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 No 15100.61 Day 40 2188.52 30-90 Days S-6-Q 1591.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5310.71 Day 40 764.50 <30 Days S-7-Q 577.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 4896.76 Day 40 18.32 <30 Days E-1-Q 43.37 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 4461.76 Day 40 420.19 91-180 Days E-2-Q 721.74 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 Yes 8935.94 Day 40 208.86 30-90 Days IG-1-Q 674.30 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 Yes 9976.37 Day 40 776.95 30-90 Days IG-2-Q 1574.20 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 17019.99 Day 40 2178.27 91-180 Days C-1 620.48 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 No 15289.67 Day 40 550.61 91-180 Days CB-4 2659.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13274.35 Day 40 365.57 <30 Days E-10 109.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 13200.38 Day 40 1796.42 91-180 Days E-3 1460.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 7094.03 Day 40 668.24 <30 Days E-4 927.44 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 Yes 2251.76 Day 40 36.07 <30 Days E-5 91.01 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 No 15535.54 Day 40 639.32 Open E-6 465.14 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 3804.96 Day 40 307.86 <30 Days E-7 307.40 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 10737.43 Day 40 253.51 30-90 Days E-8 1014.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 12951.48 Day 40 1220.04 30-90 Days E-9 677.29 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 No 6013.15 Day 40 454.78 <30 Days G-4 613.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 11802.63 Day 40 402.96 91-180 Days IG-3 1031.37 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 Other No 1154.20 Day 40 169.08 <30 Days IG-4 153.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 631.93 Day 40 87.04 <30 Days IG-5 12.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5825.95 Day 40 670.01 <30 Days IG-6 124.69 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 Yes 13285.42 Day 40 1551.22 <30 Days IG-7 1123.92 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 7325.96 Day 40 553.47 30-90 Days IG-8 364.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5912.71 Day 40 817.22 91-180 Days L-1 1107.56 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 2731.02 Day 40 295.83 <30 Days L-10 495.12 No Treasury