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 6526.11 >2 Yr <= 3 Yr 150.96 Open S-1-Q 21.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 12326.45 >2 Yr <= 3 Yr 1455.43 <30 Days S-2-Q 1164.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 11386.41 >2 Yr <= 3 Yr 478.99 <30 Days S-3-Q 455.58 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 No 16362.15 >2 Yr <= 3 Yr 462.59 91-180 Days S-4-Q 1848.08 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 16309.93 >2 Yr <= 3 Yr 1059.73 Open CB-3-Q 1554.31 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 3486.28 >2 Yr <= 3 Yr 204.94 91-180 Days G-1-Q 600.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 5685.36 >2 Yr <= 3 Yr 719.46 91-180 Days G-2-Q 723.80 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 8584.20 >2 Yr <= 3 Yr 1070.00 Open G-3-Q 918.15 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 Other No 15523.97 >2 Yr <= 3 Yr 915.50 <30 Days S-5-Q 1626.91 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 2030.93 >2 Yr <= 3 Yr 93.60 30-90 Days S-6-Q 127.96 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 Yes 10466.93 >2 Yr <= 3 Yr 734.49 Open S-7-Q 1950.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 4846.44 >2 Yr <= 3 Yr 587.98 91-180 Days E-1-Q 934.42 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 1509.43 >2 Yr <= 3 Yr 65.04 30-90 Days E-2-Q 137.20 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 No 3211.08 >2 Yr <= 3 Yr 332.06 30-90 Days IG-1-Q 159.13 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 8671.52 >2 Yr <= 3 Yr 1252.53 Open IG-2-Q 315.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 8180.32 >2 Yr <= 3 Yr 984.25 30-90 Days C-1 1219.12 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 12396.45 >2 Yr <= 3 Yr 1709.11 30-90 Days CB-4 2326.66 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 2641.10 >2 Yr <= 3 Yr 266.87 Open E-10 404.97 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 16834.79 >2 Yr <= 3 Yr 398.94 91-180 Days E-3 2904.87 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 No 11223.95 >2 Yr <= 3 Yr 467.90 Open E-4 1152.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 12328.02 >2 Yr <= 3 Yr 1113.93 Open E-5 1524.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 8908.86 >2 Yr <= 3 Yr 234.95 <30 Days E-6 1636.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10998.32 >2 Yr <= 3 Yr 164.66 <30 Days E-7 1712.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 10347.23 >2 Yr <= 3 Yr 1539.40 <30 Days E-8 396.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 7265.84 >2 Yr <= 3 Yr 799.07 91-180 Days E-9 496.30 No Legal