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 Yes 94029.71 Day 11 387.66 30-90 Days CB-3-Q 3393.99 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 Yes 33634.01 Day 11 1143.91 <30 Days G-1-Q 1308.51 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate Yes 104570.29 Day 11 11732.44 <30 Days G-2-Q 17182.35 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 Non-Financial Corporate Yes 24684.30 Day 11 1938.88 <30 Days G-3-Q 1662.53 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 Non-Financial Corporate No 81110.49 Day 11 2873.62 91-180 Days S-5-Q 11755.92 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 84624.11 Day 11 3284.73 <30 Days S-6-Q 5115.89 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 Non-Financial Corporate No 12299.79 Day 11 1700.74 91-180 Days S-7-Q 1431.80 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 Non-Financial Corporate No 50883.55 Day 11 5570.69 91-180 Days E-1-Q 9549.57 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 Non-Financial Corporate Yes 55358.81 Day 11 6375.99 Open E-2-Q 5243.58 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 Non-Financial Corporate Yes 28308.48 Day 11 1639.48 <30 Days IG-1-Q 4005.32 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 71280.34 Day 11 903.05 Open IG-2-Q 9540.91 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 100189.20 Day 11 5913.59 30-90 Days C-1 1011.35 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 Non-Financial Corporate No 58256.44 Day 11 735.91 30-90 Days CB-4 56.57 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 74624.22 Day 11 1909.19 91-180 Days E-10 9970.23 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 Non-Financial Corporate No 4390.12 Day 11 503.02 30-90 Days E-3 324.58 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 48630.01 Day 11 7100.98 91-180 Days E-4 256.14 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 54214.33 Day 11 58.95 <30 Days E-5 2285.99 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 Non-Financial Corporate No 71850.70 Day 11 3215.64 91-180 Days E-6 7811.56 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 85118.68 Day 11 981.64 91-180 Days E-7 8479.22 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 94027.43 Day 11 10901.55 30-90 Days E-8 12641.00 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 109970.21 Day 11 8108.58 91-180 Days E-9 12072.99 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 Non-Financial Corporate Yes 84095.62 Day 11 9467.59 91-180 Days G-4 13044.30 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 Non-Financial Corporate Yes 43205.20 Day 11 2876.38 30-90 Days IG-3 7919.00 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 Non-Financial Corporate No 100830.59 Day 11 10905.39 Open IG-4 7778.41 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 Non-Financial Corporate No 73465.11 Day 11 8113.60 <30 Days IG-5 514.93 No Finance