Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.12: Loss of Rehypothecation Rights Due to a Change in Financial Condition

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.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 13239.04 Day 39 141.89 30-90 Days N-5 1550.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 6416.04 Day 39 162.21 Open N-6 61.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 4439.36 Day 39 374.48 Open N-7 522.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 11998.18 Day 39 147.52 30-90 Days P-1 1060.55 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 3478.68 Day 39 54.19 30-90 Days P-2 409.30 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 7984.29 Day 39 258.87 Open S-8 958.91 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 3672.27 Day 39 451.39 Open Y-1 239.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 14662.91 Day 39 1337.36 <30 Days Y-2 2265.29 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 12466.18 Day 39 1691.10 <30 Days Y-3 2050.38 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 7703.18 Day 39 902.71 Open Y-4 636.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 14244.04 Day 39 1785.38 <30 Days Z-1 2432.93 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 14983.56 Day 39 2056.62 Open A-2 1048.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16884.73 Day 39 1911.98 30-90 Days A-3 3325.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 3674.08 Day 39 379.84 <30 Days A-4 371.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 7325.46 Day 39 261.04 <30 Days A-5 1227.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 16024.56 Day 39 1236.73 30-90 Days CB-1 683.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 14274.22 Day 39 606.56 Open CB-2 1395.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 2262.23 Day 39 300.09 <30 Days CB-3 166.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 12670.37 Day 39 416.51 30-90 Days E-1 1647.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 2654.53 Day 39 378.46 Open E-2 155.16 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 11833.73 Day 39 1627.05 30-90 Days G-1 1378.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16400.43 Day 39 713.60 30-90 Days G-2 2608.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 10725.46 Day 39 670.19 <30 Days G-3 64.00 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 424.21 Day 39 52.09 91-180 Days IG-1 43.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 14135.72 Day 39 1010.62 Open IG-2 1266.29 Yes Liberty National Bank Operations