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 Non-Regulated Fund Yes 53.76 Day 27 2.09 91-180 Days G-1-Q 5.66 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 Non-Regulated Fund Yes 8974.87 Day 27 1046.64 Open G-2-Q 744.56 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 9452.92 Day 27 1401.02 91-180 Days G-3-Q 1781.32 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 Non-Regulated Fund Yes 2901.24 Day 27 90.31 91-180 Days S-5-Q 146.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 1564.47 Day 27 152.56 30-90 Days S-6-Q 197.69 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 Non-Regulated Fund No 5377.46 Day 27 674.90 91-180 Days S-7-Q 0.71 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 Non-Regulated Fund Yes 14398.02 Day 27 696.02 91-180 Days E-1-Q 367.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 8573.79 Day 27 1087.62 <30 Days E-2-Q 1133.91 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 10164.12 Day 27 1352.16 Open IG-1-Q 1380.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 8351.58 Day 27 825.08 Open IG-2-Q 1450.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 9756.43 Day 27 778.63 91-180 Days C-1 455.78 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 Non-Regulated Fund Yes 14823.14 Day 27 32.01 91-180 Days CB-4 1905.64 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 Non-Regulated Fund No 16422.82 Day 27 380.62 91-180 Days E-10 884.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 1198.07 Day 27 149.54 30-90 Days E-3 94.85 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 Non-Regulated Fund Yes 13476.96 Day 27 226.59 91-180 Days E-4 958.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 4061.79 Day 27 602.93 91-180 Days E-5 370.33 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 Non-Regulated Fund No 2115.05 Day 27 220.17 30-90 Days E-6 223.03 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 Non-Regulated Fund Yes 9196.43 Day 27 574.77 30-90 Days E-7 1565.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 8229.56 Day 27 188.14 30-90 Days E-8 924.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 5564.66 Day 27 396.71 Open E-9 34.39 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 Non-Regulated Fund No 6345.52 Day 27 61.17 91-180 Days G-4 247.34 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 Non-Regulated Fund No 11070.27 Day 27 519.38 91-180 Days IG-3 1756.78 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund No 4999.34 Day 27 301.35 91-180 Days IG-4 685.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 16686.05 Day 27 2024.45 Open IG-5 2414.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Regulated Fund Yes 14252.57 Day 27 667.66 <30 Days IG-6 872.91 No Operations