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 15392.25 >2 Yr <= 3 Yr 2132.17 91-180 Days N-7 976.70 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 385.50 >2 Yr <= 3 Yr 51.27 Open P-1 21.11 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 15932.90 >2 Yr <= 3 Yr 1322.65 91-180 Days P-2 1980.54 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 16388.17 >2 Yr <= 3 Yr 656.04 Open S-8 0.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 1969.68 >2 Yr <= 3 Yr 208.84 91-180 Days Y-1 9.43 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 4710.90 >2 Yr <= 3 Yr 227.53 91-180 Days Y-2 871.97 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 4492.02 >2 Yr <= 3 Yr 597.15 <30 Days Y-3 668.79 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 8624.57 >2 Yr <= 3 Yr 608.97 91-180 Days Y-4 172.29 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 6353.09 >2 Yr <= 3 Yr 796.76 Open Z-1 251.94 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 3353.30 >2 Yr <= 3 Yr 275.01 <30 Days A-2 22.80 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 8535.08 >2 Yr <= 3 Yr 1011.50 Open A-3 1363.13 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 6951.91 >2 Yr <= 3 Yr 268.46 30-90 Days A-4 1183.51 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 12767.86 >2 Yr <= 3 Yr 1459.09 <30 Days A-5 2367.46 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 6455.59 >2 Yr <= 3 Yr 479.91 <30 Days CB-1 1041.87 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other No 12760.37 >2 Yr <= 3 Yr 617.54 91-180 Days CB-2 401.78 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 16856.26 >2 Yr <= 3 Yr 1329.09 91-180 Days CB-3 1170.21 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 15239.88 >2 Yr <= 3 Yr 1436.54 <30 Days E-1 2950.80 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 4439.84 >2 Yr <= 3 Yr 225.86 30-90 Days E-2 424.22 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 15844.86 >2 Yr <= 3 Yr 1871.46 Open G-1 1773.01 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 13648.50 >2 Yr <= 3 Yr 1824.06 30-90 Days G-2 849.49 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 5771.65 >2 Yr <= 3 Yr 204.82 Open G-3 1021.26 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 14346.24 >2 Yr <= 3 Yr 1104.94 Open IG-1 2228.12 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 2135.69 >2 Yr <= 3 Yr 67.79 91-180 Days IG-2 266.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.12 Loss of Rehypothecation Rights Due to a Change in Financial Condition Other Yes 7007.40 >2 Yr <= 3 Yr 323.99 Open S-1 654.41 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 2657.08 >2 Yr <= 3 Yr 36.68 Open S-2 280.01 No Risk Management