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 Yes 4956.07 >= 1 Yr <= 2 Yr 555.38 Open E-10 953.18 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 1109.86 >= 1 Yr <= 2 Yr 71.32 30-90 Days E-3 148.36 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 13976.37 >= 1 Yr <= 2 Yr 397.46 Open E-4 1090.24 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 Yes 12568.45 >= 1 Yr <= 2 Yr 247.17 <30 Days E-5 2303.29 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 16368.69 >= 1 Yr <= 2 Yr 659.34 30-90 Days E-6 1561.57 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 17007.12 >= 1 Yr <= 2 Yr 2440.14 91-180 Days E-7 2455.54 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 Yes 6543.71 >= 1 Yr <= 2 Yr 37.70 30-90 Days E-8 264.82 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 11001.01 >= 1 Yr <= 2 Yr 496.76 30-90 Days E-9 131.49 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 Yes 3192.04 >= 1 Yr <= 2 Yr 2.53 <30 Days G-4 84.43 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 4.84 >= 1 Yr <= 2 Yr 0.35 30-90 Days IG-3 0.94 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 10151.75 >= 1 Yr <= 2 Yr 1480.46 30-90 Days IG-4 352.84 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 9949.47 >= 1 Yr <= 2 Yr 485.72 30-90 Days IG-5 1582.28 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 Yes 2172.81 >= 1 Yr <= 2 Yr 139.06 30-90 Days IG-6 275.43 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 8392.52 >= 1 Yr <= 2 Yr 574.66 30-90 Days IG-7 924.19 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 7250.11 >= 1 Yr <= 2 Yr 228.05 91-180 Days IG-8 92.26 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 Debt Issuing SPE Yes 13963.84 >= 1 Yr <= 2 Yr 1038.31 <30 Days L-1 859.05 Yes Liberty Mortgage Services Corp. 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 2720.83 >= 1 Yr <= 2 Yr 117.28 30-90 Days L-10 397.57 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 13875.64 >= 1 Yr <= 2 Yr 1117.38 91-180 Days L-11 581.52 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 4992.44 >= 1 Yr <= 2 Yr 591.78 Open L-2 593.84 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 5175.54 >= 1 Yr <= 2 Yr 243.78 30-90 Days L-3 447.16 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 Debt Issuing SPE No 12058.99 >= 1 Yr <= 2 Yr 323.24 Open L-4 21.60 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 No 11506.45 >= 1 Yr <= 2 Yr 104.43 <30 Days L-5 1084.49 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 8906.01 >= 1 Yr <= 2 Yr 1206.30 91-180 Days L-6 112.93 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 10198.04 >= 1 Yr <= 2 Yr 1510.52 30-90 Days L-7 1601.17 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 16981.53 >= 1 Yr <= 2 Yr 873.21 30-90 Days L-8 1005.53 No Finance