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 2064.99 271 - 364 Days 129.82 91-180 Days S-5 263.61 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 Other Yes 16900.34 271 - 364 Days 579.05 Open S-6 1238.10 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 No 1767.95 271 - 364 Days 262.57 Open S-7 137.44 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 7731.46 >= 1 Yr <= 2 Yr 467.10 91-180 Days A-0-Q 104.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 13210.47 >= 1 Yr <= 2 Yr 1695.49 91-180 Days A-1-Q 1897.29 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 Other Yes 14221.76 >= 1 Yr <= 2 Yr 608.15 Open A-2-Q 1420.82 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 Other Yes 12010.49 >= 1 Yr <= 2 Yr 166.11 91-180 Days A-3-Q 964.22 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 3475.30 >= 1 Yr <= 2 Yr 453.62 Open A-4-Q 25.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10032.70 >= 1 Yr <= 2 Yr 1090.83 Open A-5-Q 1877.72 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 Other No 12475.35 >= 1 Yr <= 2 Yr 1688.99 91-180 Days CB-1-Q 716.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 3936.09 >= 1 Yr <= 2 Yr 229.07 91-180 Days CB-2-Q 724.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 16846.43 >= 1 Yr <= 2 Yr 1541.15 Open S-1-Q 2595.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 3674.67 >= 1 Yr <= 2 Yr 275.88 30-90 Days S-2-Q 357.91 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 Other No 12330.42 >= 1 Yr <= 2 Yr 1076.89 Open S-3-Q 1710.78 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 2727.04 >= 1 Yr <= 2 Yr 155.82 <30 Days S-4-Q 520.11 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 12533.61 >= 1 Yr <= 2 Yr 1820.26 <30 Days CB-3-Q 1052.91 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 16901.05 >= 1 Yr <= 2 Yr 1706.75 Open G-1-Q 953.48 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 2879.96 >= 1 Yr <= 2 Yr 281.96 Open G-2-Q 244.09 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 Other Yes 3888.30 >= 1 Yr <= 2 Yr 344.09 30-90 Days G-3-Q 193.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 7517.77 >= 1 Yr <= 2 Yr 809.12 30-90 Days S-5-Q 32.44 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 14597.65 >= 1 Yr <= 2 Yr 287.39 Open S-6-Q 1046.53 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 16914.20 >= 1 Yr <= 2 Yr 1326.93 <30 Days S-7-Q 517.89 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 4814.74 >= 1 Yr <= 2 Yr 93.09 <30 Days E-1-Q 755.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 8979.70 >= 1 Yr <= 2 Yr 149.60 30-90 Days E-2-Q 1781.64 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 No 7915.34 >= 1 Yr <= 2 Yr 138.46 30-90 Days IG-1-Q 234.61 No Risk Management