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 Non-Regulated Fund No 15592.76 Day 11 2102.90 91-180 Days S-8 2651.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 12550.31 Day 11 890.21 30-90 Days Y-1 2161.36 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 Non-Regulated Fund Yes 4943.69 Day 11 501.71 <30 Days Y-2 185.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 1162.69 Day 11 17.65 91-180 Days Y-3 3.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 2642.73 Day 11 102.48 <30 Days Y-4 286.23 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 Non-Regulated Fund No 15333.14 Day 11 633.21 <30 Days Z-1 418.99 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 Non-Regulated Fund Yes 6097.51 Day 11 715.24 Open A-2 848.05 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 Non-Regulated Fund Yes 13842.90 Day 11 203.80 <30 Days A-3 536.80 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 Non-Regulated Fund No 4589.97 Day 11 661.63 <30 Days A-4 629.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 14722.03 Day 11 551.57 Open A-5 1105.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 13681.35 Day 11 1358.93 <30 Days CB-1 235.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 1738.31 Day 11 88.94 91-180 Days CB-2 325.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 1648.99 Day 11 138.52 Open CB-3 191.50 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 Non-Regulated Fund Yes 16119.92 Day 11 639.79 91-180 Days E-1 1680.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 486.95 Day 11 26.99 91-180 Days E-2 13.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 5007.39 Day 11 532.17 Open G-1 531.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 7837.17 Day 11 1091.03 <30 Days G-2 610.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 10788.55 Day 11 352.37 <30 Days G-3 1135.36 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 Non-Regulated Fund Yes 6479.31 Day 11 737.84 30-90 Days IG-1 1152.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 15303.99 Day 11 2272.14 Open IG-2 3016.41 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 Non-Regulated Fund No 3774.50 Day 11 311.08 <30 Days S-1 144.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 13909.16 Day 11 1679.91 <30 Days S-2 2097.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 5319.36 Day 11 13.51 91-180 Days S-3 203.65 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 Non-Regulated Fund Yes 14943.19 Day 11 1895.19 30-90 Days S-4 1138.94 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 Non-Regulated Fund Yes 5859.43 Day 11 267.07 91-180 Days S-5 1147.40 Yes Liberty Capital Markets Inc. Finance