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 Other Supervised Non-Bank Financial Entity No 11374.72 Day 26 1611.92 Open A-5-Q 1034.99 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 Other Supervised Non-Bank Financial Entity Yes 3603.52 Day 26 338.58 <30 Days CB-1-Q 54.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 5385.47 Day 26 5.68 Open CB-2-Q 125.22 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 Other Supervised Non-Bank Financial Entity Yes 85.20 Day 26 3.67 91-180 Days S-1-Q 6.47 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 Other Supervised Non-Bank Financial Entity No 10464.28 Day 26 1234.75 30-90 Days S-2-Q 1936.65 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 Other Supervised Non-Bank Financial Entity No 5033.23 Day 26 459.56 91-180 Days S-3-Q 20.39 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 Other Supervised Non-Bank Financial Entity No 2788.78 Day 26 305.44 91-180 Days S-4-Q 377.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 15559.25 Day 26 1283.24 30-90 Days CB-3-Q 2912.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 13567.85 Day 26 1190.00 30-90 Days G-1-Q 2614.94 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 Other Supervised Non-Bank Financial Entity Yes 519.43 Day 26 36.23 <30 Days G-2-Q 21.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 13882.71 Day 26 390.87 <30 Days G-3-Q 1275.04 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 Other Supervised Non-Bank Financial Entity Yes 3066.79 Day 26 76.76 30-90 Days S-5-Q 52.10 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 Other Supervised Non-Bank Financial Entity No 13464.56 Day 26 34.88 <30 Days S-6-Q 2.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 16315.72 Day 26 1086.55 Open S-7-Q 746.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 12556.46 Day 26 509.69 91-180 Days E-1-Q 176.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 11412.22 Day 26 0.34 <30 Days E-2-Q 1195.77 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 Other Supervised Non-Bank Financial Entity No 1934.07 Day 26 107.77 <30 Days IG-1-Q 298.31 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 10632.74 Day 26 930.64 Open IG-2-Q 1425.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 3524.32 Day 26 122.22 <30 Days C-1 530.67 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 Other Supervised Non-Bank Financial Entity Yes 8113.43 Day 26 521.41 30-90 Days CB-4 312.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 7600.26 Day 26 968.44 91-180 Days E-10 112.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 15064.80 Day 26 1215.08 Open E-3 1135.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 12806.51 Day 26 1553.38 <30 Days E-4 1662.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity Yes 16258.03 Day 26 1321.27 <30 Days E-5 498.12 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 Other Supervised Non-Bank Financial Entity No 13427.41 Day 26 1010.66 30-90 Days E-6 2093.40 No Operations