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 6625.64 >4 Yr <= 5 Yr 274.21 Open N-6 59.86 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 15122.44 >4 Yr <= 5 Yr 614.64 Open N-7 414.67 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 16753.11 >4 Yr <= 5 Yr 432.06 Open P-1 487.75 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 12725.08 >4 Yr <= 5 Yr 1008.87 <30 Days P-2 317.22 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 14277.44 >4 Yr <= 5 Yr 929.98 30-90 Days S-8 2782.75 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 11700.53 >4 Yr <= 5 Yr 756.52 30-90 Days Y-1 2234.64 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 5987.93 >4 Yr <= 5 Yr 49.06 91-180 Days Y-2 104.52 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 No 1138.67 >4 Yr <= 5 Yr 62.60 Open Y-3 4.56 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 575.65 >4 Yr <= 5 Yr 62.26 91-180 Days Y-4 87.70 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 Yes 12804.06 >4 Yr <= 5 Yr 528.17 91-180 Days Z-1 1598.70 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 577.22 >4 Yr <= 5 Yr 47.12 30-90 Days A-2 58.85 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 16067.40 >4 Yr <= 5 Yr 1158.49 91-180 Days A-3 829.37 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 6797.33 >4 Yr <= 5 Yr 655.99 30-90 Days A-4 891.35 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 No 14979.40 >4 Yr <= 5 Yr 2097.88 <30 Days A-5 2419.84 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 No 552.99 >4 Yr <= 5 Yr 49.62 <30 Days CB-1 76.50 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 7744.46 >4 Yr <= 5 Yr 141.77 <30 Days CB-2 1059.88 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 6387.47 >4 Yr <= 5 Yr 389.97 Open CB-3 890.70 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 10397.56 >4 Yr <= 5 Yr 411.52 <30 Days E-1 1596.51 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 14851.26 >4 Yr <= 5 Yr 873.46 91-180 Days E-2 1318.44 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 1408.53 >4 Yr <= 5 Yr 140.48 91-180 Days G-1 96.93 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 1088.42 >4 Yr <= 5 Yr 147.57 91-180 Days G-2 96.82 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 10705.19 >4 Yr <= 5 Yr 765.80 30-90 Days G-3 661.27 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 2380.71 >4 Yr <= 5 Yr 209.01 30-90 Days IG-1 472.01 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 16246.04 >4 Yr <= 5 Yr 1636.12 Open IG-2 750.87 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 7590.01 >4 Yr <= 5 Yr 50.85 <30 Days S-1 1278.41 No Finance