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
2025-09-09 Liberty Capital Markets Inc. O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Bank No 2944154016.78 <1 Day 490679908.93 2-Notch Agency MBS 379675582.75 No Legal
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Financial Market Utility No 528919086.94 <1 Day 268998166.44 2-Notch Other 1122444545.34 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 2624519193.10 <1 Day 385126673.01 2-Notch Agency MBS 4470581183.41 No IntO-2945 Legal
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Sovereign No 2753464109.06 <1 Day 77731636.21 2-Notch Treasuries 3752726195.41 No Treasury
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Broker-Dealer No 1626917552.84 <1 Day 316327087.28 2-Notch Agency MBS 4093436824.11 No IntO-9346 Treasury
2025-09-09 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade MDB No 1771941031.91 <1 Day 125119563.46 2-Notch Equities 1505338552.22 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 107569.34 Open 2454.02 <30 Days A-0-Q 10573.25 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 7380.60 Open 816.37 <30 Days A-1-Q 843.00 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 10927.81 Open 1348.22 <30 Days A-2-Q 1175.10 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 Retail Yes 1694.35 Open 43.67 30-90 Days A-3-Q 64.06 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 70095.68 Open 6851.78 <30 Days A-4-Q 3442.50 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 Retail Yes 88219.29 Open 5017.51 91-180 Days A-5-Q 468.71 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101213.58 Open 7854.99 30-90 Days CB-1-Q 4393.04 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 Retail No 18120.91 Open 2131.80 91-180 Days CB-2-Q 731.11 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 Retail Yes 96365.05 Open 913.43 91-180 Days S-1-Q 12100.34 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 57804.32 Open 8283.54 Open S-2-Q 775.31 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 48182.28 Open 3166.44 Open S-3-Q 7315.77 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 19235.11 Open 2305.02 Open S-4-Q 3739.71 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 Retail No 13356.84 Open 284.18 91-180 Days CB-3-Q 735.14 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 Retail Yes 10043.85 Open 1376.51 91-180 Days G-1-Q 314.66 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 45464.37 Open 3983.40 Open G-2-Q 4487.51 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 Retail Yes 16177.70 Open 840.55 <30 Days G-3-Q 1658.33 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 Retail Yes 98909.86 Open 5117.78 30-90 Days S-5-Q 816.31 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 105870.83 Open 3456.06 91-180 Days S-6-Q 10212.63 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 Retail Yes 24145.31 Open 3301.86 Open S-7-Q 1761.34 Yes Liberty Capital Markets Inc. Finance