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 13428.02 68 - 74 Days 206.58 Open E-2 751.05 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 11313.30 68 - 74 Days 1174.77 91-180 Days G-1 1547.67 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 13816.50 68 - 74 Days 1783.04 91-180 Days G-2 2606.70 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 6974.99 68 - 74 Days 1018.53 Open G-3 481.50 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 14534.75 68 - 74 Days 789.53 91-180 Days IG-1 906.78 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 10017.99 68 - 74 Days 960.68 30-90 Days IG-2 344.68 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 Other Supervised Non-Bank Financial Entity No 12081.79 68 - 74 Days 974.55 30-90 Days S-1 1254.89 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 No 11811.67 68 - 74 Days 829.43 91-180 Days S-2 1066.05 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 3967.45 68 - 74 Days 472.59 91-180 Days S-3 434.12 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 16527.48 68 - 74 Days 415.03 91-180 Days S-4 3257.60 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 12440.42 68 - 74 Days 939.93 91-180 Days S-5 2222.78 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 13027.53 68 - 74 Days 837.74 Open S-6 1931.20 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 5532.13 68 - 74 Days 785.46 30-90 Days S-7 727.49 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 Other Supervised Non-Bank Financial Entity No 787.22 75 - 82 Days 73.77 <30 Days A-0-Q 54.57 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 Other Supervised Non-Bank Financial Entity No 13394.99 75 - 82 Days 1410.22 Open A-1-Q 604.02 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 4049.52 75 - 82 Days 462.49 30-90 Days A-2-Q 175.69 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 Other Supervised Non-Bank Financial Entity No 15016.56 75 - 82 Days 906.75 91-180 Days A-3-Q 426.78 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 6199.31 75 - 82 Days 240.33 Open A-4-Q 968.79 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 Other Supervised Non-Bank Financial Entity Yes 4695.72 75 - 82 Days 637.56 Open A-5-Q 24.01 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 No 11086.75 75 - 82 Days 165.51 91-180 Days CB-1-Q 1420.28 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 Other Supervised Non-Bank Financial Entity No 6410.25 75 - 82 Days 171.83 Open CB-2-Q 860.20 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 16011.93 75 - 82 Days 23.16 30-90 Days S-1-Q 125.14 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 12232.68 75 - 82 Days 449.47 30-90 Days S-2-Q 1925.59 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 5496.89 75 - 82 Days 784.30 30-90 Days S-3-Q 14.26 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 No 3632.85 75 - 82 Days 514.53 Open S-4-Q 594.15 Yes Liberty Wealth Management LLC Legal