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 2136.58 >4 Yr <= 5 Yr 281.08 91-180 Days N-3 312.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16792.05 >4 Yr <= 5 Yr 1011.71 <30 Days N-4 414.77 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 17071.91 >4 Yr <= 5 Yr 19.51 Open N-5 2564.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 8171.75 >4 Yr <= 5 Yr 476.77 91-180 Days N-6 1280.50 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 8751.67 >4 Yr <= 5 Yr 563.17 91-180 Days N-7 210.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 715.01 >4 Yr <= 5 Yr 97.02 91-180 Days P-1 114.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1146.16 >4 Yr <= 5 Yr 103.99 30-90 Days P-2 47.46 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 310.92 >4 Yr <= 5 Yr 22.38 Open S-8 39.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14741.60 >4 Yr <= 5 Yr 881.59 91-180 Days Y-1 500.39 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 17065.58 >4 Yr <= 5 Yr 924.02 Open Y-2 186.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 7637.17 >4 Yr <= 5 Yr 1088.33 <30 Days Y-3 1099.71 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 10565.44 >4 Yr <= 5 Yr 416.78 91-180 Days Y-4 1606.45 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12177.51 >4 Yr <= 5 Yr 283.06 91-180 Days Z-1 1063.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12939.88 >4 Yr <= 5 Yr 268.17 30-90 Days A-2 197.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11484.31 >4 Yr <= 5 Yr 1277.12 Open A-3 1387.30 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 7464.13 >4 Yr <= 5 Yr 527.27 30-90 Days A-4 719.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12770.58 >4 Yr <= 5 Yr 1720.13 Open A-5 1574.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4907.52 >4 Yr <= 5 Yr 718.92 91-180 Days CB-1 729.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15771.34 >4 Yr <= 5 Yr 1696.23 <30 Days CB-2 2676.23 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 10903.15 >4 Yr <= 5 Yr 614.62 30-90 Days CB-3 358.13 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 7257.72 >4 Yr <= 5 Yr 284.44 30-90 Days E-1 488.90 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 1730.57 >4 Yr <= 5 Yr 11.81 30-90 Days E-2 163.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 15308.04 >4 Yr <= 5 Yr 975.01 91-180 Days G-1 1524.84 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 No 11339.49 >4 Yr <= 5 Yr 1520.56 30-90 Days G-2 1859.37 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 14060.83 >4 Yr <= 5 Yr 26.71 91-180 Days G-3 2090.26 No Operations