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 7643.89 75 - 82 Days 1126.13 Open G-3 770.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 9193.31 75 - 82 Days 502.25 91-180 Days IG-1 1054.92 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 4843.68 75 - 82 Days 567.20 30-90 Days IG-2 618.91 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 11748.29 75 - 82 Days 102.02 30-90 Days S-1 1375.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 7731.30 75 - 82 Days 160.20 Open S-2 1003.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 14479.07 75 - 82 Days 1221.61 91-180 Days S-3 156.97 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 12089.12 75 - 82 Days 788.53 91-180 Days S-4 77.31 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 623.35 75 - 82 Days 59.92 Open S-5 95.73 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 Yes 7445.63 75 - 82 Days 526.81 Open S-6 909.36 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 14226.04 75 - 82 Days 17.52 91-180 Days S-7 2341.29 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 14933.41 83 - 90 Days 844.57 <30 Days A-0-Q 408.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 4199.17 83 - 90 Days 562.77 30-90 Days A-1-Q 57.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 7115.59 83 - 90 Days 196.50 30-90 Days A-2-Q 312.70 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 Yes 10131.78 83 - 90 Days 729.48 30-90 Days A-3-Q 1324.16 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 12874.81 83 - 90 Days 1000.01 <30 Days A-4-Q 690.51 Yes Liberty Mortgage Services Corp. 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 14090.29 83 - 90 Days 1597.00 30-90 Days A-5-Q 1806.87 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 9735.13 83 - 90 Days 571.29 91-180 Days CB-1-Q 325.11 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 8492.81 83 - 90 Days 302.72 <30 Days CB-2-Q 1670.24 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 12389.13 83 - 90 Days 129.36 30-90 Days S-1-Q 1377.92 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 11543.79 83 - 90 Days 299.30 91-180 Days S-2-Q 908.77 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 Yes 11511.07 83 - 90 Days 1403.94 91-180 Days S-3-Q 1817.37 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 1064.71 83 - 90 Days 82.60 91-180 Days S-4-Q 80.75 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 No 14029.69 83 - 90 Days 533.26 Open CB-3-Q 2238.81 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 11570.68 83 - 90 Days 681.18 91-180 Days G-1-Q 632.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 9840.92 83 - 90 Days 989.49 91-180 Days G-2-Q 1130.71 Yes Liberty Wealth Management LLC Risk Management