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 Bank Yes 130.36 >= 1 Yr <= 2 Yr 17.53 <30 Days L-4 6.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 10051.31 >= 1 Yr <= 2 Yr 761.86 30-90 Days L-5 707.36 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 Bank Yes 7813.01 >= 1 Yr <= 2 Yr 838.60 Open L-6 181.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 2834.04 >= 1 Yr <= 2 Yr 107.39 <30 Days L-7 76.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 7072.83 >= 1 Yr <= 2 Yr 94.58 <30 Days L-8 1241.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 935.28 >= 1 Yr <= 2 Yr 94.84 30-90 Days L-9 145.81 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 Bank Yes 4919.75 >= 1 Yr <= 2 Yr 465.52 91-180 Days LC-1 311.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 8194.34 >= 1 Yr <= 2 Yr 1198.88 <30 Days LC-2 475.44 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 Bank No 9631.72 >= 1 Yr <= 2 Yr 848.48 <30 Days N-1 1692.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 6295.31 >= 1 Yr <= 2 Yr 885.60 <30 Days N-2 826.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6154.34 >= 1 Yr <= 2 Yr 594.34 30-90 Days N-3 500.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 6102.37 >= 1 Yr <= 2 Yr 838.87 30-90 Days N-4 7.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 83.76 >= 1 Yr <= 2 Yr 7.38 30-90 Days N-5 10.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 12636.68 >= 1 Yr <= 2 Yr 1107.18 91-180 Days N-6 2158.55 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 Bank No 12519.39 >= 1 Yr <= 2 Yr 1034.44 30-90 Days N-7 1355.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4664.16 >= 1 Yr <= 2 Yr 372.24 30-90 Days P-1 626.37 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 Bank No 8851.55 >= 1 Yr <= 2 Yr 577.71 <30 Days P-2 444.44 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 Bank No 7006.65 >= 1 Yr <= 2 Yr 92.35 <30 Days S-8 673.87 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 Bank Yes 14261.30 >= 1 Yr <= 2 Yr 1678.64 30-90 Days Y-1 2814.46 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 Bank Yes 3089.00 >= 1 Yr <= 2 Yr 177.94 91-180 Days Y-2 47.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 12079.21 >= 1 Yr <= 2 Yr 734.39 30-90 Days Y-3 1326.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4071.25 >= 1 Yr <= 2 Yr 2.80 30-90 Days Y-4 493.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 734.20 >= 1 Yr <= 2 Yr 95.91 30-90 Days Z-1 95.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 7518.84 >= 1 Yr <= 2 Yr 703.70 91-180 Days A-2 1175.64 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 Bank Yes 6764.21 >= 1 Yr <= 2 Yr 347.59 91-180 Days A-3 668.49 Yes Liberty Wealth Management LLC Risk Management