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 Yes 4170.86 Day 26 159.30 91-180 Days E-1-Q 6.42 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 Financial Market Utility No 15694.47 Day 26 279.23 30-90 Days E-2-Q 248.59 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 8842.27 Day 26 907.18 30-90 Days IG-1-Q 1524.62 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 Financial Market Utility Yes 680.58 Day 26 58.29 <30 Days IG-2-Q 121.98 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 12831.03 Day 26 819.25 Open C-1 1591.16 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 6846.11 Day 26 423.82 Open CB-4 640.01 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 13061.83 Day 26 50.89 91-180 Days E-10 1565.69 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 12679.17 Day 26 1518.71 Open E-3 1767.22 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 Financial Market Utility Yes 14679.59 Day 26 986.30 91-180 Days E-4 1464.13 Yes Liberty Capital Markets Inc. 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 14292.12 Day 26 1542.33 Open E-5 1491.05 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 Financial Market Utility No 2599.72 Day 26 7.70 91-180 Days E-6 8.96 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 15936.06 Day 26 1475.59 <30 Days E-7 1292.24 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 728.76 Day 26 79.40 <30 Days E-8 138.04 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 12686.88 Day 26 397.51 <30 Days E-9 1612.16 Yes Liberty Capital Markets Inc. 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 5747.22 Day 26 310.66 <30 Days G-4 617.46 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 3573.08 Day 26 322.91 30-90 Days IG-3 535.70 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 Financial Market Utility Yes 12509.27 Day 26 1263.08 Open IG-4 2057.43 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 15143.94 Day 26 198.34 <30 Days IG-5 124.59 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 7193.06 Day 26 271.41 91-180 Days IG-6 339.02 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 1169.40 Day 26 22.91 91-180 Days IG-7 116.40 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 Yes 11499.48 Day 26 1272.07 91-180 Days IG-8 2012.86 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 10886.83 Day 26 1135.79 30-90 Days L-1 643.32 Yes Liberty Capital Markets Inc. 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 3438.18 Day 26 355.99 Open L-10 668.46 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 Financial Market Utility No 10639.94 Day 26 767.75 Open L-11 1517.54 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 5274.19 Day 26 661.06 <30 Days L-2 362.20 Yes Liberty Mortgage Services Corp. Risk Management