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 Small Business No 41122.90 Day 11 1.68 91-180 Days E-3 5826.80 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 59308.21 Day 11 227.50 <30 Days E-4 9538.95 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 Small Business Yes 92657.10 Day 11 5079.59 91-180 Days E-5 2957.01 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 Small Business Yes 90052.49 Day 11 7868.46 <30 Days E-6 9881.92 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 Small Business Yes 43891.19 Day 11 2605.20 91-180 Days E-7 6234.57 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 653.82 Day 11 56.28 30-90 Days E-8 118.96 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 76867.92 Day 11 11293.23 91-180 Days E-9 12700.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 112464.64 Day 11 6258.82 30-90 Days G-4 7506.24 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 Small Business Yes 21871.65 Day 11 2654.56 <30 Days IG-3 2457.34 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 45962.76 Day 11 5740.83 <30 Days IG-4 9007.98 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 79376.76 Day 11 4064.19 Open IG-5 8360.44 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 73193.37 Day 11 1115.92 <30 Days IG-6 8922.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 47695.75 Day 11 138.28 <30 Days IG-7 2284.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 34403.05 Day 11 1942.98 Open IG-8 3961.78 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 Small Business No 109779.52 Day 11 12390.68 Open L-1 4630.45 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 101333.44 Day 11 10590.28 <30 Days L-10 6300.73 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 59068.29 Day 11 7257.01 91-180 Days L-11 6874.18 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 Small Business No 83759.63 Day 11 91.87 <30 Days L-2 4123.24 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 Small Business Yes 109953.35 Day 11 10504.19 Open L-3 441.51 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 101374.81 Day 11 2348.43 30-90 Days L-4 14575.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 40223.82 Day 11 5954.26 91-180 Days L-5 6538.20 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 5566.79 Day 11 638.40 30-90 Days L-6 953.12 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 Small Business Yes 36.71 Day 11 2.87 <30 Days L-7 2.15 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 77314.30 Day 11 8020.82 Open L-8 13979.55 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 Small Business Yes 81654.43 Day 11 12245.34 Open L-9 2108.58 Yes Liberty International Finance Ltd. Risk Management