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 Yes 12663.60 >= 1 Yr <= 2 Yr 304.15 Open N-1 1741.31 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 Yes 6408.52 >= 1 Yr <= 2 Yr 227.20 <30 Days N-2 614.95 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 3893.99 >= 1 Yr <= 2 Yr 376.33 Open N-3 559.14 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 10351.28 >= 1 Yr <= 2 Yr 1276.75 Open N-4 352.81 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 Financial Market Utility No 2909.97 >= 1 Yr <= 2 Yr 405.86 <30 Days N-5 311.15 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 2401.16 >= 1 Yr <= 2 Yr 141.63 91-180 Days N-6 202.56 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 Financial Market Utility No 10171.78 >= 1 Yr <= 2 Yr 480.35 30-90 Days N-7 166.91 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 No 15538.59 >= 1 Yr <= 2 Yr 1904.34 <30 Days P-1 119.43 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 14143.04 >= 1 Yr <= 2 Yr 1794.50 Open P-2 296.30 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 Yes 16661.55 >= 1 Yr <= 2 Yr 1870.20 91-180 Days S-8 614.12 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 7912.14 >= 1 Yr <= 2 Yr 623.39 Open Y-1 53.95 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 No 16133.10 >= 1 Yr <= 2 Yr 1124.03 Open Y-2 2041.05 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 7540.38 >= 1 Yr <= 2 Yr 8.02 <30 Days Y-3 947.43 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 Financial Market Utility Yes 10100.07 >= 1 Yr <= 2 Yr 1155.33 91-180 Days Y-4 1984.47 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 10143.02 >= 1 Yr <= 2 Yr 95.88 <30 Days Z-1 1995.88 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 Financial Market Utility No 936.33 >= 1 Yr <= 2 Yr 119.90 30-90 Days A-2 35.32 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 Financial Market Utility No 15468.22 >= 1 Yr <= 2 Yr 1713.62 Open A-3 1805.10 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 14557.97 >= 1 Yr <= 2 Yr 903.85 <30 Days A-4 2509.49 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 8820.73 >= 1 Yr <= 2 Yr 395.47 Open A-5 923.71 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 Financial Market Utility No 8425.29 >= 1 Yr <= 2 Yr 643.80 30-90 Days CB-1 1618.96 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 10164.95 >= 1 Yr <= 2 Yr 1015.47 Open CB-2 947.45 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 4072.25 >= 1 Yr <= 2 Yr 420.74 30-90 Days CB-3 591.16 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 Financial Market Utility No 2178.56 >= 1 Yr <= 2 Yr 261.88 30-90 Days E-1 434.53 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 Financial Market Utility No 5733.30 >= 1 Yr <= 2 Yr 131.11 91-180 Days E-2 964.59 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 1696.62 >= 1 Yr <= 2 Yr 113.51 30-90 Days G-1 149.53 No Risk Management