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 No 15784.11 Perpetual 1256.68 91-180 Days L-9 742.15 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 Bank Yes 10821.30 Perpetual 1116.24 <30 Days LC-1 863.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 14569.32 Perpetual 647.31 91-180 Days LC-2 2238.57 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 Yes 15484.73 Perpetual 1349.81 91-180 Days N-1 516.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 1196.75 Perpetual 32.92 Open N-2 219.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 3425.26 Perpetual 1.43 <30 Days N-3 367.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3068.31 Perpetual 185.41 Open N-4 428.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 16635.36 Perpetual 1217.66 Open N-5 1193.57 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 Bank Yes 12570.62 Perpetual 209.69 91-180 Days N-6 1120.63 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 Bank No 4760.31 Perpetual 25.45 91-180 Days N-7 693.68 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 6520.09 Perpetual 936.60 30-90 Days P-1 875.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 273.04 Perpetual 11.61 91-180 Days P-2 13.98 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 3847.16 Perpetual 574.86 Open S-8 261.37 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 10040.96 Perpetual 1164.88 91-180 Days Y-1 1818.30 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 Bank Yes 3920.60 Perpetual 548.54 30-90 Days Y-2 681.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 8491.73 Perpetual 1085.15 30-90 Days Y-3 783.18 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 Yes 17106.94 Perpetual 1044.18 <30 Days Y-4 2841.54 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 2437.82 Perpetual 321.33 <30 Days Z-1 385.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 13781.67 Perpetual 18.10 30-90 Days A-2 1135.94 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 Bank No 8770.28 Perpetual 188.74 <30 Days A-3 132.60 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 13206.18 Perpetual 1722.18 30-90 Days A-4 1108.85 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 Bank Yes 8278.74 Perpetual 459.90 91-180 Days A-5 1029.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 4666.06 Perpetual 186.35 30-90 Days CB-1 885.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank Yes 14068.52 Perpetual 2016.89 30-90 Days CB-2 2742.21 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 11041.49 Perpetual 777.21 <30 Days CB-3 1302.68 No Treasury