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 Non-Regulated Fund Yes 6589.38 >2 Yr <= 3 Yr 651.52 Open CB-1 469.44 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 Non-Regulated Fund No 1097.94 >2 Yr <= 3 Yr 34.65 30-90 Days CB-2 92.45 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 Non-Regulated Fund No 10868.63 >2 Yr <= 3 Yr 309.73 91-180 Days CB-3 1684.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 8163.06 >2 Yr <= 3 Yr 302.10 Open E-1 1332.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 1320.82 >2 Yr <= 3 Yr 143.87 <30 Days E-2 184.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund Yes 8060.65 >2 Yr <= 3 Yr 186.42 30-90 Days G-1 1193.60 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 Non-Regulated Fund No 5114.22 >2 Yr <= 3 Yr 747.57 30-90 Days G-2 302.72 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 Non-Regulated Fund Yes 17.02 >2 Yr <= 3 Yr 2.26 <30 Days G-3 0.30 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 Non-Regulated Fund Yes 11970.29 >2 Yr <= 3 Yr 858.09 91-180 Days IG-1 1830.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 7501.42 >2 Yr <= 3 Yr 301.12 91-180 Days IG-2 262.06 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 Non-Regulated Fund No 6783.57 >2 Yr <= 3 Yr 522.62 30-90 Days S-1 1202.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund Yes 11610.16 >2 Yr <= 3 Yr 1128.57 30-90 Days S-2 1412.55 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 Non-Regulated Fund No 11942.73 >2 Yr <= 3 Yr 510.56 30-90 Days S-3 2210.82 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 Non-Regulated Fund Yes 11460.01 >2 Yr <= 3 Yr 1289.99 91-180 Days S-4 501.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund Yes 7535.50 >2 Yr <= 3 Yr 139.36 Open S-5 384.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 3964.86 >2 Yr <= 3 Yr 43.73 <30 Days S-6 536.90 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 Non-Regulated Fund Yes 12484.28 >2 Yr <= 3 Yr 1225.05 30-90 Days S-7 1638.14 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 Non-Regulated Fund Yes 8807.51 >3 Yr <= 4 Yr 1220.18 30-90 Days A-0-Q 595.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 2115.06 >3 Yr <= 4 Yr 313.58 91-180 Days A-1-Q 12.04 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 Non-Regulated Fund Yes 15610.68 >3 Yr <= 4 Yr 384.05 91-180 Days A-2-Q 1527.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 4294.84 >3 Yr <= 4 Yr 191.21 <30 Days A-3-Q 380.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund No 10706.88 >3 Yr <= 4 Yr 441.16 30-90 Days A-4-Q 167.92 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 Non-Regulated Fund Yes 13751.06 >3 Yr <= 4 Yr 1233.54 Open A-5-Q 2462.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund Yes 9574.11 >3 Yr <= 4 Yr 535.46 91-180 Days CB-1-Q 1146.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Non-Regulated Fund Yes 14312.10 >3 Yr <= 4 Yr 1609.84 Open CB-2-Q 673.48 Yes Liberty National Bank Risk Management