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 Yes 7212.28 Day 35 686.00 <30 Days A-5 551.18 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 3171.32 Day 35 459.66 30-90 Days CB-1 277.46 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 No 9009.06 Day 35 833.59 <30 Days CB-2 1465.17 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 12659.74 Day 35 169.21 30-90 Days CB-3 777.61 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 1775.34 Day 35 141.48 <30 Days E-1 188.26 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 13310.69 Day 35 735.45 30-90 Days E-2 2072.41 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 4980.80 Day 35 97.80 Open G-1 689.66 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 16699.79 Day 35 336.80 <30 Days G-2 93.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 6207.49 Day 35 128.46 30-90 Days G-3 683.27 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 10113.41 Day 35 1451.50 30-90 Days IG-1 877.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 11602.37 Day 35 967.85 30-90 Days IG-2 140.55 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 6937.51 Day 35 846.48 30-90 Days S-1 765.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 15467.17 Day 35 2094.50 30-90 Days S-2 479.67 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 No 867.45 Day 35 104.71 91-180 Days S-3 86.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 691.31 Day 35 94.02 30-90 Days S-4 58.69 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 10403.08 Day 35 43.80 91-180 Days S-5 1186.35 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 Yes 10161.12 Day 35 510.30 Open S-6 873.02 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 5603.66 Day 35 260.51 30-90 Days S-7 925.98 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 16312.21 Day 36 1565.24 91-180 Days A-0-Q 1044.75 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 3789.84 Day 36 163.96 91-180 Days A-1-Q 163.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 14937.07 Day 36 1455.33 30-90 Days A-2-Q 676.84 Yes Liberty National Bank 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 4198.21 Day 36 177.45 Open A-3-Q 632.24 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 4176.97 Day 36 164.59 91-180 Days A-4-Q 566.08 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 13166.37 Day 36 1339.58 Open A-5-Q 1850.60 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 3900.62 Day 36 421.89 <30 Days CB-1-Q 777.91 Yes Liberty National Bank Operations