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 16139.72 >3 Yr <= 4 Yr 1404.60 <30 Days Z-1 1464.54 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 90.47 >3 Yr <= 4 Yr 13.43 30-90 Days A-2 7.82 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 4582.13 >3 Yr <= 4 Yr 365.40 30-90 Days A-3 41.52 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 7892.42 >3 Yr <= 4 Yr 315.30 30-90 Days A-4 837.66 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 No 674.88 >3 Yr <= 4 Yr 72.49 <30 Days A-5 86.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 9027.72 >3 Yr <= 4 Yr 983.88 <30 Days CB-1 102.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 4869.32 >3 Yr <= 4 Yr 581.58 91-180 Days CB-2 697.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 9588.14 >3 Yr <= 4 Yr 1086.86 30-90 Days CB-3 93.80 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 9300.04 >3 Yr <= 4 Yr 31.59 91-180 Days E-1 74.84 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 Yes 5793.27 >3 Yr <= 4 Yr 431.47 30-90 Days E-2 629.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13616.67 >3 Yr <= 4 Yr 1881.28 Open G-1 1768.89 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 2716.89 >3 Yr <= 4 Yr 274.48 <30 Days G-2 474.86 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 14468.16 >3 Yr <= 4 Yr 307.58 <30 Days G-3 2227.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1480.28 >3 Yr <= 4 Yr 126.36 30-90 Days IG-1 220.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12733.28 >3 Yr <= 4 Yr 1364.44 Open IG-2 904.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11036.63 >3 Yr <= 4 Yr 795.00 <30 Days S-1 105.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 9538.22 >3 Yr <= 4 Yr 202.59 91-180 Days S-2 103.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 9553.35 >3 Yr <= 4 Yr 932.83 30-90 Days S-3 1068.63 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 2607.83 >3 Yr <= 4 Yr 80.56 91-180 Days S-4 223.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 10340.00 >3 Yr <= 4 Yr 134.05 Open S-5 780.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 6825.47 >3 Yr <= 4 Yr 919.09 91-180 Days S-6 923.18 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 6909.21 >3 Yr <= 4 Yr 263.11 30-90 Days S-7 1110.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 5549.44 >4 Yr <= 5 Yr 526.17 <30 Days A-0-Q 1107.74 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 8662.24 >4 Yr <= 5 Yr 1191.13 91-180 Days A-1-Q 661.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16237.91 >4 Yr <= 5 Yr 1772.13 30-90 Days A-2-Q 2369.96 No Risk Management