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 No 6307.71 >5 Yr 833.83 <30 Days E-7 205.82 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 No 6529.80 >5 Yr 715.88 30-90 Days E-8 868.19 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 15795.80 >5 Yr 414.62 30-90 Days E-9 2746.13 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 972.61 >5 Yr 117.40 30-90 Days G-4 25.20 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 3030.38 >5 Yr 363.65 30-90 Days IG-3 605.04 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 14522.33 >5 Yr 867.36 91-180 Days IG-4 2396.12 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 9857.64 >5 Yr 268.71 30-90 Days IG-5 1098.32 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 9197.19 >5 Yr 1221.68 30-90 Days IG-6 724.07 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 15651.30 >5 Yr 1824.41 <30 Days IG-7 664.15 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 Yes 12197.10 >5 Yr 706.00 Open IG-8 1124.53 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 Yes 541.81 >5 Yr 43.27 Open L-1 60.85 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 2426.67 >5 Yr 30.92 <30 Days L-10 309.65 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 Yes 11584.29 >5 Yr 1054.08 <30 Days L-11 1123.83 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 12956.81 >5 Yr 1153.28 <30 Days L-2 672.32 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 Yes 1782.46 >5 Yr 71.23 30-90 Days L-3 74.32 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 6012.32 >5 Yr 704.88 91-180 Days L-4 728.44 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 7457.48 >5 Yr 671.66 <30 Days L-5 565.21 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 1661.55 >5 Yr 89.57 30-90 Days L-6 322.08 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 No 246.39 >5 Yr 10.13 <30 Days L-7 23.59 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 15060.11 >5 Yr 1895.70 30-90 Days L-8 1259.10 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 4007.21 >5 Yr 270.67 <30 Days L-9 52.58 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 579.38 >5 Yr 73.26 Open LC-1 108.04 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 Yes 13016.44 >5 Yr 1386.01 91-180 Days LC-2 1742.90 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 16918.48 >5 Yr 2359.77 91-180 Days N-1 1575.17 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 1133.86 >5 Yr 126.77 91-180 Days N-2 199.26 Yes Liberty National Bank Risk Management