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 14688.05 >4 Yr <= 5 Yr 1618.09 30-90 Days A-5-Q 1169.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 3986.70 >4 Yr <= 5 Yr 468.76 Open CB-1-Q 48.46 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 Other Yes 9799.12 >4 Yr <= 5 Yr 137.28 91-180 Days CB-2-Q 428.82 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 2232.08 >4 Yr <= 5 Yr 268.31 <30 Days S-1-Q 168.63 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 15077.19 >4 Yr <= 5 Yr 1456.91 <30 Days S-2-Q 2631.97 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 Other No 11830.07 >4 Yr <= 5 Yr 961.68 <30 Days S-3-Q 1491.60 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 Other Yes 13743.61 >4 Yr <= 5 Yr 594.86 30-90 Days S-4-Q 981.45 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 Other No 531.34 >4 Yr <= 5 Yr 7.39 30-90 Days CB-3-Q 10.80 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 6175.87 >4 Yr <= 5 Yr 4.63 <30 Days G-1-Q 630.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 13544.92 >4 Yr <= 5 Yr 1651.35 30-90 Days G-2-Q 1540.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 2817.79 >4 Yr <= 5 Yr 300.09 91-180 Days G-3-Q 141.47 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 Other No 4300.25 >4 Yr <= 5 Yr 314.08 Open S-5-Q 230.35 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 11199.64 >4 Yr <= 5 Yr 1603.63 30-90 Days S-6-Q 1097.34 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 Other Yes 4282.55 >4 Yr <= 5 Yr 411.63 91-180 Days S-7-Q 537.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 7386.27 >4 Yr <= 5 Yr 215.74 Open E-1-Q 980.69 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 1442.71 >4 Yr <= 5 Yr 94.19 91-180 Days E-2-Q 16.31 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 13312.54 >4 Yr <= 5 Yr 13.59 <30 Days IG-1-Q 2178.74 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 6201.28 >4 Yr <= 5 Yr 473.67 Open IG-2-Q 310.34 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 Other Yes 12897.78 >4 Yr <= 5 Yr 223.94 <30 Days C-1 1813.21 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 Other Yes 5451.05 >4 Yr <= 5 Yr 32.45 <30 Days CB-4 524.25 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 Other Yes 10049.93 >4 Yr <= 5 Yr 461.68 <30 Days E-10 797.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 15535.75 >4 Yr <= 5 Yr 1825.30 <30 Days E-3 2273.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 5078.94 >4 Yr <= 5 Yr 143.95 Open E-4 963.05 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 1640.32 >4 Yr <= 5 Yr 65.78 <30 Days E-5 102.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 14876.27 >4 Yr <= 5 Yr 2013.02 Open E-6 1926.76 Yes Liberty National Bank Operations