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 1488.36 >= 1 Yr <= 2 Yr 96.24 30-90 Days L-6 168.82 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 3425.03 >= 1 Yr <= 2 Yr 167.42 91-180 Days L-7 600.55 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 15224.62 >= 1 Yr <= 2 Yr 744.29 91-180 Days L-8 1452.14 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 Other Yes 11873.88 >= 1 Yr <= 2 Yr 171.41 <30 Days L-9 1700.18 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 7819.76 >= 1 Yr <= 2 Yr 85.59 30-90 Days LC-1 151.49 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 8769.58 >= 1 Yr <= 2 Yr 1189.71 Open LC-2 454.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 140.05 >= 1 Yr <= 2 Yr 3.83 <30 Days N-1 23.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 559.16 >= 1 Yr <= 2 Yr 66.64 Open N-2 88.39 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 796.08 >= 1 Yr <= 2 Yr 25.16 <30 Days N-3 44.07 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 Other No 2361.48 >= 1 Yr <= 2 Yr 264.83 <30 Days N-4 366.00 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 Yes 10052.18 >= 1 Yr <= 2 Yr 135.93 91-180 Days N-5 519.15 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 Other Yes 6538.70 >= 1 Yr <= 2 Yr 112.78 91-180 Days N-6 734.56 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 14980.23 >= 1 Yr <= 2 Yr 1008.67 Open N-7 879.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1621.85 >= 1 Yr <= 2 Yr 160.24 30-90 Days P-1 218.46 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 12654.74 >= 1 Yr <= 2 Yr 1544.00 <30 Days P-2 1488.65 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 No 7780.96 >= 1 Yr <= 2 Yr 205.06 91-180 Days S-8 602.25 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 9200.67 >= 1 Yr <= 2 Yr 1352.58 91-180 Days Y-1 745.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 9909.12 >= 1 Yr <= 2 Yr 178.68 <30 Days Y-2 312.13 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 2988.72 >= 1 Yr <= 2 Yr 116.63 91-180 Days Y-3 324.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 9172.32 >= 1 Yr <= 2 Yr 915.15 30-90 Days Y-4 1192.84 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 16535.46 >= 1 Yr <= 2 Yr 1421.34 30-90 Days Z-1 3167.07 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 13748.78 >= 1 Yr <= 2 Yr 453.14 30-90 Days A-2 93.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 7741.61 >= 1 Yr <= 2 Yr 1091.03 30-90 Days A-3 1079.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 6441.46 >= 1 Yr <= 2 Yr 114.59 Open A-4 109.48 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 3985.38 >= 1 Yr <= 2 Yr 516.10 Open A-5 315.17 No Finance