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 642.95 >3 Yr <= 4 Yr 33.66 <30 Days L-3 7.99 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 Yes 12889.81 >3 Yr <= 4 Yr 835.62 91-180 Days L-4 260.14 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 2679.80 >3 Yr <= 4 Yr 381.62 91-180 Days L-5 303.01 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 Yes 6614.12 >3 Yr <= 4 Yr 697.81 <30 Days L-6 1139.14 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 3836.75 >3 Yr <= 4 Yr 218.92 <30 Days L-7 463.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7676.79 >3 Yr <= 4 Yr 1128.16 <30 Days L-8 31.16 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 No 4895.55 >3 Yr <= 4 Yr 730.38 91-180 Days L-9 757.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4880.16 >3 Yr <= 4 Yr 43.51 91-180 Days LC-1 290.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4134.31 >3 Yr <= 4 Yr 79.70 Open LC-2 394.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3475.08 >3 Yr <= 4 Yr 467.00 <30 Days N-1 152.86 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 10728.18 >3 Yr <= 4 Yr 233.22 30-90 Days N-2 955.82 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 10149.66 >3 Yr <= 4 Yr 435.71 30-90 Days N-3 930.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16341.48 >3 Yr <= 4 Yr 2312.87 30-90 Days N-4 912.95 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 11265.62 >3 Yr <= 4 Yr 253.51 30-90 Days N-5 720.67 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 6052.93 >3 Yr <= 4 Yr 249.56 Open N-6 11.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16159.93 >3 Yr <= 4 Yr 754.83 Open N-7 1790.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 8246.70 >3 Yr <= 4 Yr 1048.66 <30 Days P-1 1633.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16398.27 >3 Yr <= 4 Yr 1750.14 Open P-2 60.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1380.24 >3 Yr <= 4 Yr 186.86 30-90 Days S-8 206.95 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 15245.74 >3 Yr <= 4 Yr 746.67 Open Y-1 500.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1152.05 >3 Yr <= 4 Yr 28.33 Open Y-2 70.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 8432.92 >3 Yr <= 4 Yr 177.72 <30 Days Y-3 488.60 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 7075.86 >3 Yr <= 4 Yr 102.38 91-180 Days Y-4 197.27 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 8875.54 >3 Yr <= 4 Yr 828.40 30-90 Days Z-1 620.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 6006.29 >3 Yr <= 4 Yr 651.56 30-90 Days A-2 911.24 Yes Liberty Mortgage Services Corp. Treasury