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 Yes 2338.82 Day 33 35.18 30-90 Days S-4 26.47 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 5341.05 Day 33 630.74 Open S-5 382.01 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 543.00 Day 33 47.47 91-180 Days S-6 18.65 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 12138.10 Day 33 1735.98 30-90 Days S-7 143.95 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 Investment Company or Advisor No 10184.30 Day 34 1256.37 30-90 Days A-0-Q 1699.31 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 Investment Company or Advisor No 16906.34 Day 34 366.22 91-180 Days A-1-Q 2827.43 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 2966.23 Day 34 249.67 <30 Days A-2-Q 309.99 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 Yes 1599.69 Day 34 146.36 30-90 Days A-3-Q 25.10 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 Investment Company or Advisor Yes 11369.33 Day 34 921.04 30-90 Days A-4-Q 42.36 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 13791.04 Day 34 1122.05 30-90 Days A-5-Q 681.72 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 15.09 Day 34 0.34 91-180 Days CB-1-Q 2.39 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 6227.06 Day 34 76.85 <30 Days CB-2-Q 308.04 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 9117.36 Day 34 1097.07 91-180 Days S-1-Q 1577.25 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 Yes 916.99 Day 34 70.33 91-180 Days S-2-Q 60.34 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 6411.57 Day 34 83.93 30-90 Days S-3-Q 560.34 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 7513.52 Day 34 808.33 30-90 Days S-4-Q 1401.95 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 Investment Company or Advisor No 1427.27 Day 34 66.77 Open CB-3-Q 233.42 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 Investment Company or Advisor Yes 11291.82 Day 34 984.11 91-180 Days G-1-Q 226.77 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 Investment Company or Advisor No 1653.95 Day 34 82.59 91-180 Days G-2-Q 256.97 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 7340.84 Day 34 645.90 Open G-3-Q 851.35 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 14268.68 Day 34 98.97 Open S-5-Q 743.50 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 4635.52 Day 34 293.78 Open S-6-Q 617.09 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 Investment Company or Advisor Yes 15815.81 Day 34 1588.50 91-180 Days S-7-Q 150.32 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 Investment Company or Advisor Yes 5504.93 Day 34 176.89 Open E-1-Q 848.77 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 5200.02 Day 34 764.52 30-90 Days E-2-Q 525.64 No Legal