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 Financial Market Utility No 13229.94 Day 25 891.27 <30 Days S-2 517.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 1229.18 Day 25 169.45 30-90 Days S-3 230.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 17148.34 Day 25 1180.85 Open S-4 1943.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 16489.82 Day 25 2143.83 91-180 Days S-5 1300.96 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 Financial Market Utility No 12530.18 Day 25 1865.90 30-90 Days S-6 124.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 12289.91 Day 25 208.55 30-90 Days S-7 1729.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 6889.08 Day 26 184.29 Open A-0-Q 109.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 4376.89 Day 26 437.32 Open A-1-Q 511.11 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 Financial Market Utility Yes 4408.07 Day 26 121.83 30-90 Days A-2-Q 275.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 16163.24 Day 26 1522.17 Open A-3-Q 1886.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 16032.44 Day 26 1619.18 Open A-4-Q 1204.22 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 Financial Market Utility Yes 14603.48 Day 26 347.35 91-180 Days A-5-Q 299.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 6533.93 Day 26 703.48 91-180 Days CB-1-Q 152.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 1018.20 Day 26 7.77 <30 Days CB-2-Q 175.68 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 Financial Market Utility Yes 10012.34 Day 26 805.60 30-90 Days S-1-Q 1866.76 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 Financial Market Utility No 2765.21 Day 26 29.80 <30 Days S-2-Q 84.56 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 3784.54 Day 26 298.22 <30 Days S-3-Q 76.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 6036.57 Day 26 558.00 30-90 Days S-4-Q 784.54 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 Financial Market Utility No 6434.58 Day 26 30.78 91-180 Days CB-3-Q 930.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 12488.83 Day 26 675.61 30-90 Days G-1-Q 2260.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 16224.35 Day 26 54.32 Open G-2-Q 1287.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 2996.53 Day 26 13.91 30-90 Days G-3-Q 499.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 15517.41 Day 26 1735.37 <30 Days S-5-Q 2363.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 2470.84 Day 26 345.33 30-90 Days S-6-Q 134.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 754.22 Day 26 44.64 <30 Days S-7-Q 46.77 Yes Liberty Wealth Management LLC Treasury