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 15558.33 >= 1 Yr <= 2 Yr 1573.04 91-180 Days IG-2-Q 936.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 1965.12 >= 1 Yr <= 2 Yr 77.47 30-90 Days C-1 161.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13188.91 >= 1 Yr <= 2 Yr 1445.51 91-180 Days CB-4 1676.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15098.20 >= 1 Yr <= 2 Yr 1882.19 Open E-10 2227.27 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 Yes 3954.61 >= 1 Yr <= 2 Yr 155.53 91-180 Days E-3 701.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 1192.10 >= 1 Yr <= 2 Yr 118.87 <30 Days E-4 174.61 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 Other Yes 13665.90 >= 1 Yr <= 2 Yr 267.78 91-180 Days E-5 1259.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 10021.92 >= 1 Yr <= 2 Yr 893.65 30-90 Days E-6 1206.60 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 11296.37 >= 1 Yr <= 2 Yr 624.82 91-180 Days E-7 1114.96 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 6578.42 >= 1 Yr <= 2 Yr 789.02 30-90 Days E-8 192.16 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 12547.24 >= 1 Yr <= 2 Yr 1547.68 <30 Days E-9 1474.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 10771.92 >= 1 Yr <= 2 Yr 1269.94 Open G-4 2135.21 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 Other Yes 13764.46 >= 1 Yr <= 2 Yr 855.77 30-90 Days IG-3 2138.67 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 2766.10 >= 1 Yr <= 2 Yr 192.06 <30 Days IG-4 533.77 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 Other Yes 5937.81 >= 1 Yr <= 2 Yr 761.62 <30 Days IG-5 339.89 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 9939.03 >= 1 Yr <= 2 Yr 885.20 Open IG-6 1942.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16027.02 >= 1 Yr <= 2 Yr 2056.59 Open IG-7 364.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 3813.30 >= 1 Yr <= 2 Yr 321.77 30-90 Days IG-8 717.73 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 10260.67 >= 1 Yr <= 2 Yr 888.89 Open L-1 1830.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15415.93 >= 1 Yr <= 2 Yr 2146.10 <30 Days L-10 1907.59 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 Other Yes 1799.86 >= 1 Yr <= 2 Yr 80.30 91-180 Days L-11 74.89 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 Yes 7932.56 >= 1 Yr <= 2 Yr 984.56 30-90 Days L-2 624.76 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 15916.03 >= 1 Yr <= 2 Yr 450.60 <30 Days L-3 1141.92 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 Other No 5995.50 >= 1 Yr <= 2 Yr 64.59 Open L-4 548.26 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 2662.23 >= 1 Yr <= 2 Yr 129.55 30-90 Days L-5 418.49 Yes Liberty National Bank Legal