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 103483.61 75 - 82 Days 3645.80 91-180 Days L-7 2011.78 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 No 9745.67 75 - 82 Days 1059.41 <30 Days L-8 931.11 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 54420.40 75 - 82 Days 4172.59 30-90 Days L-9 4999.29 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 Small Business No 61013.33 75 - 82 Days 2017.12 30-90 Days LC-1 2798.44 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 5558.67 75 - 82 Days 684.82 <30 Days LC-2 1105.23 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 93396.18 75 - 82 Days 8048.25 91-180 Days N-1 6549.30 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 109456.31 75 - 82 Days 655.99 <30 Days N-2 3416.97 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 24320.27 75 - 82 Days 3508.95 91-180 Days N-3 2611.91 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 59144.63 75 - 82 Days 3512.94 91-180 Days N-4 7502.40 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 29417.27 75 - 82 Days 1233.81 30-90 Days N-5 1770.71 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 7960.38 75 - 82 Days 639.34 <30 Days N-6 759.10 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 54478.53 75 - 82 Days 7104.31 30-90 Days N-7 4635.94 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 62039.39 75 - 82 Days 8646.58 <30 Days P-1 5533.61 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 94587.05 75 - 82 Days 1124.33 30-90 Days P-2 12187.67 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 1667.61 75 - 82 Days 102.64 30-90 Days S-8 260.20 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 64575.82 75 - 82 Days 8440.04 30-90 Days Y-1 9956.94 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 5887.98 75 - 82 Days 760.79 91-180 Days Y-2 264.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 3705.56 75 - 82 Days 178.58 <30 Days Y-3 446.91 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 22644.13 75 - 82 Days 210.64 91-180 Days Y-4 1030.68 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 41397.39 75 - 82 Days 2806.63 <30 Days Z-1 3723.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 8343.42 75 - 82 Days 647.27 91-180 Days A-2 975.68 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 29898.77 75 - 82 Days 2687.64 Open A-3 799.38 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 48511.68 75 - 82 Days 2159.26 Open A-4 3179.65 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 14576.15 75 - 82 Days 637.90 91-180 Days A-5 2641.26 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 21423.89 75 - 82 Days 2447.82 <30 Days CB-1 1883.35 Yes Liberty Capital Markets Inc. Legal