Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.10: Loss of Rehypothecation Rights Due to a 2 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.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6807.72 271 - 364 Days 94.36 91-180 Days S-3 584.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 11879.58 271 - 364 Days 1641.24 <30 Days S-4 360.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3429.27 271 - 364 Days 197.88 30-90 Days S-5 443.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 2075.21 271 - 364 Days 64.77 30-90 Days S-6 97.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 13399.52 271 - 364 Days 614.78 30-90 Days S-7 514.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 17103.04 >= 1 Yr <= 2 Yr 1246.16 91-180 Days A-0-Q 46.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 184.91 >= 1 Yr <= 2 Yr 9.06 Open A-1-Q 10.63 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 176.28 >= 1 Yr <= 2 Yr 15.01 30-90 Days A-2-Q 24.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5819.43 >= 1 Yr <= 2 Yr 305.52 Open A-3-Q 186.48 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 12283.61 >= 1 Yr <= 2 Yr 19.05 Open A-4-Q 2245.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13100.51 >= 1 Yr <= 2 Yr 1561.66 30-90 Days A-5-Q 2287.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12640.10 >= 1 Yr <= 2 Yr 907.99 91-180 Days CB-1-Q 214.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3501.85 >= 1 Yr <= 2 Yr 475.84 <30 Days CB-2-Q 82.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16813.02 >= 1 Yr <= 2 Yr 2020.90 91-180 Days S-1-Q 1557.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3691.73 >= 1 Yr <= 2 Yr 24.65 Open S-2-Q 366.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 5590.77 >= 1 Yr <= 2 Yr 319.07 <30 Days S-3-Q 899.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 10479.11 >= 1 Yr <= 2 Yr 1518.27 91-180 Days S-4-Q 1175.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 110.43 >= 1 Yr <= 2 Yr 4.59 30-90 Days CB-3-Q 3.41 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6604.50 >= 1 Yr <= 2 Yr 211.33 Open G-1-Q 676.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 1070.95 >= 1 Yr <= 2 Yr 90.57 91-180 Days G-2-Q 120.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13935.88 >= 1 Yr <= 2 Yr 2008.70 30-90 Days G-3-Q 206.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 15586.23 >= 1 Yr <= 2 Yr 1693.02 Open S-5-Q 307.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 17089.85 >= 1 Yr <= 2 Yr 624.46 91-180 Days S-6-Q 740.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 13677.65 >= 1 Yr <= 2 Yr 1398.41 Open S-7-Q 412.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16608.36 >= 1 Yr <= 2 Yr 1890.73 Open E-1-Q 1863.85 No Operations