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 Broker-Dealer Yes 13962.22 >3 Yr <= 4 Yr 199.67 91-180 Days N-1 546.84 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 3310.89 >3 Yr <= 4 Yr 473.16 <30 Days N-2 381.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 8452.36 >3 Yr <= 4 Yr 630.98 <30 Days N-3 957.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 787.39 >3 Yr <= 4 Yr 84.87 91-180 Days N-4 57.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 15050.73 >3 Yr <= 4 Yr 741.65 91-180 Days N-5 1061.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 4558.91 >3 Yr <= 4 Yr 664.80 <30 Days N-6 759.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 1450.72 >3 Yr <= 4 Yr 55.31 Open N-7 233.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 5693.56 >3 Yr <= 4 Yr 378.56 Open P-1 403.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 12620.39 >3 Yr <= 4 Yr 156.89 91-180 Days P-2 1808.78 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 5476.05 >3 Yr <= 4 Yr 458.26 30-90 Days S-8 507.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 12413.49 >3 Yr <= 4 Yr 1849.94 <30 Days Y-1 1665.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 5265.37 >3 Yr <= 4 Yr 318.04 30-90 Days Y-2 527.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 10335.20 >3 Yr <= 4 Yr 1545.76 <30 Days Y-3 2005.70 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 13584.41 >3 Yr <= 4 Yr 1154.01 30-90 Days Y-4 2531.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 121.88 >3 Yr <= 4 Yr 14.49 Open Z-1 15.04 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 Broker-Dealer No 11859.62 >3 Yr <= 4 Yr 527.85 91-180 Days A-2 608.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 10583.87 >3 Yr <= 4 Yr 213.39 30-90 Days A-3 1437.26 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 Broker-Dealer Yes 2001.88 >3 Yr <= 4 Yr 136.02 30-90 Days A-4 283.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 14926.06 >3 Yr <= 4 Yr 197.07 91-180 Days A-5 232.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 14067.56 >3 Yr <= 4 Yr 418.10 <30 Days CB-1 2269.21 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 9874.62 >3 Yr <= 4 Yr 718.29 30-90 Days CB-2 313.78 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 4142.97 >3 Yr <= 4 Yr 157.89 91-180 Days CB-3 265.31 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 Broker-Dealer No 12606.85 >3 Yr <= 4 Yr 748.38 Open E-1 943.46 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 Broker-Dealer No 14568.02 >3 Yr <= 4 Yr 1076.56 30-90 Days E-2 297.50 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 16696.06 >3 Yr <= 4 Yr 2317.76 <30 Days G-1 585.89 No Risk Management