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 Investment Company or Advisor No 8724.87 Day 20 571.32 Open L-11 1171.04 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 Investment Company or Advisor Yes 12611.12 Day 20 803.68 30-90 Days L-2 388.49 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 Investment Company or Advisor No 9329.63 Day 20 966.45 30-90 Days L-3 1465.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 7827.23 Day 20 1099.86 Open L-4 1282.22 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 Investment Company or Advisor Yes 1534.51 Day 20 98.83 <30 Days L-5 52.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor Yes 4613.27 Day 20 637.09 30-90 Days L-6 860.54 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 Investment Company or Advisor Yes 2549.57 Day 20 35.59 91-180 Days L-7 475.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 9306.38 Day 20 1024.44 Open L-8 691.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 4332.47 Day 20 51.61 30-90 Days L-9 57.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 8172.52 Day 20 502.64 30-90 Days LC-1 983.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor Yes 8322.61 Day 20 299.25 91-180 Days LC-2 1294.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 4216.50 Day 20 534.52 <30 Days N-1 588.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 10181.99 Day 20 1228.45 30-90 Days N-2 894.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor Yes 9352.08 Day 20 815.66 <30 Days N-3 1501.42 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 Investment Company or Advisor No 12176.88 Day 20 1209.33 91-180 Days N-4 1053.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 7119.66 Day 20 9.90 <30 Days N-5 823.01 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor No 10396.59 Day 20 1391.19 30-90 Days N-6 1927.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor Yes 7291.71 Day 20 281.52 91-180 Days N-7 1053.46 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 Investment Company or Advisor Yes 16981.23 Day 20 1982.37 91-180 Days P-1 382.36 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 Investment Company or Advisor No 9342.85 Day 20 62.88 30-90 Days P-2 81.18 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 Investment Company or Advisor No 14438.05 Day 20 200.82 91-180 Days S-8 2057.39 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 Investment Company or Advisor No 334.16 Day 20 1.55 <30 Days Y-1 58.52 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 Investment Company or Advisor No 9601.75 Day 20 801.97 <30 Days Y-2 587.03 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 Investment Company or Advisor Yes 16078.24 Day 20 1585.55 <30 Days Y-3 2728.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Investment Company or Advisor Yes 11533.89 Day 20 1556.44 Open Y-4 1318.69 No Finance