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 4311.06 >5 Yr 301.50 <30 Days N-3 390.71 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 149.45 >5 Yr 12.77 Open N-4 6.79 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 1941.90 >5 Yr 165.89 Open N-5 115.19 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 Yes 8600.44 >5 Yr 251.36 Open N-6 1165.21 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 4702.18 >5 Yr 511.91 30-90 Days N-7 117.64 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 Yes 7691.70 >5 Yr 836.87 <30 Days P-1 440.41 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 1091.10 >5 Yr 75.87 Open P-2 117.09 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 3526.62 >5 Yr 348.46 30-90 Days S-8 278.80 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 2226.24 >5 Yr 114.08 Open Y-1 160.74 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 No 3288.29 >5 Yr 10.24 91-180 Days Y-2 243.21 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 332.95 >5 Yr 49.83 30-90 Days Y-3 65.28 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 16392.11 >5 Yr 419.37 <30 Days Y-4 1411.07 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 2549.32 >5 Yr 101.71 Open Z-1 298.73 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 10563.97 >5 Yr 1034.33 30-90 Days A-2 669.83 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 13667.03 >5 Yr 1031.10 91-180 Days A-3 2189.39 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 8707.12 >5 Yr 656.12 91-180 Days A-4 34.80 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 11845.29 >5 Yr 581.40 <30 Days A-5 272.80 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 8897.49 >5 Yr 23.87 30-90 Days CB-1 1456.07 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 11599.26 >5 Yr 356.27 91-180 Days CB-2 1157.60 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 10887.02 >5 Yr 527.82 Open CB-3 533.46 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 Yes 7331.83 >5 Yr 375.84 91-180 Days E-1 1050.82 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 9998.77 >5 Yr 1135.87 30-90 Days E-2 1350.34 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 7382.89 >5 Yr 668.10 Open G-1 1401.15 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 9370.50 >5 Yr 504.74 91-180 Days G-2 772.59 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 14959.23 >5 Yr 1723.04 <30 Days G-3 1699.02 No Operations