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 6452.38 >3 Yr <= 4 Yr 715.08 Open N-6 926.67 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 11906.43 >3 Yr <= 4 Yr 1474.98 91-180 Days N-7 2066.40 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 2471.36 >3 Yr <= 4 Yr 112.78 <30 Days P-1 486.80 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 Yes 14438.35 >3 Yr <= 4 Yr 1310.37 Open P-2 1829.48 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 Non-Regulated Fund No 11669.09 >3 Yr <= 4 Yr 318.59 91-180 Days S-8 2329.04 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 Yes 15983.10 >3 Yr <= 4 Yr 362.94 <30 Days Y-1 3094.37 No 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 6560.13 >3 Yr <= 4 Yr 248.05 Open Y-2 1016.93 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 Yes 14831.25 >3 Yr <= 4 Yr 1919.19 91-180 Days Y-3 1309.22 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 6475.53 >3 Yr <= 4 Yr 244.11 Open Y-4 188.05 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 3261.21 >3 Yr <= 4 Yr 70.24 30-90 Days Z-1 60.77 No 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 3142.78 >3 Yr <= 4 Yr 420.02 30-90 Days A-2 284.24 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 Yes 181.87 >3 Yr <= 4 Yr 18.90 91-180 Days A-3 8.19 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 Non-Regulated Fund Yes 1150.56 >3 Yr <= 4 Yr 132.21 91-180 Days A-4 106.94 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 132.07 >3 Yr <= 4 Yr 8.90 <30 Days A-5 10.10 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 3489.31 >3 Yr <= 4 Yr 411.02 30-90 Days CB-1 602.72 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 Yes 16926.74 >3 Yr <= 4 Yr 2488.90 <30 Days CB-2 1156.28 No 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 14099.05 >3 Yr <= 4 Yr 297.27 <30 Days CB-3 2744.26 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 Yes 12798.19 >3 Yr <= 4 Yr 691.80 30-90 Days E-1 2002.75 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 Non-Regulated Fund Yes 4179.22 >3 Yr <= 4 Yr 51.89 Open E-2 167.21 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 Non-Regulated Fund Yes 4461.04 >3 Yr <= 4 Yr 495.51 30-90 Days G-1 753.58 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 Non-Regulated Fund Yes 14998.91 >3 Yr <= 4 Yr 1798.02 30-90 Days G-2 2796.19 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 13594.41 >3 Yr <= 4 Yr 1976.66 30-90 Days G-3 499.75 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 1107.61 >3 Yr <= 4 Yr 75.33 <30 Days IG-1 119.29 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 1809.63 >3 Yr <= 4 Yr 185.33 30-90 Days IG-2 78.51 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 12253.05 >3 Yr <= 4 Yr 61.82 30-90 Days S-1 2034.92 No Legal