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 6624.63 Day 60 314.38 <30 Days S-1 1161.13 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 753.18 Day 60 54.67 <30 Days S-2 84.12 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 12689.19 Day 60 1557.31 91-180 Days S-3 1769.79 Yes Liberty Mortgage Services Corp. 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 5149.42 Day 60 191.70 <30 Days S-4 662.36 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 No 10362.90 Day 60 1030.59 Open S-5 1994.66 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 13232.43 Day 60 1920.38 91-180 Days S-6 2403.16 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 5806.99 Day 60 236.17 91-180 Days S-7 945.93 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 5367.36 61 - 67 Days 740.64 <30 Days A-0-Q 343.22 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 13280.79 61 - 67 Days 906.63 <30 Days A-1-Q 1302.31 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 12399.44 61 - 67 Days 869.90 Open A-2-Q 2037.12 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 Yes 180.78 61 - 67 Days 25.71 30-90 Days A-3-Q 17.18 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 Investment Company or Advisor Yes 16027.14 61 - 67 Days 1311.94 91-180 Days A-4-Q 1840.75 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 14576.39 61 - 67 Days 19.76 30-90 Days A-5-Q 1890.59 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 2484.78 61 - 67 Days 99.70 <30 Days CB-1-Q 239.78 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 2736.20 61 - 67 Days 85.09 <30 Days CB-2-Q 21.02 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 14042.08 61 - 67 Days 1977.74 Open S-1-Q 949.74 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 14972.10 61 - 67 Days 1835.12 <30 Days S-2-Q 1974.94 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 9240.39 61 - 67 Days 120.86 Open S-3-Q 1043.29 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 9089.69 61 - 67 Days 844.88 91-180 Days S-4-Q 1303.31 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 15913.42 61 - 67 Days 133.44 Open CB-3-Q 1776.89 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 15557.21 61 - 67 Days 1976.24 30-90 Days G-1-Q 3079.23 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 1542.26 61 - 67 Days 118.94 91-180 Days G-2-Q 286.28 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 Yes 5801.17 61 - 67 Days 41.34 Open G-3-Q 21.99 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 No 16937.48 61 - 67 Days 2056.24 91-180 Days S-5-Q 2193.18 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 Yes 14240.83 61 - 67 Days 1391.73 30-90 Days S-6-Q 2201.97 No Risk Management