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 10758.85 Day 40 1011.63 91-180 Days IG-6 1339.94 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 15507.39 Day 40 219.54 91-180 Days IG-7 2760.96 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 Yes 2844.64 Day 40 419.56 91-180 Days IG-8 167.47 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 Yes 9774.00 Day 40 466.02 <30 Days L-1 198.87 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 10507.01 Day 40 653.59 30-90 Days L-10 1498.68 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 13656.44 Day 40 241.23 30-90 Days L-11 1385.30 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 6559.77 Day 40 946.83 91-180 Days L-2 1058.82 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 10559.35 Day 40 867.03 <30 Days L-3 895.78 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 No 6243.17 Day 40 823.47 91-180 Days L-4 1221.94 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 Investment Company or Advisor Yes 12237.27 Day 40 1656.79 91-180 Days L-5 16.12 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 3324.29 Day 40 443.67 91-180 Days L-6 165.85 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 6796.80 Day 40 669.33 91-180 Days L-7 780.45 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 12806.65 Day 40 188.26 91-180 Days L-8 784.78 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 12240.32 Day 40 974.56 30-90 Days L-9 936.61 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 669.72 Day 40 41.50 <30 Days LC-1 121.16 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 Yes 8459.59 Day 40 720.85 91-180 Days LC-2 804.44 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 No 15406.91 Day 40 750.91 <30 Days N-1 325.52 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 11597.50 Day 40 466.52 Open N-2 1243.13 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 Investment Company or Advisor No 15889.08 Day 40 1473.20 30-90 Days N-3 1083.43 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 No 3287.91 Day 40 160.21 91-180 Days N-4 529.03 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 14609.96 Day 40 427.06 <30 Days N-5 847.74 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 Investment Company or Advisor Yes 6583.31 Day 40 451.26 30-90 Days N-6 383.35 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 5697.36 Day 40 543.52 <30 Days N-7 377.26 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 6850.00 Day 40 413.51 <30 Days P-1 288.39 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 9585.80 Day 40 1389.26 Open P-2 1153.58 Yes Liberty Mortgage Services Corp. Operations