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 2449.82 Day 42 257.57 91-180 Days L-1 459.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 10126.49 Day 42 466.98 91-180 Days L-10 1788.44 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 7388.23 Day 42 379.22 30-90 Days L-11 715.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 13.93 Day 42 1.12 Open L-2 1.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 7705.97 Day 42 332.84 Open L-3 471.35 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 706.05 Day 42 105.20 <30 Days L-4 58.44 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 10181.00 Day 42 12.87 Open L-5 382.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 6249.03 Day 42 264.62 <30 Days L-6 595.54 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 1462.02 Day 42 208.07 Open L-7 222.72 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 15375.44 Day 42 356.10 Open L-8 1487.57 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 Yes 10492.44 Day 42 1528.31 Open L-9 0.77 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 3189.59 Day 42 29.92 91-180 Days LC-1 600.40 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 4168.70 Day 42 617.55 Open LC-2 388.84 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 15108.27 Day 42 1892.81 30-90 Days N-1 2127.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16953.84 Day 42 1543.22 91-180 Days N-2 2176.66 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 16886.60 Day 42 1377.54 Open N-3 2071.13 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 No 10669.19 Day 42 544.35 30-90 Days N-4 2050.48 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 Yes 7998.35 Day 42 1113.07 30-90 Days N-5 1215.56 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 14808.67 Day 42 1029.19 <30 Days N-6 2632.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16724.77 Day 42 2434.06 Open N-7 967.17 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 7816.85 Day 42 549.38 Open P-1 213.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 1332.23 Day 42 90.38 30-90 Days P-2 221.25 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 16089.03 Day 42 94.79 91-180 Days S-8 3105.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 13195.50 Day 42 34.15 30-90 Days Y-1 1439.34 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 9710.81 Day 42 592.85 91-180 Days Y-2 1162.33 Yes Liberty Mortgage Services Corp. Operations