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 4217.07 >4 Yr <= 5 Yr 386.67 Open A-3-Q 514.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 10035.68 >4 Yr <= 5 Yr 1032.66 91-180 Days A-4-Q 291.35 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 14713.24 >4 Yr <= 5 Yr 37.40 <30 Days A-5-Q 1798.70 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 8885.62 >4 Yr <= 5 Yr 1130.92 91-180 Days CB-1-Q 1414.04 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 7800.89 >4 Yr <= 5 Yr 646.85 91-180 Days CB-2-Q 1357.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 4006.61 >4 Yr <= 5 Yr 583.82 <30 Days S-1-Q 65.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 3092.13 >4 Yr <= 5 Yr 35.65 30-90 Days S-2-Q 184.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 9090.04 >4 Yr <= 5 Yr 961.62 <30 Days S-3-Q 1594.65 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 3765.12 >4 Yr <= 5 Yr 288.19 30-90 Days S-4-Q 679.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 8571.42 >4 Yr <= 5 Yr 1019.60 Open CB-3-Q 511.46 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 3039.80 >4 Yr <= 5 Yr 276.75 30-90 Days G-1-Q 606.53 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 12922.99 >4 Yr <= 5 Yr 519.55 <30 Days G-2-Q 2196.28 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 Bank Yes 8689.29 >4 Yr <= 5 Yr 1113.29 <30 Days G-3-Q 692.02 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 Yes 13619.56 >4 Yr <= 5 Yr 132.00 91-180 Days S-5-Q 1532.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 15247.90 >4 Yr <= 5 Yr 802.73 30-90 Days S-6-Q 740.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 5210.06 >4 Yr <= 5 Yr 627.85 91-180 Days S-7-Q 275.07 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 Yes 12095.10 >4 Yr <= 5 Yr 1471.75 <30 Days E-1-Q 1123.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 6877.10 >4 Yr <= 5 Yr 538.94 30-90 Days E-2-Q 236.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5064.04 >4 Yr <= 5 Yr 399.78 Open IG-1-Q 982.70 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 772.19 >4 Yr <= 5 Yr 34.84 91-180 Days IG-2-Q 79.43 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 3190.09 >4 Yr <= 5 Yr 62.95 <30 Days C-1 100.77 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 3399.29 >4 Yr <= 5 Yr 42.15 91-180 Days CB-4 276.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 4248.21 >4 Yr <= 5 Yr 588.44 30-90 Days E-10 416.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 1905.34 >4 Yr <= 5 Yr 19.86 <30 Days E-3 3.98 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 15560.17 >4 Yr <= 5 Yr 19.25 <30 Days E-4 3016.53 No Operations