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 16605.49 Day 25 1803.39 30-90 Days LC-2 1320.23 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 12606.01 Day 25 333.78 <30 Days N-1 1646.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15158.44 Day 25 523.81 <30 Days N-2 47.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 10723.35 Day 25 79.63 Open N-3 1568.36 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 Other Yes 2885.77 Day 25 412.75 Open N-4 474.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 7478.94 Day 25 536.10 91-180 Days N-5 275.44 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 5666.50 Day 25 732.08 30-90 Days N-6 194.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15887.51 Day 25 1306.17 <30 Days N-7 1082.72 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 10537.84 Day 25 1451.19 <30 Days P-1 1206.94 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 Other No 3504.57 Day 25 180.36 91-180 Days P-2 54.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 14556.47 Day 25 2176.13 91-180 Days S-8 1694.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12761.30 Day 25 1279.62 Open Y-1 1089.92 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 No 10689.35 Day 25 983.21 <30 Days Y-2 1862.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16152.99 Day 25 1514.36 30-90 Days Y-3 72.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 3095.71 Day 25 78.87 30-90 Days Y-4 450.42 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 3709.57 Day 25 130.73 91-180 Days Z-1 408.58 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 12906.92 Day 25 1799.23 91-180 Days A-2 2020.05 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 Other Yes 11157.15 Day 25 806.22 91-180 Days A-3 563.01 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 No 13659.81 Day 25 1025.49 <30 Days A-4 1237.48 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 15677.71 Day 25 1077.65 <30 Days A-5 1949.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 6096.48 Day 25 668.08 <30 Days CB-1 678.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 8848.23 Day 25 1010.43 <30 Days CB-2 854.61 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 11210.78 Day 25 500.85 30-90 Days CB-3 1219.27 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 Other No 8185.97 Day 25 809.69 <30 Days E-1 31.40 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 Other Yes 10857.36 Day 25 2.65 91-180 Days E-2 800.88 Yes Liberty Capital Markets Inc. Operations