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 6398.89 >3 Yr <= 4 Yr 793.30 91-180 Days E-1-Q 931.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12942.11 >3 Yr <= 4 Yr 1227.85 Open E-2-Q 573.13 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 No 9677.59 >3 Yr <= 4 Yr 1353.29 30-90 Days IG-1-Q 1746.99 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 404.58 >3 Yr <= 4 Yr 47.73 Open IG-2-Q 8.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 10215.98 >3 Yr <= 4 Yr 885.84 91-180 Days C-1 1284.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 8289.30 >3 Yr <= 4 Yr 909.90 91-180 Days CB-4 1191.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1633.41 >3 Yr <= 4 Yr 58.75 Open E-10 298.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2792.24 >3 Yr <= 4 Yr 297.13 30-90 Days E-3 259.73 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 7007.28 >3 Yr <= 4 Yr 639.58 <30 Days E-4 983.07 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 14110.52 >3 Yr <= 4 Yr 698.12 <30 Days E-5 69.12 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 7449.52 >3 Yr <= 4 Yr 959.32 <30 Days E-6 175.92 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 No 10639.12 >3 Yr <= 4 Yr 175.06 91-180 Days E-7 552.36 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 13277.37 >3 Yr <= 4 Yr 535.17 Open E-8 1071.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14602.43 >3 Yr <= 4 Yr 1840.34 91-180 Days E-9 189.75 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 4098.63 >3 Yr <= 4 Yr 349.05 Open G-4 357.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 627.23 >3 Yr <= 4 Yr 71.34 91-180 Days IG-3 118.15 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 6405.93 >3 Yr <= 4 Yr 826.45 <30 Days IG-4 912.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2710.32 >3 Yr <= 4 Yr 347.60 30-90 Days IG-5 352.01 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1990.81 >3 Yr <= 4 Yr 13.49 91-180 Days IG-6 254.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10504.62 >3 Yr <= 4 Yr 627.74 30-90 Days IG-7 1475.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10155.01 >3 Yr <= 4 Yr 1158.07 Open IG-8 234.49 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 No 7585.77 >3 Yr <= 4 Yr 777.80 91-180 Days L-1 443.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16160.67 >3 Yr <= 4 Yr 1809.10 Open L-10 1532.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 3586.56 >3 Yr <= 4 Yr 140.48 91-180 Days L-11 294.95 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 7556.39 >3 Yr <= 4 Yr 933.54 30-90 Days L-2 134.84 Yes Liberty Mortgage Services Corp. Legal