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 438.35 Day 53 64.58 <30 Days E-4 33.89 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 Yes 15920.06 Day 53 727.29 Open E-5 1092.35 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 Other Supervised Non-Bank Financial Entity Yes 6081.61 Day 53 39.40 Open E-6 351.67 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 6476.78 Day 53 448.95 91-180 Days E-7 861.51 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 Other Supervised Non-Bank Financial Entity Yes 10175.39 Day 53 1073.80 <30 Days E-8 1446.21 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 Yes 1800.12 Day 53 154.33 <30 Days E-9 181.45 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 Yes 9686.34 Day 53 1018.99 91-180 Days G-4 141.97 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 Other Supervised Non-Bank Financial Entity Yes 351.35 Day 53 7.37 Open IG-3 59.17 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 10995.40 Day 53 1382.31 Open IG-4 405.38 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 Yes 14105.56 Day 53 1693.75 30-90 Days IG-5 383.62 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 Other Supervised Non-Bank Financial Entity Yes 7981.75 Day 53 674.97 91-180 Days IG-6 720.87 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 9184.37 Day 53 429.72 Open IG-7 330.49 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 Yes 4208.35 Day 53 395.97 Open IG-8 155.58 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 8719.22 Day 53 923.45 30-90 Days L-1 805.34 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 Other Supervised Non-Bank Financial Entity Yes 14415.22 Day 53 1618.98 Open L-10 208.66 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 Other Supervised Non-Bank Financial Entity Yes 13609.05 Day 53 1641.07 <30 Days L-11 1591.52 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 Yes 9216.60 Day 53 526.50 91-180 Days L-2 1661.88 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 Other Supervised Non-Bank Financial Entity Yes 7847.05 Day 53 373.02 Open L-3 788.51 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 Other Supervised Non-Bank Financial Entity No 14079.89 Day 53 1511.33 <30 Days L-4 703.16 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 10104.38 Day 53 868.26 30-90 Days L-5 464.89 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 Yes 13381.03 Day 53 2000.95 <30 Days L-6 1222.94 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 6849.08 Day 53 777.04 Open L-7 602.50 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 Yes 8728.41 Day 53 1228.61 <30 Days L-8 1592.28 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 Yes 8279.78 Day 53 358.42 Open L-9 1519.41 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 13545.52 Day 53 1270.99 91-180 Days LC-1 1624.83 Yes Liberty Mortgage Services Corp. Legal