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 11835.15 Day 56 1351.71 Open A-2 1054.72 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 Other No 604.40 Day 56 23.16 <30 Days A-3 7.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 12953.47 Day 56 553.65 Open A-4 2385.64 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 10467.88 Day 56 696.63 30-90 Days A-5 1975.64 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 956.92 Day 56 111.91 30-90 Days CB-1 170.32 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 No 9532.56 Day 56 1251.01 30-90 Days CB-2 1590.20 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 70.08 Day 56 0.01 91-180 Days CB-3 6.21 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 7418.12 Day 56 1027.53 Open E-1 816.37 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 4709.25 Day 56 89.83 91-180 Days E-2 59.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 5669.98 Day 56 502.56 30-90 Days G-1 256.28 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 8442.09 Day 56 242.61 Open G-2 1294.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 5295.68 Day 56 459.98 Open G-3 530.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11676.86 Day 56 689.81 <30 Days IG-1 133.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 16925.54 Day 56 1298.48 Open IG-2 1651.61 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 2676.18 Day 56 79.46 Open S-1 501.02 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 6859.88 Day 56 628.28 Open S-2 966.10 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 11572.74 Day 56 769.24 30-90 Days S-3 1150.46 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 Other No 15786.71 Day 56 2353.44 Open S-4 557.56 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 No 11164.58 Day 56 698.97 30-90 Days S-5 1253.78 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 1460.39 Day 56 54.60 <30 Days S-6 98.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other No 13547.44 Day 56 1544.00 91-180 Days S-7 2655.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 1701.10 Day 57 253.70 <30 Days A-0-Q 4.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Other Yes 2981.59 Day 57 237.49 <30 Days A-1-Q 209.82 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 No 13302.22 Day 57 1610.00 30-90 Days A-2-Q 382.85 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 12011.77 Day 57 1702.87 30-90 Days A-3-Q 2316.67 No Risk Management