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 National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 33969.90 >2 Yr <= 3 Yr 3084.51 30-90 Days L-9 1741.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 112466.78 >2 Yr <= 3 Yr 11222.02 91-180 Days LC-1 18781.21 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 54869.93 >2 Yr <= 3 Yr 6519.20 Open LC-2 1288.39 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 103164.17 >2 Yr <= 3 Yr 13148.43 91-180 Days N-1 17587.31 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 61497.47 >2 Yr <= 3 Yr 2669.30 <30 Days N-2 9375.99 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 86257.68 >2 Yr <= 3 Yr 2556.26 30-90 Days N-3 7156.20 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 51961.03 >2 Yr <= 3 Yr 6392.73 30-90 Days N-4 26.50 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 36961.86 >2 Yr <= 3 Yr 1407.76 30-90 Days N-5 1315.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 20677.33 >2 Yr <= 3 Yr 2192.31 30-90 Days N-6 2819.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 106364.57 >2 Yr <= 3 Yr 4048.13 30-90 Days N-7 11536.58 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 95216.78 >2 Yr <= 3 Yr 9178.99 30-90 Days P-1 10665.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 86847.07 >2 Yr <= 3 Yr 5539.30 <30 Days P-2 5986.56 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 18374.38 >2 Yr <= 3 Yr 1280.26 Open S-8 384.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 93824.57 >2 Yr <= 3 Yr 1064.78 30-90 Days Y-1 1797.77 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 88511.39 >2 Yr <= 3 Yr 9097.70 91-180 Days Y-2 1838.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 36051.59 >2 Yr <= 3 Yr 5171.12 Open Y-3 2524.12 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 22502.59 >2 Yr <= 3 Yr 2156.32 <30 Days Y-4 664.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 8425.92 >2 Yr <= 3 Yr 469.63 91-180 Days Z-1 0.94 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 84088.70 >2 Yr <= 3 Yr 12376.35 91-180 Days A-2 2925.64 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 37578.43 >2 Yr <= 3 Yr 977.14 30-90 Days A-3 2683.06 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 106762.25 >2 Yr <= 3 Yr 14128.80 30-90 Days A-4 16953.99 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 109308.00 >2 Yr <= 3 Yr 10779.62 <30 Days A-5 2198.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 20580.68 >2 Yr <= 3 Yr 1484.48 Open CB-1 543.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 55465.63 >2 Yr <= 3 Yr 5967.87 91-180 Days CB-2 3137.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 47347.58 >2 Yr <= 3 Yr 5246.25 91-180 Days CB-3 464.02 Yes Liberty Wealth Management LLC Treasury