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 104894.00 >3 Yr <= 4 Yr 8210.23 <30 Days L-6 17510.57 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 Yes 88282.44 >3 Yr <= 4 Yr 8977.67 <30 Days L-7 6892.03 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 22432.19 >3 Yr <= 4 Yr 706.31 30-90 Days L-8 533.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 93507.68 >3 Yr <= 4 Yr 3104.70 <30 Days L-9 161.05 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 96257.78 >3 Yr <= 4 Yr 10427.86 30-90 Days LC-1 4565.28 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 103814.74 >3 Yr <= 4 Yr 8231.59 <30 Days LC-2 14548.17 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 5916.22 >3 Yr <= 4 Yr 466.10 30-90 Days N-1 492.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 96188.70 >3 Yr <= 4 Yr 1976.54 30-90 Days N-2 10907.42 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 93755.54 >3 Yr <= 4 Yr 1561.18 <30 Days N-3 534.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 48991.99 >3 Yr <= 4 Yr 363.43 <30 Days N-4 316.09 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 108157.34 >3 Yr <= 4 Yr 4608.91 30-90 Days N-5 20048.07 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 31701.84 >3 Yr <= 4 Yr 3324.23 30-90 Days N-6 3921.14 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 24786.76 >3 Yr <= 4 Yr 3621.59 Open N-7 2124.79 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 Yes 57934.45 >3 Yr <= 4 Yr 6424.24 Open P-1 6366.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 13280.71 >3 Yr <= 4 Yr 1846.65 Open P-2 584.32 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 108375.64 >3 Yr <= 4 Yr 5809.78 30-90 Days S-8 7621.46 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 10837.00 >3 Yr <= 4 Yr 745.26 <30 Days Y-1 291.20 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 86553.20 >3 Yr <= 4 Yr 888.30 30-90 Days Y-2 12323.97 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 3321.40 >3 Yr <= 4 Yr 250.22 Open Y-3 200.90 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 63992.41 >3 Yr <= 4 Yr 9117.25 30-90 Days Y-4 5501.36 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 No 112098.51 >3 Yr <= 4 Yr 10943.57 30-90 Days Z-1 20975.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 73216.80 >3 Yr <= 4 Yr 346.15 30-90 Days A-2 8064.37 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 41495.85 >3 Yr <= 4 Yr 1689.55 <30 Days A-3 4103.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 38304.60 >3 Yr <= 4 Yr 2471.54 Open A-4 7155.53 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 7302.31 >3 Yr <= 4 Yr 147.71 Open A-5 14.73 No Risk Management