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 3839.89 >3 Yr <= 4 Yr 570.04 <30 Days S-6-Q 387.77 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 Bank No 16787.06 >3 Yr <= 4 Yr 1900.55 30-90 Days S-7-Q 3074.70 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 8198.95 >3 Yr <= 4 Yr 657.12 Open E-1-Q 1110.55 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 3525.97 >3 Yr <= 4 Yr 43.52 Open E-2-Q 241.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 7902.30 >3 Yr <= 4 Yr 141.81 91-180 Days IG-1-Q 1565.22 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 Bank No 7477.06 >3 Yr <= 4 Yr 247.08 91-180 Days IG-2-Q 589.64 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3450.37 >3 Yr <= 4 Yr 256.02 30-90 Days C-1 466.83 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 9071.32 >3 Yr <= 4 Yr 1040.23 91-180 Days CB-4 1487.36 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 Bank No 12699.98 >3 Yr <= 4 Yr 1760.86 Open E-10 1486.99 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 5391.55 >3 Yr <= 4 Yr 290.61 30-90 Days E-3 93.11 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 Bank Yes 3394.94 >3 Yr <= 4 Yr 507.82 91-180 Days E-4 99.09 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 7593.26 >3 Yr <= 4 Yr 1137.42 Open E-5 859.88 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 No 15524.21 >3 Yr <= 4 Yr 1716.70 91-180 Days E-6 2185.58 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 13940.69 >3 Yr <= 4 Yr 1319.87 91-180 Days E-7 2552.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 10967.01 >3 Yr <= 4 Yr 236.64 Open E-8 681.70 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 1488.05 >3 Yr <= 4 Yr 102.26 30-90 Days E-9 98.52 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 13277.92 >3 Yr <= 4 Yr 1451.96 Open G-4 2113.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6183.83 >3 Yr <= 4 Yr 789.10 91-180 Days IG-3 305.74 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 11707.32 >3 Yr <= 4 Yr 1210.05 30-90 Days IG-4 1296.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 14244.09 >3 Yr <= 4 Yr 1483.26 Open IG-5 2548.86 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 7438.94 >3 Yr <= 4 Yr 27.83 <30 Days IG-6 351.00 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 14907.84 >3 Yr <= 4 Yr 2082.17 <30 Days IG-7 783.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3395.73 >3 Yr <= 4 Yr 345.57 30-90 Days IG-8 215.05 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 3793.02 >3 Yr <= 4 Yr 59.05 91-180 Days L-1 508.70 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 3327.12 >3 Yr <= 4 Yr 211.12 91-180 Days L-10 177.39 No Finance