Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.9: Loss of Rehypothecation Rights Due to a 1 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.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 11442.46 121 - 150 Days 453.60 Open S-6-Q 1965.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 669.72 121 - 150 Days 13.93 30-90 Days S-7-Q 112.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 12285.97 121 - 150 Days 1261.16 Open E-1-Q 116.56 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 9454.31 121 - 150 Days 417.54 30-90 Days E-2-Q 1875.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 2542.31 121 - 150 Days 304.30 <30 Days IG-1-Q 375.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 1022.87 121 - 150 Days 72.47 91-180 Days IG-2-Q 57.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 14664.58 121 - 150 Days 1471.94 Open C-1 633.17 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 5857.40 121 - 150 Days 109.42 <30 Days CB-4 355.96 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 9831.98 121 - 150 Days 339.02 91-180 Days E-10 42.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 7778.58 121 - 150 Days 18.52 <30 Days E-3 974.14 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 5876.11 121 - 150 Days 364.62 91-180 Days E-4 915.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 1788.27 121 - 150 Days 196.95 <30 Days E-5 45.73 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 9846.40 121 - 150 Days 1406.78 30-90 Days E-6 482.38 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 8171.69 121 - 150 Days 366.23 91-180 Days E-7 1301.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8530.75 121 - 150 Days 741.56 91-180 Days E-8 686.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 9342.18 121 - 150 Days 1011.73 30-90 Days E-9 312.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2076.43 121 - 150 Days 242.44 30-90 Days G-4 170.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 6748.63 121 - 150 Days 899.71 Open IG-3 969.15 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 14674.56 121 - 150 Days 2010.73 <30 Days IG-4 1910.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 4945.57 121 - 150 Days 309.77 Open IG-5 455.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 585.43 121 - 150 Days 69.98 Open IG-6 109.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 2552.55 121 - 150 Days 355.38 30-90 Days IG-7 358.48 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8652.85 121 - 150 Days 721.87 <30 Days IG-8 1063.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund No 8315.47 121 - 150 Days 383.57 91-180 Days L-1 1409.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Non-Regulated Fund Yes 9974.64 121 - 150 Days 842.40 Open L-10 1154.63 No Finance