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 4888.70 >4 Yr <= 5 Yr 451.56 30-90 Days N-3 182.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 751.30 >4 Yr <= 5 Yr 31.08 30-90 Days N-4 133.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 3022.23 >4 Yr <= 5 Yr 445.48 91-180 Days N-5 382.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 12475.92 >4 Yr <= 5 Yr 845.70 30-90 Days N-6 1366.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 9741.14 >4 Yr <= 5 Yr 277.89 Open N-7 1749.09 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 13819.85 >4 Yr <= 5 Yr 1114.53 91-180 Days P-1 1190.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13756.39 >4 Yr <= 5 Yr 64.87 30-90 Days P-2 1329.63 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 7016.90 >4 Yr <= 5 Yr 424.08 Open S-8 777.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 4215.91 >4 Yr <= 5 Yr 12.00 30-90 Days Y-1 382.99 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 8036.04 >4 Yr <= 5 Yr 237.13 30-90 Days Y-2 683.56 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 Yes 226.32 >4 Yr <= 5 Yr 3.31 <30 Days Y-3 29.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10537.62 >4 Yr <= 5 Yr 1441.69 91-180 Days Y-4 464.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 16245.47 >4 Yr <= 5 Yr 2183.50 <30 Days Z-1 1059.63 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 6428.12 >4 Yr <= 5 Yr 624.29 <30 Days A-2 244.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1397.76 >4 Yr <= 5 Yr 105.59 Open A-3 40.03 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 15449.89 >4 Yr <= 5 Yr 519.35 <30 Days A-4 276.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 2419.83 >4 Yr <= 5 Yr 288.42 30-90 Days A-5 146.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 10716.04 >4 Yr <= 5 Yr 978.83 <30 Days CB-1 2008.50 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 546.24 >4 Yr <= 5 Yr 58.27 Open CB-2 4.17 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 16447.55 >4 Yr <= 5 Yr 314.57 30-90 Days CB-3 714.52 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 1296.64 >4 Yr <= 5 Yr 123.15 <30 Days E-1 212.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13727.16 >4 Yr <= 5 Yr 176.94 Open E-2 986.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 123.89 >4 Yr <= 5 Yr 11.94 <30 Days G-1 13.28 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 16338.75 >4 Yr <= 5 Yr 1652.80 30-90 Days G-2 3151.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 9568.20 >4 Yr <= 5 Yr 411.79 30-90 Days G-3 1509.86 Yes Liberty National Bank Finance