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 11135.54 >4 Yr <= 5 Yr 686.90 Open L-3 236.02 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 14460.00 >4 Yr <= 5 Yr 201.59 30-90 Days L-4 2608.00 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 1869.19 >4 Yr <= 5 Yr 276.18 Open L-5 52.92 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 9014.48 >4 Yr <= 5 Yr 163.32 Open L-6 502.94 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 7088.48 >4 Yr <= 5 Yr 735.99 30-90 Days L-7 206.56 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 3469.92 >4 Yr <= 5 Yr 494.61 91-180 Days L-8 634.04 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 11975.81 >4 Yr <= 5 Yr 630.93 91-180 Days L-9 81.37 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 5112.07 >4 Yr <= 5 Yr 499.22 <30 Days LC-1 836.88 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 14609.34 >4 Yr <= 5 Yr 488.47 91-180 Days LC-2 1629.78 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 13062.19 >4 Yr <= 5 Yr 1295.80 30-90 Days N-1 1139.68 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 16797.25 >4 Yr <= 5 Yr 792.44 30-90 Days N-2 15.87 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 6646.60 >4 Yr <= 5 Yr 226.86 91-180 Days N-3 511.26 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 5472.93 >4 Yr <= 5 Yr 571.78 30-90 Days N-4 1016.79 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 15160.76 >4 Yr <= 5 Yr 1016.43 91-180 Days N-5 347.52 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 2806.77 >4 Yr <= 5 Yr 397.26 Open N-6 282.50 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 12996.72 >4 Yr <= 5 Yr 920.56 Open N-7 1022.69 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 Yes 11128.21 >4 Yr <= 5 Yr 1216.19 <30 Days P-1 2207.14 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 10945.56 >4 Yr <= 5 Yr 1215.83 Open P-2 41.09 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 65.57 >4 Yr <= 5 Yr 8.89 30-90 Days S-8 11.87 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 4856.79 >4 Yr <= 5 Yr 358.96 91-180 Days Y-1 946.17 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 11248.07 >4 Yr <= 5 Yr 910.65 91-180 Days Y-2 313.72 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 6491.61 >4 Yr <= 5 Yr 35.22 <30 Days Y-3 192.47 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 15079.94 >4 Yr <= 5 Yr 769.80 Open Y-4 1281.54 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 1950.63 >4 Yr <= 5 Yr 292.14 Open Z-1 203.97 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 14033.30 >4 Yr <= 5 Yr 1622.07 91-180 Days A-2 1909.14 No Legal