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 2906.54 >3 Yr <= 4 Yr 149.20 91-180 Days L-11 338.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 9784.77 >3 Yr <= 4 Yr 5.69 <30 Days L-2 726.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13390.25 >3 Yr <= 4 Yr 836.80 91-180 Days L-3 2608.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 136.70 >3 Yr <= 4 Yr 13.40 30-90 Days L-4 13.27 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 14602.93 >3 Yr <= 4 Yr 908.80 91-180 Days L-5 1526.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 11160.40 >3 Yr <= 4 Yr 1150.59 <30 Days L-6 1703.17 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 Yes 14731.44 >3 Yr <= 4 Yr 1201.72 <30 Days L-7 2407.98 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11390.62 >3 Yr <= 4 Yr 1539.12 <30 Days L-8 548.64 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 9859.79 >3 Yr <= 4 Yr 136.38 <30 Days L-9 847.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3515.87 >3 Yr <= 4 Yr 65.50 <30 Days LC-1 680.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 15308.70 >3 Yr <= 4 Yr 263.32 <30 Days LC-2 2348.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 251.43 >3 Yr <= 4 Yr 35.53 <30 Days N-1 32.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 980.49 >3 Yr <= 4 Yr 65.24 91-180 Days N-2 192.84 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 12140.28 >3 Yr <= 4 Yr 353.51 Open N-3 2394.46 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 No 10088.12 >3 Yr <= 4 Yr 339.74 <30 Days N-4 1807.32 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 16136.08 >3 Yr <= 4 Yr 1853.88 Open N-5 1917.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12379.34 >3 Yr <= 4 Yr 1459.94 <30 Days N-6 835.45 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 16515.28 >3 Yr <= 4 Yr 1428.58 <30 Days N-7 201.48 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 9049.17 >3 Yr <= 4 Yr 1192.73 Open P-1 1510.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16415.03 >3 Yr <= 4 Yr 942.10 30-90 Days P-2 236.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5482.80 >3 Yr <= 4 Yr 684.85 91-180 Days S-8 629.63 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 3705.54 >3 Yr <= 4 Yr 361.97 Open Y-1 519.89 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 Yes 14935.48 >3 Yr <= 4 Yr 1512.64 91-180 Days Y-2 517.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16668.48 >3 Yr <= 4 Yr 1385.92 91-180 Days Y-3 335.14 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 14960.84 >3 Yr <= 4 Yr 2191.26 <30 Days Y-4 1620.94 No Operations