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 10657.80 Day 45 727.92 Open S-6-Q 1032.53 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 1558.66 Day 45 229.51 <30 Days S-7-Q 232.88 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 14710.73 Day 45 1136.44 91-180 Days E-1-Q 49.61 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 15714.24 Day 45 1694.00 Open E-2-Q 2084.87 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 899.58 Day 45 17.04 30-90 Days IG-1-Q 125.51 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 15571.21 Day 45 1426.99 91-180 Days IG-2-Q 419.94 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 7736.32 Day 45 580.85 <30 Days C-1 1016.64 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 13373.17 Day 45 1424.08 Open CB-4 1855.38 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 10493.18 Day 45 119.79 30-90 Days E-10 1470.99 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 14842.47 Day 45 2045.21 <30 Days E-3 2321.69 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 10084.29 Day 45 874.62 <30 Days E-4 1711.90 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 1320.67 Day 45 35.44 30-90 Days E-5 161.66 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 Investment Company or Advisor No 2549.85 Day 45 111.74 <30 Days E-6 413.90 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 4155.27 Day 45 151.26 Open E-7 148.95 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 8640.08 Day 45 362.60 Open E-8 453.99 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 11642.52 Day 45 79.28 30-90 Days E-9 2200.99 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 No 8523.70 Day 45 1072.31 30-90 Days G-4 1272.64 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 10970.37 Day 45 1137.51 <30 Days IG-3 1390.33 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 Investment Company or Advisor Yes 548.14 Day 45 34.31 <30 Days IG-4 61.42 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 Investment Company or Advisor Yes 522.90 Day 45 19.73 91-180 Days IG-5 59.99 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 2810.79 Day 45 18.82 91-180 Days IG-6 206.70 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 3198.31 Day 45 215.67 <30 Days IG-7 179.34 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 4853.90 Day 45 665.36 Open IG-8 394.20 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 8566.67 Day 45 1221.70 Open L-1 315.67 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 9486.59 Day 45 1282.34 Open L-10 741.80 No Finance