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 15379.46 >= 1 Yr <= 2 Yr 1650.94 30-90 Days A-0-Q 2973.63 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 Debt Issuing SPE Yes 15502.79 >= 1 Yr <= 2 Yr 1049.90 91-180 Days A-1-Q 589.71 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 7308.99 >= 1 Yr <= 2 Yr 280.18 91-180 Days A-2-Q 818.47 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 11433.24 >= 1 Yr <= 2 Yr 324.02 Open A-3-Q 738.24 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 15668.97 >= 1 Yr <= 2 Yr 378.19 Open A-4-Q 1064.37 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 1591.86 >= 1 Yr <= 2 Yr 141.57 91-180 Days A-5-Q 25.47 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 Debt Issuing SPE No 6543.85 >= 1 Yr <= 2 Yr 675.69 Open CB-1-Q 38.69 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 3541.20 >= 1 Yr <= 2 Yr 390.36 91-180 Days CB-2-Q 614.51 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 1701.24 >= 1 Yr <= 2 Yr 50.77 30-90 Days S-1-Q 82.30 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 Debt Issuing SPE No 16663.59 >= 1 Yr <= 2 Yr 2477.71 Open S-2-Q 1068.95 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 Yes 7441.58 >= 1 Yr <= 2 Yr 451.14 Open S-3-Q 1101.87 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 Debt Issuing SPE Yes 4313.79 >= 1 Yr <= 2 Yr 626.18 91-180 Days S-4-Q 111.72 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 No 16454.44 >= 1 Yr <= 2 Yr 1527.83 Open CB-3-Q 2032.70 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 13049.52 >= 1 Yr <= 2 Yr 99.32 91-180 Days G-1-Q 296.36 Yes Liberty Wealth Management LLC 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 1291.65 >= 1 Yr <= 2 Yr 108.05 91-180 Days G-2-Q 21.04 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 6409.94 >= 1 Yr <= 2 Yr 815.06 <30 Days G-3-Q 531.86 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 Debt Issuing SPE Yes 10016.75 >= 1 Yr <= 2 Yr 42.40 91-180 Days S-5-Q 1689.46 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 Debt Issuing SPE No 10175.10 >= 1 Yr <= 2 Yr 375.02 30-90 Days S-6-Q 622.07 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 1503.03 >= 1 Yr <= 2 Yr 148.21 30-90 Days S-7-Q 12.24 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 8618.70 >= 1 Yr <= 2 Yr 867.85 <30 Days E-1-Q 1374.49 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 514.77 >= 1 Yr <= 2 Yr 21.68 30-90 Days E-2-Q 99.03 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 Debt Issuing SPE No 12845.95 >= 1 Yr <= 2 Yr 541.22 <30 Days IG-1-Q 1323.17 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 16883.28 >= 1 Yr <= 2 Yr 2370.75 <30 Days IG-2-Q 2277.95 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 Debt Issuing SPE No 3676.71 >= 1 Yr <= 2 Yr 465.43 91-180 Days C-1 312.38 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 5172.88 >= 1 Yr <= 2 Yr 201.63 Open CB-4 696.76 No Legal