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 7335.10 >3 Yr <= 4 Yr 812.05 Open S-2 3.12 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 8566.29 >3 Yr <= 4 Yr 1258.66 <30 Days S-3 632.91 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 12031.83 >3 Yr <= 4 Yr 109.55 30-90 Days S-4 1200.63 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 4851.44 >3 Yr <= 4 Yr 243.15 <30 Days S-5 953.40 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 15850.46 >3 Yr <= 4 Yr 913.91 Open S-6 1952.76 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 1723.23 >3 Yr <= 4 Yr 19.92 91-180 Days S-7 184.74 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 Yes 11344.31 >4 Yr <= 5 Yr 1349.48 Open A-0-Q 1400.86 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 5452.01 >4 Yr <= 5 Yr 681.85 Open A-1-Q 299.34 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 11373.13 >4 Yr <= 5 Yr 1005.48 30-90 Days A-2-Q 52.60 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 No 15236.62 >4 Yr <= 5 Yr 1164.42 30-90 Days A-3-Q 1985.84 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 6768.62 >4 Yr <= 5 Yr 679.23 91-180 Days A-4-Q 1200.11 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 Non-Regulated Fund No 11406.89 >4 Yr <= 5 Yr 1644.68 30-90 Days A-5-Q 1794.88 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 13625.33 >4 Yr <= 5 Yr 62.64 91-180 Days CB-1-Q 721.55 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 5373.20 >4 Yr <= 5 Yr 66.19 91-180 Days CB-2-Q 95.68 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 No 16171.48 >4 Yr <= 5 Yr 1934.62 <30 Days S-1-Q 752.43 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 9339.78 >4 Yr <= 5 Yr 466.28 Open S-2-Q 525.16 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 7943.00 >4 Yr <= 5 Yr 750.35 Open S-3-Q 267.24 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 9690.55 >4 Yr <= 5 Yr 279.65 30-90 Days S-4-Q 991.90 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 3601.49 >4 Yr <= 5 Yr 71.73 91-180 Days CB-3-Q 709.60 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 5676.25 >4 Yr <= 5 Yr 577.73 <30 Days G-1-Q 57.58 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 743.23 >4 Yr <= 5 Yr 93.10 91-180 Days G-2-Q 36.93 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 6716.63 >4 Yr <= 5 Yr 964.93 91-180 Days G-3-Q 103.26 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 3222.71 >4 Yr <= 5 Yr 229.53 91-180 Days S-5-Q 512.18 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 16872.29 >4 Yr <= 5 Yr 2403.46 91-180 Days S-6-Q 1264.75 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 13167.72 >4 Yr <= 5 Yr 1120.41 Open S-7-Q 140.09 Yes Liberty Mortgage Services Corp. Finance