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 11846.36 >4 Yr <= 5 Yr 1729.14 91-180 Days N-1 2338.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4119.34 >4 Yr <= 5 Yr 513.65 30-90 Days N-2 460.75 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 15980.86 >4 Yr <= 5 Yr 690.43 30-90 Days N-3 2085.09 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 6857.36 >4 Yr <= 5 Yr 938.74 91-180 Days N-4 1072.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 2019.83 >4 Yr <= 5 Yr 221.80 91-180 Days N-5 163.03 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 Yes 15968.85 >4 Yr <= 5 Yr 1682.09 30-90 Days N-6 2113.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3806.62 >4 Yr <= 5 Yr 291.83 Open N-7 66.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11720.44 >4 Yr <= 5 Yr 455.36 30-90 Days P-1 1322.30 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 14797.94 >4 Yr <= 5 Yr 1889.35 Open P-2 2905.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 5949.60 >4 Yr <= 5 Yr 581.01 30-90 Days S-8 640.94 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 1655.56 >4 Yr <= 5 Yr 208.80 Open Y-1 213.29 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 5369.80 >4 Yr <= 5 Yr 673.08 91-180 Days Y-2 173.73 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 No 9794.15 >4 Yr <= 5 Yr 38.61 30-90 Days Y-3 1153.22 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 5996.07 >4 Yr <= 5 Yr 523.08 <30 Days Y-4 656.95 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 13207.65 >4 Yr <= 5 Yr 1260.36 30-90 Days Z-1 682.56 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 2449.87 >4 Yr <= 5 Yr 334.08 Open A-2 357.57 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 15160.20 >4 Yr <= 5 Yr 1100.10 91-180 Days A-3 931.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 16431.96 >4 Yr <= 5 Yr 1445.25 91-180 Days A-4 2136.45 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 No 15848.00 >4 Yr <= 5 Yr 509.18 Open A-5 1438.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 3050.85 >4 Yr <= 5 Yr 41.89 30-90 Days CB-1 264.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 12645.67 >4 Yr <= 5 Yr 1847.63 Open CB-2 489.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11159.41 >4 Yr <= 5 Yr 694.14 Open CB-3 2054.15 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 10530.48 >4 Yr <= 5 Yr 1473.66 30-90 Days E-1 107.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1813.48 >4 Yr <= 5 Yr 167.86 Open E-2 79.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 2243.40 >4 Yr <= 5 Yr 235.26 <30 Days G-1 243.74 No Risk Management