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 Debt Issuing SPE No 14222.31 Day 1 842.65 91-180 Days S-5-Q 1987.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 1254.77 Day 1 125.90 30-90 Days S-6-Q 86.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 7229.76 Day 1 786.33 30-90 Days S-7-Q 760.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 9118.95 Day 1 1134.40 91-180 Days E-1-Q 1508.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 11756.20 Day 1 1336.11 91-180 Days E-2-Q 7.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 16437.12 Day 1 1043.63 30-90 Days IG-1-Q 941.26 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 Debt Issuing SPE Yes 13560.03 Day 1 1691.59 30-90 Days IG-2-Q 2134.43 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 Debt Issuing SPE No 8510.09 Day 1 572.04 Open C-1 791.78 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 Debt Issuing SPE No 8373.93 Day 1 416.13 <30 Days CB-4 1310.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 11995.87 Day 1 1392.99 91-180 Days E-10 684.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 5578.72 Day 1 289.09 30-90 Days E-3 531.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 1321.51 Day 1 122.89 91-180 Days E-4 100.09 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 Debt Issuing SPE Yes 2350.17 Day 1 9.77 91-180 Days E-5 310.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 10073.90 Day 1 1065.35 <30 Days E-6 1213.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 7969.26 Day 1 914.04 91-180 Days E-7 1466.82 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 Debt Issuing SPE Yes 3309.21 Day 1 399.87 30-90 Days E-8 285.33 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 Debt Issuing SPE No 4715.52 Day 1 250.42 91-180 Days E-9 140.05 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 Debt Issuing SPE Yes 11811.00 Day 1 1522.59 91-180 Days G-4 2086.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 4488.99 Day 1 25.72 91-180 Days IG-3 337.12 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 Debt Issuing SPE No 12511.76 Day 1 1233.87 <30 Days IG-4 1395.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3332.05 Day 1 438.56 Open IG-5 532.80 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 Debt Issuing SPE No 10512.85 Day 1 987.43 30-90 Days IG-6 1149.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3007.86 Day 1 88.91 <30 Days IG-7 54.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 9137.72 Day 1 65.44 30-90 Days IG-8 198.99 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 Debt Issuing SPE No 15064.47 Day 1 1316.94 <30 Days L-1 2579.52 Yes Liberty Mortgage Services Corp. Legal