.15 >3 Yr <= 4 Yr 1162.64 30-90 Days G-1-Q 1079.58 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 8753.85 >3 Yr <= 4 Yr 17.32 91-180 Days G-2-Q 711.37 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 12894.50 >3 Yr <= 4 Yr 776.66 <30 Days G-3-Q 157.05 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 6056.86 >3 Yr <= 4 Yr 729.21 <30 Days S-5-Q 650.56 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16545.96 >3 Yr <= 4 Yr 886.94 91-180 Days S-6-Q 784.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6235.28 >3 Yr <= 4 Yr 661.60 Open S-7-Q 1171.86 No Treasury