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 No 11217.16 >= 1 Yr <= 2 Yr 1035.79 91-180 Days E-2-Q 2192.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 507.70 >= 1 Yr <= 2 Yr 11.23 30-90 Days IG-1-Q 35.20 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 Yes 10149.08 >= 1 Yr <= 2 Yr 249.37 <30 Days IG-2-Q 184.02 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 Bank No 1520.98 >= 1 Yr <= 2 Yr 166.30 30-90 Days C-1 55.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 10872.82 >= 1 Yr <= 2 Yr 1363.78 30-90 Days CB-4 1676.86 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 Yes 4181.31 >= 1 Yr <= 2 Yr 469.08 <30 Days E-10 311.98 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 486.46 >= 1 Yr <= 2 Yr 39.95 30-90 Days E-3 85.66 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 Yes 3754.66 >= 1 Yr <= 2 Yr 540.55 91-180 Days E-4 688.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 1270.97 >= 1 Yr <= 2 Yr 174.63 <30 Days E-5 137.69 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 Yes 9435.52 >= 1 Yr <= 2 Yr 863.67 <30 Days E-6 1784.25 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 Bank No 15702.56 >= 1 Yr <= 2 Yr 891.25 30-90 Days E-7 1692.03 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 552.28 >= 1 Yr <= 2 Yr 52.09 30-90 Days E-8 75.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 10911.64 >= 1 Yr <= 2 Yr 693.33 Open E-9 2040.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 953.33 >= 1 Yr <= 2 Yr 137.46 30-90 Days G-4 126.02 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 Bank Yes 8315.49 >= 1 Yr <= 2 Yr 594.58 30-90 Days IG-3 1459.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 12244.49 >= 1 Yr <= 2 Yr 1451.75 91-180 Days IG-4 1229.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 5023.56 >= 1 Yr <= 2 Yr 436.72 <30 Days IG-5 997.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1160.25 >= 1 Yr <= 2 Yr 130.55 Open IG-6 74.30 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 Bank Yes 11876.62 >= 1 Yr <= 2 Yr 1540.18 Open IG-7 1083.85 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 Bank Yes 10140.95 >= 1 Yr <= 2 Yr 302.45 91-180 Days IG-8 525.16 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 Bank Yes 12605.95 >= 1 Yr <= 2 Yr 21.73 91-180 Days L-1 1869.39 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 Bank No 2065.87 >= 1 Yr <= 2 Yr 5.80 91-180 Days L-10 222.30 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 14738.28 >= 1 Yr <= 2 Yr 1991.35 <30 Days L-11 2502.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5745.55 >= 1 Yr <= 2 Yr 332.03 91-180 Days L-2 656.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11674.49 >= 1 Yr <= 2 Yr 1242.00 <30 Days L-3 285.49 No Operations