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 Yes 3022.11 >3 Yr <= 4 Yr 181.18 <30 Days S-1-Q 498.46 Yes Liberty Mortgage Services Corp. 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 9765.37 >3 Yr <= 4 Yr 944.43 30-90 Days S-2-Q 627.74 Yes Liberty Mortgage Services Corp. 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 16034.82 >3 Yr <= 4 Yr 1253.77 <30 Days S-3-Q 2985.65 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 No 2884.77 >3 Yr <= 4 Yr 306.90 30-90 Days S-4-Q 154.02 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 3146.10 >3 Yr <= 4 Yr 456.57 Open CB-3-Q 495.78 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 4397.60 >3 Yr <= 4 Yr 162.19 30-90 Days G-1-Q 806.48 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 3108.66 >3 Yr <= 4 Yr 429.67 91-180 Days G-2-Q 541.72 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 6774.35 >3 Yr <= 4 Yr 759.84 30-90 Days G-3-Q 3.54 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 10855.32 >3 Yr <= 4 Yr 1226.83 <30 Days S-5-Q 2099.71 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 10697.26 >3 Yr <= 4 Yr 50.04 Open S-6-Q 725.82 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 15697.94 >3 Yr <= 4 Yr 2130.82 91-180 Days S-7-Q 435.86 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 8478.32 >3 Yr <= 4 Yr 570.56 30-90 Days E-1-Q 1540.07 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 6745.34 >3 Yr <= 4 Yr 361.95 30-90 Days E-2-Q 329.00 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 12166.39 >3 Yr <= 4 Yr 609.68 Open IG-1-Q 2419.96 Yes Liberty Wealth Management LLC 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 1192.71 >3 Yr <= 4 Yr 158.81 30-90 Days IG-2-Q 15.92 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 5050.95 >3 Yr <= 4 Yr 534.91 91-180 Days C-1 760.60 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 6960.88 >3 Yr <= 4 Yr 1028.81 <30 Days CB-4 58.71 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 Yes 4766.58 >3 Yr <= 4 Yr 329.03 Open E-10 612.14 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 9409.44 >3 Yr <= 4 Yr 426.55 <30 Days E-3 1512.32 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 5378.33 >3 Yr <= 4 Yr 82.07 91-180 Days E-4 118.03 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 16840.12 >3 Yr <= 4 Yr 689.82 30-90 Days E-5 923.80 Yes Liberty Capital Markets Inc. 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 13385.34 >3 Yr <= 4 Yr 1209.81 30-90 Days E-6 818.89 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 6911.38 >3 Yr <= 4 Yr 560.48 30-90 Days E-7 634.97 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 Yes 11385.38 >3 Yr <= 4 Yr 79.58 Open E-8 1370.48 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 96.40 >3 Yr <= 4 Yr 1.50 <30 Days E-9 16.94 No Operations