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 12331.88 >= 1 Yr <= 2 Yr 1572.57 30-90 Days L-9 1315.03 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 16575.61 >= 1 Yr <= 2 Yr 652.10 Open LC-1 343.35 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 Yes 14268.72 >= 1 Yr <= 2 Yr 779.93 Open LC-2 1302.29 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 1702.51 >= 1 Yr <= 2 Yr 51.67 Open N-1 316.42 Yes Liberty Wealth Management LLC 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 886.08 >= 1 Yr <= 2 Yr 61.63 Open N-2 106.28 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 16092.58 >= 1 Yr <= 2 Yr 1518.74 <30 Days N-3 1023.95 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 14210.89 >= 1 Yr <= 2 Yr 631.13 91-180 Days N-4 2294.63 Yes Liberty Wealth Management LLC 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 9543.36 >= 1 Yr <= 2 Yr 558.55 91-180 Days N-5 302.26 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 6048.84 >= 1 Yr <= 2 Yr 601.76 91-180 Days N-6 578.23 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 5573.05 >= 1 Yr <= 2 Yr 174.29 91-180 Days N-7 736.67 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 Yes 10142.16 >= 1 Yr <= 2 Yr 1007.04 91-180 Days P-1 1942.84 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 12214.42 >= 1 Yr <= 2 Yr 191.39 <30 Days P-2 871.24 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 8946.90 >= 1 Yr <= 2 Yr 285.26 Open S-8 1478.42 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 Debt Issuing SPE No 16718.41 >= 1 Yr <= 2 Yr 2034.93 <30 Days Y-1 218.46 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 14644.33 >= 1 Yr <= 2 Yr 638.59 <30 Days Y-2 1495.89 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 17001.58 >= 1 Yr <= 2 Yr 825.14 <30 Days Y-3 2914.73 Yes Liberty Wealth Management LLC 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 17014.87 >= 1 Yr <= 2 Yr 2235.83 30-90 Days Y-4 1736.60 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 Yes 538.52 >= 1 Yr <= 2 Yr 60.51 30-90 Days Z-1 4.35 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 5368.23 >= 1 Yr <= 2 Yr 529.51 Open A-2 937.08 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 10531.89 >= 1 Yr <= 2 Yr 7.83 30-90 Days A-3 1521.09 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 1780.54 >= 1 Yr <= 2 Yr 109.09 30-90 Days A-4 325.93 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 Yes 2478.62 >= 1 Yr <= 2 Yr 249.94 Open A-5 189.71 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 4203.30 >= 1 Yr <= 2 Yr 285.29 Open CB-1 246.74 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 4989.90 >= 1 Yr <= 2 Yr 438.54 <30 Days CB-2 467.45 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 15120.91 >= 1 Yr <= 2 Yr 2154.52 Open CB-3 2426.65 No Finance