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 84613.28 Day 21 6185.15 91-180 Days L-6 13829.96 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 55578.94 Day 21 7913.44 30-90 Days L-7 7416.81 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 54981.56 Day 21 2722.76 Open L-8 1054.13 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 49515.34 Day 21 2994.22 30-90 Days L-9 4551.91 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 15652.56 Day 21 2262.44 Open LC-1 2258.39 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 91124.95 Day 21 12126.72 Open LC-2 12938.08 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 58922.93 Day 21 2062.71 Open N-1 3683.91 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 84177.46 Day 21 9737.95 <30 Days N-2 3160.87 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 82652.98 Day 21 7511.82 91-180 Days N-3 693.31 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 31287.81 Day 21 3926.41 Open N-4 1699.72 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 39820.67 Day 21 2668.70 <30 Days N-5 6323.50 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 Yes 103908.98 Day 21 13771.23 91-180 Days N-6 564.97 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 38900.68 Day 21 203.06 <30 Days N-7 6241.98 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 23493.07 Day 21 754.94 Open P-1 4421.68 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 12344.57 Day 21 357.48 <30 Days P-2 525.73 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 94816.20 Day 21 11799.36 30-90 Days S-8 13660.58 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 56656.29 Day 21 5722.67 30-90 Days Y-1 10213.43 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 47128.47 Day 21 1705.00 <30 Days Y-2 1886.80 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 100413.00 Day 21 4424.00 91-180 Days Y-3 18295.32 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 19200.17 Day 21 2273.86 <30 Days Y-4 1619.78 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 32941.42 Day 21 335.21 Open Z-1 4695.33 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 31043.30 Day 21 1385.03 Open A-2 5215.23 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 45488.13 Day 21 4617.11 Open A-3 615.00 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 106312.76 Day 21 9314.36 91-180 Days A-4 20171.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Non-Financial Corporate No 68697.21 Day 21 4429.75 91-180 Days A-5 6452.53 No Finance