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 11302.29 >= 1 Yr <= 2 Yr 1387.34 Open S-4-Q 2213.35 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 Yes 5083.05 >= 1 Yr <= 2 Yr 156.04 30-90 Days CB-3-Q 506.25 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 16128.98 >= 1 Yr <= 2 Yr 2196.89 91-180 Days G-1-Q 2289.34 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 12210.84 >= 1 Yr <= 2 Yr 1537.02 91-180 Days G-2-Q 259.72 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 12301.68 >= 1 Yr <= 2 Yr 1811.20 30-90 Days G-3-Q 1576.22 No 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 9.36 >= 1 Yr <= 2 Yr 0.31 30-90 Days S-5-Q 1.47 Yes Liberty Capital Markets Inc. 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 14243.12 >= 1 Yr <= 2 Yr 951.17 <30 Days S-6-Q 2045.96 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 9534.50 >= 1 Yr <= 2 Yr 285.94 <30 Days S-7-Q 173.51 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 16926.04 >= 1 Yr <= 2 Yr 1980.39 91-180 Days E-1-Q 2409.21 Yes Liberty Mortgage Services Corp. 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 9776.11 >= 1 Yr <= 2 Yr 420.83 Open E-2-Q 941.76 No 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 5283.77 >= 1 Yr <= 2 Yr 83.16 91-180 Days IG-1-Q 901.98 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 983.70 >= 1 Yr <= 2 Yr 126.99 30-90 Days IG-2-Q 102.31 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 15514.02 >= 1 Yr <= 2 Yr 1528.15 <30 Days C-1 783.12 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 119.68 >= 1 Yr <= 2 Yr 12.63 91-180 Days CB-4 17.00 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 14253.11 >= 1 Yr <= 2 Yr 2079.07 <30 Days E-10 317.56 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 7901.39 >= 1 Yr <= 2 Yr 620.86 <30 Days E-3 9.13 Yes Liberty Mortgage Services Corp. 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 10579.87 >= 1 Yr <= 2 Yr 1466.25 Open E-4 1065.65 Yes Liberty Wealth Management LLC 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 4687.48 >= 1 Yr <= 2 Yr 13.69 91-180 Days E-5 459.89 No 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 11029.41 >= 1 Yr <= 2 Yr 599.22 <30 Days E-6 1052.09 Yes Liberty Mortgage Services Corp. 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 3003.60 >= 1 Yr <= 2 Yr 227.43 Open E-7 249.13 No 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 8132.08 >= 1 Yr <= 2 Yr 1108.27 <30 Days E-8 779.00 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 Yes 5570.32 >= 1 Yr <= 2 Yr 363.20 Open E-9 16.93 Yes Liberty Mortgage Services Corp. 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 8816.46 >= 1 Yr <= 2 Yr 1286.03 Open G-4 441.44 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 10101.08 >= 1 Yr <= 2 Yr 662.26 30-90 Days IG-3 153.17 Yes Liberty Mortgage Services Corp. 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 11466.73 >= 1 Yr <= 2 Yr 800.70 30-90 Days IG-4 2044.82 No Finance