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 1177.90 >4 Yr <= 5 Yr 0.01 30-90 Days A-5-Q 166.36 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 4944.04 >4 Yr <= 5 Yr 149.95 91-180 Days CB-1-Q 23.99 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 No 8858.66 >4 Yr <= 5 Yr 1101.75 30-90 Days CB-2-Q 1611.53 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 886.55 >4 Yr <= 5 Yr 91.50 30-90 Days S-1-Q 171.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 8265.14 >4 Yr <= 5 Yr 509.72 30-90 Days S-2-Q 1632.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2688.43 >4 Yr <= 5 Yr 227.61 Open S-3-Q 261.64 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 16120.93 >4 Yr <= 5 Yr 1897.38 30-90 Days S-4-Q 1510.51 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 151.13 >4 Yr <= 5 Yr 0.76 30-90 Days CB-3-Q 12.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 9573.04 >4 Yr <= 5 Yr 392.88 91-180 Days G-1-Q 1120.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 577.04 >4 Yr <= 5 Yr 11.04 30-90 Days G-2-Q 2.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10026.60 >4 Yr <= 5 Yr 8.62 91-180 Days G-3-Q 167.71 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 14173.15 >4 Yr <= 5 Yr 1310.21 91-180 Days S-5-Q 358.52 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 10707.20 >4 Yr <= 5 Yr 1022.33 30-90 Days S-6-Q 801.96 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 12860.24 >4 Yr <= 5 Yr 50.30 30-90 Days S-7-Q 1150.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13354.86 >4 Yr <= 5 Yr 1856.45 Open E-1-Q 2617.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 4172.82 >4 Yr <= 5 Yr 506.49 Open E-2-Q 795.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12578.88 >4 Yr <= 5 Yr 848.08 <30 Days IG-1-Q 643.03 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 10958.29 >4 Yr <= 5 Yr 482.84 Open IG-2-Q 1433.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16278.59 >4 Yr <= 5 Yr 1048.19 Open C-1 2658.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3210.44 >4 Yr <= 5 Yr 411.47 91-180 Days CB-4 244.84 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 4184.19 >4 Yr <= 5 Yr 598.06 91-180 Days E-10 74.27 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13023.91 >4 Yr <= 5 Yr 830.43 Open E-3 2058.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1150.19 >4 Yr <= 5 Yr 81.24 Open E-4 35.11 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 9868.44 >4 Yr <= 5 Yr 1054.26 30-90 Days E-5 1143.52 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 11874.89 >4 Yr <= 5 Yr 1656.78 <30 Days E-6 1852.00 No Finance