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 15716.59 >4 Yr <= 5 Yr 988.37 91-180 Days E-7 940.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 6552.39 >4 Yr <= 5 Yr 898.13 30-90 Days E-8 25.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 2887.78 >4 Yr <= 5 Yr 210.58 30-90 Days E-9 506.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14411.14 >4 Yr <= 5 Yr 1320.16 30-90 Days G-4 1986.74 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 7951.51 >4 Yr <= 5 Yr 475.47 30-90 Days IG-3 563.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11277.90 >4 Yr <= 5 Yr 313.48 Open IG-4 2023.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 580.94 >4 Yr <= 5 Yr 64.93 30-90 Days IG-5 28.08 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 8853.49 >4 Yr <= 5 Yr 102.55 <30 Days IG-6 399.03 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 9428.09 >4 Yr <= 5 Yr 559.21 <30 Days IG-7 1782.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13412.70 >4 Yr <= 5 Yr 323.62 30-90 Days IG-8 2271.19 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 6734.48 >4 Yr <= 5 Yr 111.60 Open L-1 805.16 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11690.97 >4 Yr <= 5 Yr 1060.21 30-90 Days L-10 1060.62 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 No 11408.97 >4 Yr <= 5 Yr 1344.59 30-90 Days L-11 164.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 8540.43 >4 Yr <= 5 Yr 1026.21 <30 Days L-2 37.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5645.42 >4 Yr <= 5 Yr 136.43 Open L-3 1035.86 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 Yes 14867.77 >4 Yr <= 5 Yr 1653.73 91-180 Days L-4 263.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5938.24 >4 Yr <= 5 Yr 507.43 <30 Days L-5 810.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 6413.69 >4 Yr <= 5 Yr 605.20 30-90 Days L-6 720.99 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 8688.94 >4 Yr <= 5 Yr 478.62 91-180 Days L-7 193.55 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 7448.24 >4 Yr <= 5 Yr 1093.44 Open L-8 1184.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5042.18 >4 Yr <= 5 Yr 539.05 30-90 Days L-9 178.06 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 5174.04 >4 Yr <= 5 Yr 355.46 Open LC-1 109.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1352.80 >4 Yr <= 5 Yr 63.14 <30 Days LC-2 26.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12139.80 >4 Yr <= 5 Yr 1396.70 91-180 Days N-1 1073.77 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 1712.05 >4 Yr <= 5 Yr 69.95 Open N-2 126.10 No Finance