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 No 15906.94 Day 56 2281.07 <30 Days CB-4 1826.11 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 16749.82 Day 56 1429.47 30-90 Days E-10 1232.62 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 13855.08 Day 56 46.54 <30 Days E-3 1700.80 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 Financial Market Utility Yes 11362.70 Day 56 1357.84 <30 Days E-4 553.69 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 Yes 8800.66 Day 56 114.06 91-180 Days E-5 692.56 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 Financial Market Utility Yes 2241.14 Day 56 34.59 30-90 Days E-6 377.78 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 948.17 Day 56 103.78 30-90 Days E-7 85.04 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 306.54 Day 56 4.08 91-180 Days E-8 9.63 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 12890.08 Day 56 780.78 30-90 Days E-9 1360.61 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 6795.80 Day 56 773.48 91-180 Days G-4 419.59 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 No 6329.82 Day 56 460.48 91-180 Days IG-3 119.43 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 4909.18 Day 56 273.19 Open IG-4 916.80 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 Financial Market Utility Yes 4462.87 Day 56 651.39 91-180 Days IG-5 165.79 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 9497.72 Day 56 341.09 <30 Days IG-6 281.68 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 3292.15 Day 56 73.00 <30 Days IG-7 333.34 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 6360.35 Day 56 646.21 <30 Days IG-8 509.72 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 1248.15 Day 56 52.16 91-180 Days L-1 136.65 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 17020.13 Day 56 1110.20 91-180 Days L-10 1453.96 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 11368.60 Day 56 361.16 91-180 Days L-11 779.67 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 3763.02 Day 56 358.40 30-90 Days L-2 362.68 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 Yes 980.94 Day 56 145.82 30-90 Days L-3 179.79 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 Financial Market Utility No 14225.90 Day 56 2002.03 91-180 Days L-4 2106.57 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 11332.27 Day 56 1407.79 91-180 Days L-5 427.38 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 12516.38 Day 56 3.39 91-180 Days L-6 384.82 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 No 15439.56 Day 56 1208.92 <30 Days L-7 2714.21 No Treasury