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 8948.81 91 - 120 Days 1272.98 30-90 Days IG-2 746.96 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 13379.48 91 - 120 Days 1177.28 Open S-1 2066.86 Yes Liberty Mortgage Services Corp. 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 16590.54 91 - 120 Days 1808.86 91-180 Days S-2 2308.30 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 8361.03 91 - 120 Days 542.35 <30 Days S-3 78.65 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 No 3398.12 91 - 120 Days 241.16 30-90 Days S-4 43.31 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 9236.76 91 - 120 Days 836.06 <30 Days S-5 726.88 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 Yes 7775.69 91 - 120 Days 576.42 91-180 Days S-6 981.75 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 5230.41 91 - 120 Days 221.64 Open S-7 620.15 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 11396.62 121 - 150 Days 80.73 Open A-0-Q 1104.63 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 16418.41 121 - 150 Days 438.40 Open A-1-Q 2220.95 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 13528.51 121 - 150 Days 226.56 30-90 Days A-2-Q 669.45 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 8804.39 121 - 150 Days 842.40 91-180 Days A-3-Q 759.86 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 1271.54 121 - 150 Days 153.17 30-90 Days A-4-Q 145.87 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 5379.10 121 - 150 Days 569.49 30-90 Days A-5-Q 910.21 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 14879.12 121 - 150 Days 1732.72 <30 Days CB-1-Q 1050.46 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 244.41 121 - 150 Days 34.44 Open CB-2-Q 25.96 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 3706.96 121 - 150 Days 8.32 30-90 Days S-1-Q 636.40 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 5109.10 121 - 150 Days 278.73 91-180 Days S-2-Q 142.25 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 10639.67 121 - 150 Days 202.23 <30 Days S-3-Q 618.04 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 12992.89 121 - 150 Days 1005.14 30-90 Days S-4-Q 2106.16 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 16897.13 121 - 150 Days 916.89 Open CB-3-Q 2030.98 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 1307.27 121 - 150 Days 40.77 30-90 Days G-1-Q 210.62 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 5650.76 121 - 150 Days 261.79 30-90 Days G-2-Q 878.49 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 Yes 12133.49 121 - 150 Days 629.86 30-90 Days G-3-Q 95.68 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 No 13414.85 121 - 150 Days 376.18 Open S-5-Q 458.97 No Operations