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 Debt Issuing SPE No 8728.77 61 - 67 Days 924.08 Open LC-1 1644.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 13379.24 61 - 67 Days 1485.53 30-90 Days LC-2 1621.43 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 Debt Issuing SPE No 6505.55 61 - 67 Days 168.01 30-90 Days N-1 259.08 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 Debt Issuing SPE No 11831.39 61 - 67 Days 1715.10 91-180 Days N-2 2088.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 13248.83 61 - 67 Days 1436.56 <30 Days N-3 736.17 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 Debt Issuing SPE Yes 10081.82 61 - 67 Days 1237.54 30-90 Days N-4 778.51 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 Debt Issuing SPE No 1782.67 61 - 67 Days 154.92 <30 Days N-5 17.06 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 Debt Issuing SPE No 9158.78 61 - 67 Days 7.51 91-180 Days N-6 66.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 961.35 61 - 67 Days 89.39 30-90 Days N-7 1.65 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 Debt Issuing SPE Yes 5762.13 61 - 67 Days 562.41 Open P-1 381.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 12816.65 61 - 67 Days 214.40 91-180 Days P-2 1249.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 2806.51 61 - 67 Days 184.12 <30 Days S-8 295.23 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 Debt Issuing SPE No 6261.63 61 - 67 Days 288.59 Open Y-1 1124.98 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 Debt Issuing SPE Yes 14282.91 61 - 67 Days 1116.43 30-90 Days Y-2 27.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 9748.39 61 - 67 Days 823.90 Open Y-3 1560.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 3241.54 61 - 67 Days 95.46 91-180 Days Y-4 575.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 1204.44 61 - 67 Days 84.85 30-90 Days Z-1 107.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 12625.32 61 - 67 Days 1456.18 <30 Days A-2 874.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 10023.61 61 - 67 Days 109.30 91-180 Days A-3 705.39 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 Debt Issuing SPE Yes 16071.35 61 - 67 Days 402.21 30-90 Days A-4 263.35 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 Debt Issuing SPE No 6612.57 61 - 67 Days 321.44 <30 Days A-5 641.77 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 Debt Issuing SPE Yes 15233.11 61 - 67 Days 2078.51 <30 Days CB-1 1764.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE No 4231.95 61 - 67 Days 531.15 30-90 Days CB-2 615.34 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 Debt Issuing SPE No 10966.15 61 - 67 Days 634.92 91-180 Days CB-3 572.36 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Debt Issuing SPE Yes 2189.83 61 - 67 Days 15.36 Open E-1 125.92 No Risk Management