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 10695.84 >4 Yr <= 5 Yr 1286.10 91-180 Days E-1-Q 864.90 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 16231.28 >4 Yr <= 5 Yr 868.11 <30 Days E-2-Q 815.05 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 Non-Regulated Fund Yes 2422.95 >4 Yr <= 5 Yr 8.77 91-180 Days IG-1-Q 192.56 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 11189.84 >4 Yr <= 5 Yr 605.28 30-90 Days IG-2-Q 413.87 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 1030.23 >4 Yr <= 5 Yr 112.32 91-180 Days C-1 42.36 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 6048.28 >4 Yr <= 5 Yr 854.60 91-180 Days CB-4 945.79 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 9859.73 >4 Yr <= 5 Yr 1374.97 Open E-10 1725.92 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 1302.78 >4 Yr <= 5 Yr 59.00 <30 Days E-3 182.42 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 14462.35 >4 Yr <= 5 Yr 521.87 <30 Days E-4 1847.70 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 14552.56 >4 Yr <= 5 Yr 511.31 30-90 Days E-5 897.51 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 Non-Regulated Fund No 16184.51 >4 Yr <= 5 Yr 415.26 Open E-6 553.92 Yes Liberty Mortgage Services Corp. 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 2819.56 >4 Yr <= 5 Yr 390.19 <30 Days E-7 493.27 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 Yes 4651.33 >4 Yr <= 5 Yr 182.46 91-180 Days E-8 484.45 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 1509.60 >4 Yr <= 5 Yr 197.59 91-180 Days E-9 79.10 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 Non-Regulated Fund Yes 3694.39 >4 Yr <= 5 Yr 122.84 91-180 Days G-4 498.19 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 6843.06 >4 Yr <= 5 Yr 646.37 91-180 Days IG-3 817.76 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 4213.61 >4 Yr <= 5 Yr 308.59 30-90 Days IG-4 585.35 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 No 2955.54 >4 Yr <= 5 Yr 106.10 Open IG-5 269.48 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 13558.67 >4 Yr <= 5 Yr 766.43 30-90 Days IG-6 1712.89 Yes Liberty Mortgage Services Corp. 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 14026.55 >4 Yr <= 5 Yr 107.60 91-180 Days IG-7 1868.92 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 12404.09 >4 Yr <= 5 Yr 1612.65 91-180 Days IG-8 782.54 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 15437.26 >4 Yr <= 5 Yr 331.95 91-180 Days L-1 2694.04 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 3552.91 >4 Yr <= 5 Yr 233.21 91-180 Days L-10 293.42 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 1032.88 >4 Yr <= 5 Yr 135.97 91-180 Days L-11 110.09 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 1660.57 >4 Yr <= 5 Yr 62.62 <30 Days L-2 127.29 No Legal