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 98376.24 Day 18 5487.65 30-90 Days Y-2 15939.13 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 46955.35 Day 18 3397.51 91-180 Days Y-3 8238.44 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 60755.93 Day 18 8409.98 91-180 Days Y-4 12120.66 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 74628.87 Day 18 1813.67 <30 Days Z-1 11601.55 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 13624.48 Day 18 2026.87 Open A-2 1813.34 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 46967.39 Day 18 2216.01 <30 Days A-3 2511.86 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 No 4183.99 Day 18 548.91 <30 Days A-4 109.80 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 Yes 107448.85 Day 18 14108.35 91-180 Days A-5 3049.39 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 18779.69 Day 18 892.10 Open CB-1 2241.28 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 45591.86 Day 18 2361.09 <30 Days CB-2 4472.21 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 Yes 17022.92 Day 18 1589.84 91-180 Days CB-3 1455.73 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 Yes 51905.85 Day 18 2366.03 30-90 Days E-1 1823.42 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 8281.51 Day 18 291.98 30-90 Days E-2 1087.70 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 64291.87 Day 18 2088.18 <30 Days G-1 8719.34 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 68699.31 Day 18 4544.04 30-90 Days G-2 2716.18 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 3315.60 Day 18 352.10 <30 Days G-3 549.13 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 91901.11 Day 18 10147.68 <30 Days IG-1 4342.26 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 107179.63 Day 18 12098.22 30-90 Days IG-2 18419.79 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 Yes 47396.24 Day 18 3421.56 91-180 Days S-1 9138.99 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 26969.21 Day 18 3453.01 <30 Days S-2 1190.25 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 43433.57 Day 18 4358.14 91-180 Days S-3 7816.72 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 108930.04 Day 18 3434.86 Open S-4 2197.88 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 16415.49 Day 18 1018.00 30-90 Days S-5 993.89 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 Non-Financial Corporate Yes 18165.43 Day 18 273.86 30-90 Days S-6 457.49 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 28808.05 Day 18 3547.55 91-180 Days S-7 911.02 No Finance