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 Broker-Dealer No 7527.52 Day 16 363.65 Open CB-3-Q 544.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 10821.88 Day 16 1186.97 91-180 Days G-1-Q 1509.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 25.37 Day 16 2.81 <30 Days G-2-Q 3.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 3912.76 Day 16 389.20 30-90 Days G-3-Q 780.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 6803.93 Day 16 864.59 30-90 Days S-5-Q 704.25 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 Broker-Dealer No 15618.48 Day 16 1008.17 Open S-6-Q 1148.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 14444.18 Day 16 689.19 91-180 Days S-7-Q 2857.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 7527.79 Day 16 600.73 91-180 Days E-1-Q 985.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 2184.03 Day 16 80.86 Open E-2-Q 36.41 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 Broker-Dealer No 14021.01 Day 16 426.03 30-90 Days IG-1-Q 261.38 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 Broker-Dealer Yes 2265.34 Day 16 183.98 91-180 Days IG-2-Q 335.31 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 Broker-Dealer Yes 7511.17 Day 16 319.00 30-90 Days C-1 1269.30 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 Broker-Dealer Yes 14741.12 Day 16 1767.42 30-90 Days CB-4 861.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 5854.14 Day 16 77.79 30-90 Days E-10 304.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 9717.86 Day 16 749.60 <30 Days E-3 335.12 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 11540.77 Day 16 985.44 Open E-4 21.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 15486.12 Day 16 1870.23 <30 Days E-5 2906.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 5768.54 Day 16 120.62 91-180 Days E-6 884.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 10565.19 Day 16 891.25 Open E-7 320.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 8968.73 Day 16 961.64 Open E-8 1024.49 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 Broker-Dealer Yes 16535.67 Day 16 837.10 <30 Days E-9 1102.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 64.42 Day 16 5.66 91-180 Days G-4 11.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 16083.78 Day 16 225.40 30-90 Days IG-3 251.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 7810.28 Day 16 1120.95 Open IG-4 761.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 9001.66 Day 16 58.11 <30 Days IG-5 167.28 No Treasury