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 4419.51 Day 15 107.46 Open CB-2 144.13 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 Financial Market Utility Yes 16089.64 Day 15 2041.10 30-90 Days CB-3 2556.41 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 Yes 4894.33 Day 15 126.38 30-90 Days E-1 135.21 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 10430.26 Day 15 839.47 <30 Days E-2 894.38 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 12726.52 Day 15 1256.22 Open G-1 1784.38 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 9089.17 Day 15 247.70 <30 Days G-2 121.88 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 Financial Market Utility No 9281.91 Day 15 723.68 Open G-3 1338.12 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 No 6003.28 Day 15 471.55 91-180 Days IG-1 454.11 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 No 14865.52 Day 15 1209.74 91-180 Days IG-2 901.96 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 356.10 Day 15 26.96 91-180 Days S-1 51.34 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 Yes 740.62 Day 15 108.79 30-90 Days S-2 112.85 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 Financial Market Utility Yes 13741.89 Day 15 1993.98 <30 Days S-3 439.99 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 No 9909.62 Day 15 1452.51 <30 Days S-4 1738.70 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 Financial Market Utility Yes 10578.37 Day 15 277.57 91-180 Days S-5 247.58 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 Financial Market Utility No 1821.50 Day 15 109.39 Open S-6 335.74 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 Financial Market Utility No 13737.21 Day 15 676.93 Open S-7 2300.68 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 Financial Market Utility Yes 920.23 Day 16 88.64 Open A-0-Q 100.20 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 6719.95 Day 16 551.85 91-180 Days A-1-Q 755.90 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 Yes 14408.20 Day 16 72.00 <30 Days A-2-Q 774.27 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 14564.88 Day 16 1270.43 Open A-3-Q 24.70 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 16740.09 Day 16 1481.11 <30 Days A-4-Q 2671.48 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 15965.10 Day 16 2185.47 <30 Days A-5-Q 2865.57 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 Yes 6154.49 Day 16 308.94 Open CB-1-Q 1122.44 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 10421.84 Day 16 1004.82 91-180 Days CB-2-Q 1341.30 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 Yes 12458.82 Day 16 893.81 <30 Days S-1-Q 591.67 No Risk Management