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 1722.06 91 - 120 Days 62.97 Open LC-1 11.89 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 7629.85 91 - 120 Days 1096.65 <30 Days LC-2 506.20 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 11812.72 91 - 120 Days 816.18 30-90 Days N-1 2136.86 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 14392.15 91 - 120 Days 1203.21 Open N-2 332.62 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 5915.96 91 - 120 Days 865.24 91-180 Days N-3 131.32 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 1890.61 91 - 120 Days 30.22 30-90 Days N-4 308.50 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 15305.36 91 - 120 Days 1935.96 30-90 Days N-5 1521.73 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 15862.56 91 - 120 Days 2032.82 91-180 Days N-6 1502.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 10057.26 91 - 120 Days 529.59 91-180 Days N-7 1510.18 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 5175.14 91 - 120 Days 302.53 Open P-1 492.69 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 15956.74 91 - 120 Days 869.93 91-180 Days P-2 1078.69 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 4264.88 91 - 120 Days 527.87 91-180 Days S-8 185.53 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 1597.55 91 - 120 Days 40.06 Open Y-1 218.11 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 5513.02 91 - 120 Days 765.81 30-90 Days Y-2 906.59 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 492.35 91 - 120 Days 19.25 Open Y-3 72.34 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 9617.75 91 - 120 Days 1050.86 30-90 Days Y-4 1307.79 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 No 2674.34 91 - 120 Days 94.13 <30 Days Z-1 457.51 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 1693.50 91 - 120 Days 15.17 Open A-2 132.10 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 11294.24 91 - 120 Days 1395.14 91-180 Days A-3 11.30 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 Yes 14072.64 91 - 120 Days 178.14 Open A-4 481.40 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 6209.15 91 - 120 Days 792.42 91-180 Days A-5 38.23 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 8596.31 91 - 120 Days 697.55 91-180 Days CB-1 1446.10 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 1738.69 91 - 120 Days 242.58 Open CB-2 207.09 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 159.35 91 - 120 Days 22.92 30-90 Days CB-3 4.85 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer Yes 9838.39 91 - 120 Days 867.73 91-180 Days E-1 1593.82 Yes Liberty Wealth Management LLC Risk Management