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 Other Yes 639.95 Day 16 2.93 <30 Days A-3-Q 105.91 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 Other Yes 1058.87 Day 16 125.03 91-180 Days A-4-Q 8.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 8920.02 Day 16 1274.09 30-90 Days A-5-Q 153.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1719.20 Day 16 104.64 <30 Days CB-1-Q 330.02 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 Other No 12130.08 Day 16 1695.51 <30 Days CB-2-Q 1394.00 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 Other No 2357.58 Day 16 116.10 91-180 Days S-1-Q 188.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16675.46 Day 16 2366.32 91-180 Days S-2-Q 56.81 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 Other Yes 13493.59 Day 16 1737.76 <30 Days S-3-Q 2641.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 525.29 Day 16 74.25 91-180 Days S-4-Q 55.85 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 Other Yes 5479.74 Day 16 591.58 30-90 Days CB-3-Q 1065.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1195.24 Day 16 124.65 30-90 Days G-1-Q 38.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 7167.97 Day 16 1021.83 <30 Days G-2-Q 625.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14505.79 Day 16 1630.45 91-180 Days G-3-Q 964.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 14434.96 Day 16 2040.31 30-90 Days S-5-Q 2803.87 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 Other Yes 4336.02 Day 16 311.30 Open S-6-Q 224.60 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 Other Yes 11838.42 Day 16 361.13 91-180 Days S-7-Q 332.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 16101.97 Day 16 36.73 <30 Days E-1-Q 2481.15 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 Other Yes 16550.21 Day 16 2219.66 <30 Days E-2-Q 2919.54 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 Other Yes 1897.73 Day 16 46.42 Open IG-1-Q 293.22 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 Other No 13428.48 Day 16 452.60 30-90 Days IG-2-Q 87.29 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 Other Yes 1359.99 Day 16 120.29 <30 Days C-1 221.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 397.34 Day 16 20.63 <30 Days CB-4 3.54 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 Other Yes 8532.36 Day 16 539.62 30-90 Days E-10 645.52 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 Other Yes 8448.80 Day 16 733.33 30-90 Days E-3 715.45 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 Other Yes 2032.67 Day 16 28.11 <30 Days E-4 56.35 Yes Liberty Wealth Management LLC Finance