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 14934.90 Day 30 1795.91 Open L-5 2345.43 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 Yes 3781.12 Day 30 164.44 <30 Days L-6 294.46 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 197.85 Day 30 2.73 Open L-7 0.61 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 3749.06 Day 30 530.89 91-180 Days L-8 517.95 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 14944.22 Day 30 19.71 Open L-9 2501.33 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 3206.77 Day 30 321.71 30-90 Days LC-1 131.61 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 Yes 8754.35 Day 30 323.75 91-180 Days LC-2 1082.28 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 15515.45 Day 30 571.66 91-180 Days N-1 59.41 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 10731.88 Day 30 1288.19 30-90 Days N-2 967.63 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 4886.88 Day 30 575.45 Open N-3 927.65 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 11582.93 Day 30 519.26 <30 Days N-4 629.99 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 Non-Regulated Fund No 14891.90 Day 30 764.71 91-180 Days N-5 768.33 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 No 9322.30 Day 30 171.91 Open N-6 1433.52 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 15626.37 Day 30 879.02 30-90 Days N-7 91.93 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 12184.23 Day 30 266.99 91-180 Days P-1 499.88 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 10936.44 Day 30 548.69 30-90 Days P-2 112.68 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 16032.23 Day 30 707.90 91-180 Days S-8 2911.04 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 13920.25 Day 30 1518.58 30-90 Days Y-1 1540.14 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 7616.61 Day 30 430.20 30-90 Days Y-2 276.70 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 Non-Regulated Fund No 12833.17 Day 30 1310.72 Open Y-3 848.95 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 7909.47 Day 30 517.06 Open Y-4 524.50 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 No 11877.04 Day 30 657.89 30-90 Days Z-1 2260.74 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 Non-Regulated Fund Yes 8945.94 Day 30 457.83 Open A-2 499.80 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 6651.64 Day 30 942.14 91-180 Days A-3 275.23 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 7287.14 Day 30 20.54 91-180 Days A-4 213.55 Yes Liberty National Bank Operations