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 Yes 11906.98 91 - 120 Days 1015.49 <30 Days A-2 1475.22 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 11838.39 91 - 120 Days 475.20 91-180 Days A-3 975.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 14901.18 91 - 120 Days 1821.08 Open A-4 2821.30 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 14585.97 91 - 120 Days 1215.41 91-180 Days A-5 930.21 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 13672.46 91 - 120 Days 789.93 <30 Days CB-1 225.45 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 433.59 91 - 120 Days 6.14 30-90 Days CB-2 45.61 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 4028.06 91 - 120 Days 207.17 Open CB-3 750.62 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 977.18 91 - 120 Days 121.80 Open E-1 25.10 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 Yes 6107.11 91 - 120 Days 244.20 30-90 Days E-2 874.58 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 Yes 11203.35 91 - 120 Days 287.51 <30 Days G-1 2003.95 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 Yes 8221.65 91 - 120 Days 691.82 30-90 Days G-2 598.02 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 1576.87 91 - 120 Days 214.11 Open G-3 217.86 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 7793.06 91 - 120 Days 631.40 30-90 Days IG-1 756.43 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 2189.89 91 - 120 Days 32.58 91-180 Days IG-2 186.01 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 4047.90 91 - 120 Days 524.53 Open S-1 91.72 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 13090.35 91 - 120 Days 150.00 Open S-2 3.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 4618.81 91 - 120 Days 533.60 Open S-3 572.63 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 13365.52 91 - 120 Days 647.63 91-180 Days S-4 1828.56 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 14813.87 91 - 120 Days 221.58 Open S-5 174.92 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 417.35 91 - 120 Days 22.71 Open S-6 5.50 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 182.74 91 - 120 Days 18.73 <30 Days S-7 32.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 15487.65 121 - 150 Days 2241.50 91-180 Days A-0-Q 143.50 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 12298.17 121 - 150 Days 1176.48 30-90 Days A-1-Q 59.37 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 2221.47 121 - 150 Days 19.57 <30 Days A-2-Q 150.46 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 4575.79 121 - 150 Days 164.25 30-90 Days A-3-Q 865.95 No Operations