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 Financial Market Utility Yes 358.33 Day 13 10.33 Open A-1-Q 10.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 10104.95 Day 13 417.92 <30 Days A-2-Q 623.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 14858.18 Day 13 60.42 91-180 Days A-3-Q 1862.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 5112.01 Day 13 50.71 91-180 Days A-4-Q 329.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 3159.10 Day 13 169.38 <30 Days A-5-Q 73.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 15818.56 Day 13 1662.53 Open CB-1-Q 2270.51 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 1917.81 Day 13 58.09 <30 Days CB-2-Q 163.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 678.07 Day 13 22.29 <30 Days S-1-Q 43.12 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 Financial Market Utility No 8426.97 Day 13 229.61 91-180 Days S-2-Q 839.50 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 Financial Market Utility No 13163.23 Day 13 765.93 <30 Days S-3-Q 2242.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 16042.25 Day 13 759.99 30-90 Days S-4-Q 662.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 17075.90 Day 13 1879.64 30-90 Days CB-3-Q 3012.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 12643.21 Day 13 954.84 <30 Days G-1-Q 633.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility Yes 4470.81 Day 13 165.37 Open G-2-Q 70.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 6080.35 Day 13 577.64 91-180 Days G-3-Q 523.89 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 Financial Market Utility Yes 2122.18 Day 13 20.43 30-90 Days S-5-Q 330.01 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 Financial Market Utility No 16216.84 Day 13 1104.80 <30 Days S-6-Q 2362.06 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 Financial Market Utility Yes 1722.75 Day 13 28.47 30-90 Days S-7-Q 42.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 7227.07 Day 13 37.99 91-180 Days E-1-Q 728.87 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 Financial Market Utility No 8300.11 Day 13 270.06 91-180 Days E-2-Q 1038.91 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 Financial Market Utility No 11363.28 Day 13 1441.25 91-180 Days IG-1-Q 1078.88 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 Financial Market Utility Yes 208.38 Day 13 12.41 91-180 Days IG-2-Q 27.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 405.68 Day 13 33.41 30-90 Days C-1 18.86 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 Financial Market Utility No 16807.76 Day 13 2360.27 30-90 Days CB-4 2301.39 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 Financial Market Utility Yes 16473.53 Day 13 976.02 91-180 Days E-10 2717.47 Yes Liberty Capital Markets Inc. Treasury