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 Non-Financial Corporate No 33620.40 Day 7 2170.93 91-180 Days L-2 3937.60 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 79153.32 Day 7 7752.77 30-90 Days L-3 10790.90 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 76059.17 Day 7 359.90 Open L-4 7057.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 21392.84 Day 7 2669.91 30-90 Days L-5 3842.79 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 26230.48 Day 7 199.83 <30 Days L-6 2525.65 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 110783.33 Day 7 11845.87 <30 Days L-7 6690.75 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 Non-Financial Corporate No 101337.88 Day 7 8330.39 30-90 Days L-8 14427.05 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 Non-Financial Corporate Yes 77979.21 Day 7 8740.53 <30 Days L-9 2263.99 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 11502.33 Day 7 836.07 91-180 Days LC-1 1387.27 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 28383.89 Day 7 4120.19 30-90 Days LC-2 5482.27 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 68776.66 Day 7 6348.08 <30 Days N-1 3076.70 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 Non-Financial Corporate No 38771.38 Day 7 2799.91 Open N-2 3142.38 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 77377.65 Day 7 3042.34 91-180 Days N-3 6275.15 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 46317.81 Day 7 641.66 91-180 Days N-4 2487.16 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 Non-Financial Corporate No 103530.32 Day 7 2646.84 Open N-5 19765.25 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 2175.35 Day 7 65.77 <30 Days N-6 176.90 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 3100.95 Day 7 71.54 Open N-7 52.27 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 112757.15 Day 7 1943.64 91-180 Days P-1 15043.33 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 29083.50 Day 7 1805.79 91-180 Days P-2 379.92 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 94763.10 Day 7 2337.98 30-90 Days S-8 13406.35 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 77976.26 Day 7 8350.35 <30 Days Y-1 7635.24 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 Non-Financial Corporate No 95045.57 Day 7 5767.26 30-90 Days Y-2 7757.95 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 6724.28 Day 7 473.60 Open Y-3 582.16 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 Non-Financial Corporate Yes 28871.43 Day 7 2140.42 91-180 Days Y-4 309.19 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 Non-Financial Corporate Yes 62610.39 Day 7 8540.31 <30 Days Z-1 7236.53 Yes Liberty International Finance Ltd. Legal