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 1010.77 >3 Yr <= 4 Yr 102.57 <30 Days E-1-Q 198.87 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 1549.97 >3 Yr <= 4 Yr 224.72 91-180 Days E-2-Q 182.80 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 2208.24 >3 Yr <= 4 Yr 227.77 Open IG-1-Q 51.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 8746.12 >3 Yr <= 4 Yr 1230.54 91-180 Days IG-2-Q 1044.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 960.75 >3 Yr <= 4 Yr 48.18 Open C-1 111.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 9241.10 >3 Yr <= 4 Yr 1171.49 <30 Days CB-4 1465.85 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 4766.58 >3 Yr <= 4 Yr 288.91 Open E-10 441.44 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 13464.56 >3 Yr <= 4 Yr 587.99 30-90 Days E-3 93.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 4865.61 >3 Yr <= 4 Yr 719.52 30-90 Days E-4 130.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 16421.33 >3 Yr <= 4 Yr 2059.99 91-180 Days E-5 1207.35 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 10510.20 >3 Yr <= 4 Yr 553.10 <30 Days E-6 398.01 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 6554.20 >3 Yr <= 4 Yr 501.90 91-180 Days E-7 972.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15892.12 >3 Yr <= 4 Yr 23.60 Open E-8 743.11 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 2868.76 >3 Yr <= 4 Yr 171.32 Open E-9 279.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10171.73 >3 Yr <= 4 Yr 678.05 91-180 Days G-4 717.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 11323.69 >3 Yr <= 4 Yr 1084.14 30-90 Days IG-3 21.16 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 2158.67 >3 Yr <= 4 Yr 147.89 91-180 Days IG-4 100.70 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 15955.93 >3 Yr <= 4 Yr 1006.39 30-90 Days IG-5 1079.74 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 Yes 7.42 >3 Yr <= 4 Yr 0.07 30-90 Days IG-6 0.51 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 13507.46 >3 Yr <= 4 Yr 687.94 <30 Days IG-7 1475.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1733.61 >3 Yr <= 4 Yr 224.56 Open IG-8 169.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 8330.42 >3 Yr <= 4 Yr 145.39 91-180 Days L-1 1429.98 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 No 2130.93 >3 Yr <= 4 Yr 288.41 91-180 Days L-10 22.97 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 8123.59 >3 Yr <= 4 Yr 1155.53 30-90 Days L-11 1604.05 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 7390.49 >3 Yr <= 4 Yr 490.94 Open L-2 237.45 Yes Liberty Wealth Management LLC Treasury