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 89773.99 Day 17 3436.75 Open G-2 3853.68 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 63808.34 Day 17 1983.90 <30 Days G-3 6900.77 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 29733.86 Day 17 2902.41 91-180 Days IG-1 1654.44 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 10312.74 Day 17 7.60 <30 Days IG-2 836.93 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 34492.93 Day 17 4686.12 Open S-1 2649.46 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 65346.33 Day 17 2064.69 Open S-2 10977.76 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 No 99682.62 Day 17 14943.65 Open S-3 10457.48 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 29359.66 Day 17 1360.07 <30 Days S-4 5224.84 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 29745.57 Day 17 109.41 <30 Days S-5 5254.75 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 Non-Financial Corporate No 15864.67 Day 17 1286.87 30-90 Days S-6 872.31 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 Yes 58662.65 Day 17 4075.63 91-180 Days S-7 8749.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 56511.57 Day 18 8204.61 <30 Days A-0-Q 10533.83 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 5745.82 Day 18 34.32 <30 Days A-1-Q 244.64 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 3534.28 Day 18 130.19 91-180 Days A-2-Q 123.27 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 41813.50 Day 18 3913.28 <30 Days A-3-Q 5975.95 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 29646.05 Day 18 139.17 <30 Days A-4-Q 4454.31 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 2164.80 Day 18 180.41 91-180 Days A-5-Q 296.78 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 11259.48 Day 18 352.99 Open CB-1-Q 1788.84 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 106601.53 Day 18 3609.88 91-180 Days CB-2-Q 5149.07 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 Non-Financial Corporate No 91490.03 Day 18 5623.83 Open S-1-Q 1227.30 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 11636.42 Day 18 787.46 91-180 Days S-2-Q 428.63 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 No 72322.39 Day 18 2719.48 Open S-3-Q 5028.08 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 103843.31 Day 18 5931.76 30-90 Days S-4-Q 4301.24 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 61664.08 Day 18 2100.90 <30 Days CB-3-Q 7360.32 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 101984.58 Day 18 2656.77 30-90 Days G-1-Q 3184.99 No Treasury