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 Bank Yes 13126.89 271 - 364 Days 463.55 <30 Days S-2-Q 1887.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 2486.81 271 - 364 Days 370.85 <30 Days S-3-Q 310.01 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 Bank No 14761.26 271 - 364 Days 416.67 Open S-4-Q 768.63 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 Bank Yes 942.61 271 - 364 Days 56.74 <30 Days CB-3-Q 115.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 14308.98 271 - 364 Days 1965.97 Open G-1-Q 321.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 13748.25 271 - 364 Days 196.69 91-180 Days G-2-Q 845.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 10198.30 271 - 364 Days 1406.32 Open G-3-Q 2001.03 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 Bank No 14270.20 271 - 364 Days 171.96 <30 Days S-5-Q 2185.73 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 Bank Yes 3948.35 271 - 364 Days 534.74 <30 Days S-6-Q 25.16 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 Bank No 12997.61 271 - 364 Days 377.28 30-90 Days S-7-Q 710.37 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 Bank No 16224.69 271 - 364 Days 1482.21 30-90 Days E-1-Q 1546.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 1168.28 271 - 364 Days 31.33 30-90 Days E-2-Q 72.65 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 Bank No 5983.07 271 - 364 Days 883.99 30-90 Days IG-1-Q 582.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4740.98 271 - 364 Days 137.88 <30 Days IG-2-Q 845.15 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 Bank Yes 8381.52 271 - 364 Days 924.14 91-180 Days C-1 510.76 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 Bank No 9144.06 271 - 364 Days 1165.28 30-90 Days CB-4 893.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1045.17 271 - 364 Days 55.44 91-180 Days E-10 23.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 10306.38 271 - 364 Days 1227.05 <30 Days E-3 1120.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6677.78 271 - 364 Days 233.01 30-90 Days E-4 1278.60 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 Bank Yes 3790.08 271 - 364 Days 223.87 91-180 Days E-5 549.17 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 Bank No 6710.58 271 - 364 Days 145.06 30-90 Days E-6 1007.30 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 Bank Yes 9562.21 271 - 364 Days 1164.13 Open E-7 1244.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4614.08 271 - 364 Days 379.09 30-90 Days E-8 489.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 2396.30 271 - 364 Days 21.65 30-90 Days E-9 444.88 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 Bank No 10753.96 271 - 364 Days 1447.20 Open G-4 1997.72 No Operations