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 14537.62 >4 Yr <= 5 Yr 128.07 30-90 Days L-6 275.10 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 11627.79 >4 Yr <= 5 Yr 47.19 91-180 Days L-7 2265.04 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 4507.11 >4 Yr <= 5 Yr 416.66 30-90 Days L-8 286.12 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 16676.51 >4 Yr <= 5 Yr 1954.51 <30 Days L-9 2160.10 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 8857.17 >4 Yr <= 5 Yr 1234.44 Open LC-1 325.26 Yes Liberty Wealth Management LLC 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 13773.32 >4 Yr <= 5 Yr 337.35 <30 Days LC-2 583.88 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 7177.71 >4 Yr <= 5 Yr 497.33 Open N-1 69.29 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 15446.82 >4 Yr <= 5 Yr 1611.01 <30 Days N-2 1093.56 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 4521.06 >4 Yr <= 5 Yr 486.52 <30 Days N-3 387.06 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 13446.44 >4 Yr <= 5 Yr 698.72 Open N-4 723.04 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 14385.32 >4 Yr <= 5 Yr 1257.14 91-180 Days N-5 1079.21 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 14572.85 >4 Yr <= 5 Yr 2146.24 30-90 Days N-6 2687.80 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 11038.11 >4 Yr <= 5 Yr 347.88 91-180 Days N-7 1115.68 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 16456.99 >4 Yr <= 5 Yr 1845.12 Open P-1 3069.55 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 14034.84 >4 Yr <= 5 Yr 173.59 <30 Days P-2 922.94 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 8909.87 >4 Yr <= 5 Yr 116.11 30-90 Days S-8 1061.98 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 12257.38 >4 Yr <= 5 Yr 1574.25 Open Y-1 1481.67 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 5561.69 >4 Yr <= 5 Yr 160.71 Open Y-2 385.75 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 10078.09 >4 Yr <= 5 Yr 160.49 91-180 Days Y-3 1801.42 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 11673.37 >4 Yr <= 5 Yr 105.81 30-90 Days Y-4 875.96 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 5310.39 >4 Yr <= 5 Yr 149.09 91-180 Days Z-1 544.92 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 8757.88 >4 Yr <= 5 Yr 1223.62 <30 Days A-2 183.91 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 10519.60 >4 Yr <= 5 Yr 1507.06 91-180 Days A-3 772.68 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 9244.62 >4 Yr <= 5 Yr 527.97 Open A-4 1322.37 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 350.89 >4 Yr <= 5 Yr 10.01 Open A-5 16.31 No Treasury