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 No 15944.12 >2 Yr <= 3 Yr 2185.49 <30 Days CB-1-Q 2685.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 3964.18 >2 Yr <= 3 Yr 301.50 30-90 Days CB-2-Q 272.85 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 No 14584.28 >2 Yr <= 3 Yr 982.78 Open S-1-Q 600.91 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 7850.87 >2 Yr <= 3 Yr 744.03 Open S-2-Q 1461.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5205.39 >2 Yr <= 3 Yr 324.98 Open S-3-Q 357.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12855.58 >2 Yr <= 3 Yr 240.69 91-180 Days S-4-Q 1835.86 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 5199.91 >2 Yr <= 3 Yr 453.82 91-180 Days CB-3-Q 683.08 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 2081.44 >2 Yr <= 3 Yr 127.54 30-90 Days G-1-Q 296.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 1802.50 >2 Yr <= 3 Yr 106.06 91-180 Days G-2-Q 355.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13261.01 >2 Yr <= 3 Yr 1771.34 91-180 Days G-3-Q 1736.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4422.92 >2 Yr <= 3 Yr 26.58 30-90 Days S-5-Q 599.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16037.16 >2 Yr <= 3 Yr 70.36 91-180 Days S-6-Q 2781.20 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 2974.06 >2 Yr <= 3 Yr 19.92 30-90 Days S-7-Q 358.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 15265.01 >2 Yr <= 3 Yr 599.00 30-90 Days E-1-Q 1754.74 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 1577.20 >2 Yr <= 3 Yr 82.82 <30 Days E-2-Q 114.05 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 11525.27 >2 Yr <= 3 Yr 660.06 Open IG-1-Q 1231.73 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 14238.44 >2 Yr <= 3 Yr 963.02 30-90 Days IG-2-Q 440.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 8184.42 >2 Yr <= 3 Yr 84.48 91-180 Days C-1 326.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5418.93 >2 Yr <= 3 Yr 301.22 91-180 Days CB-4 1006.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12822.86 >2 Yr <= 3 Yr 1655.15 <30 Days E-10 303.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 2206.21 >2 Yr <= 3 Yr 153.38 91-180 Days E-3 163.23 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 Yes 9468.43 >2 Yr <= 3 Yr 1018.20 <30 Days E-4 1735.12 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 8302.61 >2 Yr <= 3 Yr 1096.98 <30 Days E-5 689.38 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 15349.03 >2 Yr <= 3 Yr 2011.38 <30 Days E-6 2280.56 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 6457.81 >2 Yr <= 3 Yr 889.60 <30 Days E-7 1124.82 Yes Liberty Wealth Management LLC Operations