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 3368.44 >5 Yr 367.71 30-90 Days Y-2 298.51 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 Bank No 5850.72 >5 Yr 450.56 Open Y-3 103.29 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 5246.04 >5 Yr 725.31 30-90 Days Y-4 708.94 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 Bank No 4189.66 >5 Yr 386.91 91-180 Days Z-1 491.32 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 Bank No 12051.41 >5 Yr 678.16 91-180 Days A-2 845.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 6120.40 >5 Yr 449.26 30-90 Days A-3 1162.18 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 Bank No 5843.11 >5 Yr 247.84 91-180 Days A-4 734.95 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 Bank No 2039.45 >5 Yr 159.38 Open A-5 304.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 15389.97 >5 Yr 1163.84 <30 Days CB-1 2914.50 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 Bank No 9598.37 >5 Yr 1289.53 30-90 Days CB-2 258.20 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 Bank Yes 9654.64 >5 Yr 115.21 91-180 Days CB-3 1506.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 13136.59 >5 Yr 166.21 <30 Days E-1 870.48 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 10800.02 >5 Yr 1131.87 <30 Days E-2 1057.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16131.84 >5 Yr 447.20 Open G-1 2865.57 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 12178.03 >5 Yr 710.74 <30 Days G-2 1506.28 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 Yes 9478.10 >5 Yr 776.45 30-90 Days G-3 42.75 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 Bank Yes 10257.55 >5 Yr 241.05 91-180 Days IG-1 1492.61 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 4536.58 >5 Yr 530.95 <30 Days IG-2 623.26 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 Yes 6923.38 >5 Yr 924.25 91-180 Days S-1 559.13 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 No 4422.35 >5 Yr 247.00 30-90 Days S-2 4.05 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 12270.62 >5 Yr 831.76 91-180 Days S-3 627.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 5429.86 >5 Yr 24.49 <30 Days S-4 730.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 10880.02 >5 Yr 462.94 91-180 Days S-5 1124.08 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 Bank No 3128.14 >5 Yr 295.43 <30 Days S-6 336.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 8643.95 >5 Yr 1127.90 <30 Days S-7 1105.44 Yes Liberty Mortgage Services Corp. Operations