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 No 726.97 Day 29 32.56 91-180 Days S-4 6.87 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 Non-Regulated Fund No 11004.77 Day 29 612.22 30-90 Days S-5 2058.82 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 Non-Regulated Fund Yes 11201.20 Day 29 1074.51 91-180 Days S-6 1965.50 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 Non-Regulated Fund No 1970.73 Day 29 232.06 91-180 Days S-7 62.35 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 11721.50 Day 30 740.33 <30 Days A-0-Q 2075.23 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 10594.67 Day 30 1105.60 30-90 Days A-1-Q 1624.16 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 Yes 9256.90 Day 30 503.37 <30 Days A-2-Q 1778.89 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 4522.92 Day 30 47.80 91-180 Days A-3-Q 337.71 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 Yes 5816.90 Day 30 367.17 30-90 Days A-4-Q 538.79 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 3909.13 Day 30 332.06 Open A-5-Q 553.49 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 8608.14 Day 30 428.50 Open CB-1-Q 775.15 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 Non-Regulated Fund Yes 10491.35 Day 30 1435.55 <30 Days CB-2-Q 1301.62 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 Yes 14892.37 Day 30 2196.24 <30 Days S-1-Q 1214.91 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 Yes 9548.43 Day 30 94.22 30-90 Days S-2-Q 857.14 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 10906.53 Day 30 1519.27 30-90 Days S-3-Q 1059.69 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 15445.01 Day 30 1978.25 30-90 Days S-4-Q 14.79 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 Non-Regulated Fund No 5952.37 Day 30 6.29 30-90 Days CB-3-Q 818.41 Yes Liberty National Bank 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 10852.14 Day 30 1619.82 Open G-1-Q 2071.66 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 Yes 7236.03 Day 30 787.56 <30 Days G-2-Q 826.16 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 Non-Regulated Fund Yes 77.11 Day 30 10.22 91-180 Days G-3-Q 14.18 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 No 3716.56 Day 30 277.59 30-90 Days S-5-Q 498.20 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 No 16554.68 Day 30 2366.47 30-90 Days S-6-Q 935.80 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 11639.74 Day 30 1459.18 30-90 Days S-7-Q 511.25 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 Yes 2241.90 Day 30 164.62 91-180 Days E-1-Q 228.17 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 2632.57 Day 30 370.59 <30 Days E-2-Q 76.53 No Finance