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 6947.34 >4 Yr <= 5 Yr 1020.35 91-180 Days A-0-Q 1132.77 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 No 128.29 >4 Yr <= 5 Yr 14.02 91-180 Days A-1-Q 24.43 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 14431.16 >4 Yr <= 5 Yr 1642.30 30-90 Days A-2-Q 1523.39 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 14875.04 >4 Yr <= 5 Yr 69.84 30-90 Days A-3-Q 167.91 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 10367.21 >4 Yr <= 5 Yr 720.88 Open A-4-Q 1987.01 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 5708.75 >4 Yr <= 5 Yr 408.35 91-180 Days A-5-Q 253.72 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 3156.00 >4 Yr <= 5 Yr 396.09 30-90 Days CB-1-Q 264.45 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 14377.95 >4 Yr <= 5 Yr 1825.43 91-180 Days CB-2-Q 398.89 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 15931.39 >4 Yr <= 5 Yr 1382.89 <30 Days S-1-Q 1730.45 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 14464.24 >4 Yr <= 5 Yr 903.27 30-90 Days S-2-Q 764.41 Yes Liberty National Bank 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 10633.95 >4 Yr <= 5 Yr 645.44 91-180 Days S-3-Q 26.69 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 3491.44 >4 Yr <= 5 Yr 418.14 Open S-4-Q 606.56 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 9256.08 >4 Yr <= 5 Yr 1384.58 <30 Days CB-3-Q 929.09 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 1022.84 >4 Yr <= 5 Yr 105.97 Open G-1-Q 107.09 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 9929.11 >4 Yr <= 5 Yr 537.05 <30 Days G-2-Q 172.18 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 6598.87 >4 Yr <= 5 Yr 696.12 30-90 Days G-3-Q 695.83 Yes Liberty National Bank 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 2137.82 >4 Yr <= 5 Yr 98.64 30-90 Days S-5-Q 215.20 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 9089.36 >4 Yr <= 5 Yr 929.58 Open S-6-Q 498.60 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 3531.66 >4 Yr <= 5 Yr 36.52 Open S-7-Q 647.82 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 10268.56 >4 Yr <= 5 Yr 776.42 30-90 Days E-1-Q 1336.77 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 No 5655.74 >4 Yr <= 5 Yr 772.27 <30 Days E-2-Q 342.80 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 8213.66 >4 Yr <= 5 Yr 168.50 30-90 Days IG-1-Q 138.90 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 4886.92 >4 Yr <= 5 Yr 105.08 30-90 Days IG-2-Q 539.40 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 10383.25 >4 Yr <= 5 Yr 1280.03 <30 Days C-1 10.73 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 3466.52 >4 Yr <= 5 Yr 362.94 91-180 Days CB-4 392.02 Yes Liberty Capital Markets Inc. Operations