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 13390.08 >3 Yr <= 4 Yr 1683.49 91-180 Days A-3 899.09 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 14086.60 >3 Yr <= 4 Yr 877.41 Open A-4 239.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12892.30 >3 Yr <= 4 Yr 1385.30 30-90 Days A-5 267.98 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 5858.29 >3 Yr <= 4 Yr 59.37 Open CB-1 887.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6947.55 >3 Yr <= 4 Yr 498.12 Open CB-2 1087.98 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 11521.23 >3 Yr <= 4 Yr 586.08 Open CB-3 650.02 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 4034.99 >3 Yr <= 4 Yr 407.51 <30 Days E-1 518.46 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 Yes 16202.13 >3 Yr <= 4 Yr 1989.27 91-180 Days E-2 1277.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6652.46 >3 Yr <= 4 Yr 508.92 Open G-1 376.59 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 7596.11 >3 Yr <= 4 Yr 157.09 91-180 Days G-2 118.04 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 149.99 >3 Yr <= 4 Yr 20.35 Open G-3 2.35 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 5246.26 >3 Yr <= 4 Yr 111.16 91-180 Days IG-1 569.47 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 10486.07 >3 Yr <= 4 Yr 1309.12 30-90 Days IG-2 480.65 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 3754.87 >3 Yr <= 4 Yr 89.85 <30 Days S-1 330.53 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 2656.53 >3 Yr <= 4 Yr 41.04 Open S-2 428.85 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 9688.56 >3 Yr <= 4 Yr 785.19 <30 Days S-3 969.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11888.62 >3 Yr <= 4 Yr 1596.85 30-90 Days S-4 1448.84 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 Yes 910.62 >3 Yr <= 4 Yr 50.87 30-90 Days S-5 119.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13711.34 >3 Yr <= 4 Yr 1503.24 Open S-6 1386.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4500.68 >3 Yr <= 4 Yr 266.18 Open S-7 204.88 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 14187.77 >4 Yr <= 5 Yr 1808.69 30-90 Days A-0-Q 379.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4714.77 >4 Yr <= 5 Yr 322.83 <30 Days A-1-Q 323.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5757.92 >4 Yr <= 5 Yr 217.92 Open A-2-Q 252.09 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 9796.59 >4 Yr <= 5 Yr 285.76 <30 Days A-3-Q 350.92 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 Yes 10255.01 >4 Yr <= 5 Yr 1163.25 Open A-4-Q 579.09 Yes Liberty National Bank Legal