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 Yes 6615.44 >= 1 Yr <= 2 Yr 6.48 91-180 Days G-2-Q 346.74 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 6364.43 >= 1 Yr <= 2 Yr 360.89 <30 Days G-3-Q 1088.13 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 16929.23 >= 1 Yr <= 2 Yr 1103.74 <30 Days S-5-Q 697.86 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 Yes 2164.56 >= 1 Yr <= 2 Yr 277.41 <30 Days S-6-Q 309.75 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 7891.23 >= 1 Yr <= 2 Yr 767.50 Open S-7-Q 1550.25 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 9851.94 >= 1 Yr <= 2 Yr 497.21 <30 Days E-1-Q 836.45 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 11026.68 >= 1 Yr <= 2 Yr 556.10 91-180 Days E-2-Q 26.49 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 7952.26 >= 1 Yr <= 2 Yr 844.55 Open IG-1-Q 883.02 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 Yes 4003.43 >= 1 Yr <= 2 Yr 474.65 30-90 Days IG-2-Q 583.38 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 11271.14 >= 1 Yr <= 2 Yr 791.55 30-90 Days C-1 1181.40 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 Other Supervised Non-Bank Financial Entity Yes 13657.66 >= 1 Yr <= 2 Yr 1252.11 <30 Days CB-4 1519.96 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 903.45 >= 1 Yr <= 2 Yr 107.58 30-90 Days E-10 46.78 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 13857.26 >= 1 Yr <= 2 Yr 1532.50 Open E-3 2012.74 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 13049.18 >= 1 Yr <= 2 Yr 1787.64 30-90 Days E-4 770.25 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 No 6172.50 >= 1 Yr <= 2 Yr 877.37 30-90 Days E-5 813.49 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 3754.46 >= 1 Yr <= 2 Yr 21.99 30-90 Days E-6 262.94 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 4106.92 >= 1 Yr <= 2 Yr 572.07 Open E-7 709.34 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 5172.47 >= 1 Yr <= 2 Yr 476.94 Open E-8 994.09 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 14227.16 >= 1 Yr <= 2 Yr 2096.29 91-180 Days E-9 2789.92 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 No 1890.19 >= 1 Yr <= 2 Yr 34.22 30-90 Days G-4 159.95 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 442.02 >= 1 Yr <= 2 Yr 56.55 Open IG-3 22.90 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 11479.05 >= 1 Yr <= 2 Yr 962.05 <30 Days IG-4 987.30 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 7166.52 >= 1 Yr <= 2 Yr 1058.28 30-90 Days IG-5 1422.28 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 Other Supervised Non-Bank Financial Entity Yes 11156.35 >= 1 Yr <= 2 Yr 846.94 <30 Days IG-6 630.27 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 5900.97 >= 1 Yr <= 2 Yr 417.60 Open IG-7 703.41 No Operations