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 3346.89 >3 Yr <= 4 Yr 36.51 30-90 Days A-3 36.09 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 6714.44 >3 Yr <= 4 Yr 544.18 30-90 Days A-4 869.11 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 4456.38 >3 Yr <= 4 Yr 205.16 30-90 Days A-5 304.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15617.14 >3 Yr <= 4 Yr 183.54 Open CB-1 1810.17 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 3064.85 >3 Yr <= 4 Yr 107.58 91-180 Days CB-2 190.75 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 9618.73 >3 Yr <= 4 Yr 37.52 <30 Days CB-3 950.80 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 3794.79 >3 Yr <= 4 Yr 219.31 91-180 Days E-1 655.57 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 8282.99 >3 Yr <= 4 Yr 322.26 91-180 Days E-2 921.48 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 No 15412.88 >3 Yr <= 4 Yr 1214.03 <30 Days G-1 1199.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 9007.21 >3 Yr <= 4 Yr 708.24 91-180 Days G-2 981.64 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 No 3413.79 >3 Yr <= 4 Yr 456.98 Open G-3 401.07 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 No 4093.89 >3 Yr <= 4 Yr 238.45 Open IG-1 31.93 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 No 10114.56 >3 Yr <= 4 Yr 408.37 Open IG-2 1032.00 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 8485.47 >3 Yr <= 4 Yr 685.71 <30 Days S-1 923.36 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 7762.66 >3 Yr <= 4 Yr 720.57 <30 Days S-2 845.82 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 678.84 >3 Yr <= 4 Yr 40.53 30-90 Days S-3 131.35 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 No 11178.06 >3 Yr <= 4 Yr 805.22 Open S-4 204.22 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 12300.66 >3 Yr <= 4 Yr 1061.31 30-90 Days S-5 1078.24 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 9880.69 >3 Yr <= 4 Yr 504.54 30-90 Days S-6 1874.09 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 No 14753.71 >3 Yr <= 4 Yr 276.04 <30 Days S-7 2642.98 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 Yes 10511.81 >4 Yr <= 5 Yr 1536.80 Open A-0-Q 1911.72 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 13338.81 >4 Yr <= 5 Yr 1014.77 30-90 Days A-1-Q 1566.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 10023.29 >4 Yr <= 5 Yr 250.55 30-90 Days A-2-Q 1669.47 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 2145.02 >4 Yr <= 5 Yr 91.51 30-90 Days A-3-Q 376.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 1252.18 >4 Yr <= 5 Yr 166.98 Open A-4-Q 119.65 Yes Liberty Wealth Management LLC Legal