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 Other No 10106.74 Day 30 909.38 <30 Days E-9 270.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 2958.12 Day 30 196.55 Open G-4 589.54 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 Other No 5692.30 Day 30 180.84 <30 Days IG-3 309.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 6085.13 Day 30 752.90 91-180 Days IG-4 829.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16997.45 Day 30 207.47 <30 Days IG-5 1553.65 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 Other No 917.79 Day 30 70.94 91-180 Days IG-6 131.77 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 Other Yes 1686.27 Day 30 2.50 30-90 Days IG-7 281.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 8599.22 Day 30 67.11 Open IG-8 423.28 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 Other Yes 1056.49 Day 30 63.68 <30 Days L-1 148.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 16617.79 Day 30 2325.74 30-90 Days L-10 1650.18 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 Other Yes 6299.04 Day 30 41.65 Open L-11 740.47 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 Other No 16670.66 Day 30 1082.25 Open L-2 1195.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 1210.97 Day 30 23.20 30-90 Days L-3 47.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 16218.37 Day 30 832.82 30-90 Days L-4 1668.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 3972.81 Day 30 156.05 Open L-5 156.97 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 Other Yes 12799.95 Day 30 549.39 30-90 Days L-6 510.34 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 Other No 2131.27 Day 30 238.34 <30 Days L-7 64.79 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 11647.92 Day 30 1032.77 30-90 Days L-8 1823.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10261.19 Day 30 667.94 Open L-9 1847.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 3843.46 Day 30 484.96 Open LC-1 431.67 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 Other Yes 2669.54 Day 30 10.23 Open LC-2 321.72 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 Other No 1550.54 Day 30 62.27 <30 Days N-1 142.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other No 10952.53 Day 30 1478.86 30-90 Days N-2 2181.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Yes 15461.18 Day 30 149.66 <30 Days N-3 861.83 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 Other No 16828.89 Day 30 1410.70 Open N-4 2786.68 Yes Liberty National Bank Risk Management