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 Other Yes 1545.74 180 - 270 Days 99.88 <30 Days E-1 34.04 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 Other No 6543.45 180 - 270 Days 503.47 30-90 Days E-2 221.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 2932.48 180 - 270 Days 321.21 <30 Days G-1 9.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 8092.03 180 - 270 Days 824.24 30-90 Days G-2 560.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 14875.24 180 - 270 Days 68.71 Open G-3 1156.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13915.95 180 - 270 Days 644.31 Open IG-1 1137.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 12019.48 180 - 270 Days 1232.50 Open IG-2 390.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13834.48 180 - 270 Days 1733.16 91-180 Days S-1 801.74 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 Other No 2999.82 180 - 270 Days 259.77 91-180 Days S-2 28.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 6065.91 180 - 270 Days 521.95 Open S-3 361.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16244.42 180 - 270 Days 655.11 Open S-4 3164.84 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 Other No 15088.68 180 - 270 Days 418.96 Open S-5 42.30 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 Other No 1626.04 180 - 270 Days 128.76 <30 Days S-6 249.82 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 Other No 7722.81 180 - 270 Days 85.66 <30 Days S-7 21.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 8777.69 271 - 364 Days 453.38 <30 Days A-0-Q 984.99 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 419.05 271 - 364 Days 13.90 Open A-1-Q 75.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 3326.93 271 - 364 Days 402.25 91-180 Days A-2-Q 39.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 4626.29 271 - 364 Days 391.99 30-90 Days A-3-Q 534.02 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 Other No 5089.84 271 - 364 Days 605.19 30-90 Days A-4-Q 586.14 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 Other Yes 16171.43 271 - 364 Days 2175.49 <30 Days A-5-Q 2744.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 12242.43 271 - 364 Days 1202.81 Open CB-1-Q 93.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 8510.63 271 - 364 Days 819.90 30-90 Days CB-2-Q 719.27 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 Other No 1653.10 271 - 364 Days 226.49 91-180 Days S-1-Q 224.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 4084.28 271 - 364 Days 17.26 30-90 Days S-2-Q 95.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15566.27 271 - 364 Days 2126.04 91-180 Days S-3-Q 21.77 No Legal