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 Other Yes 12920.75 Day 5 1019.61 30-90 Days CB-2-Q 244.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 63.53 Day 5 6.65 91-180 Days S-1-Q 7.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 13467.23 Day 5 1534.42 <30 Days S-2-Q 294.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 796.53 Day 5 91.68 <30 Days S-3-Q 124.27 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 Other Yes 16721.62 Day 5 2210.15 Open S-4-Q 3231.28 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 11708.39 Day 5 74.39 Open CB-3-Q 1278.93 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 Other Yes 5278.54 Day 5 693.14 <30 Days G-1-Q 578.78 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 Other Yes 2619.85 Day 5 221.79 91-180 Days G-2-Q 430.86 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 Other Yes 10553.64 Day 5 1345.46 <30 Days G-3-Q 933.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10893.58 Day 5 1192.44 Open S-5-Q 64.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13330.06 Day 5 1438.56 <30 Days S-6-Q 2405.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 2798.60 Day 5 200.41 91-180 Days S-7-Q 509.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 15028.81 Day 5 951.78 30-90 Days E-1-Q 802.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16924.05 Day 5 1109.93 Open E-2-Q 1268.36 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 Other Yes 6321.57 Day 5 713.91 30-90 Days IG-1-Q 1134.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16290.06 Day 5 380.76 Open IG-2-Q 283.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 517.69 Day 5 44.27 30-90 Days C-1 0.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 7572.18 Day 5 594.28 91-180 Days CB-4 678.10 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 Other Yes 14389.89 Day 5 902.16 <30 Days E-10 2709.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 9531.11 Day 5 1090.45 Open E-3 921.11 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 Other No 13771.44 Day 5 1023.33 <30 Days E-4 857.04 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 Other Yes 7855.32 Day 5 378.89 91-180 Days E-5 1346.78 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 Other No 13501.30 Day 5 142.05 <30 Days E-6 41.13 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 Other Yes 5658.00 Day 5 31.31 <30 Days E-7 220.72 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 Other Yes 1153.32 Day 5 61.26 Open E-8 20.82 Yes Liberty National Bank Operations