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 Retail Yes 22088.74 >= 1 Yr <= 2 Yr 1821.51 91-180 Days IG-8 767.47 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 95748.54 >= 1 Yr <= 2 Yr 12569.72 <30 Days L-1 9659.64 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 39336.21 >= 1 Yr <= 2 Yr 1535.92 <30 Days L-10 3610.78 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 87460.42 >= 1 Yr <= 2 Yr 3990.27 91-180 Days L-11 15475.81 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 Retail Yes 20015.44 >= 1 Yr <= 2 Yr 1535.44 Open L-2 754.95 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 91995.41 >= 1 Yr <= 2 Yr 6808.47 30-90 Days L-3 15902.32 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 88846.09 >= 1 Yr <= 2 Yr 9739.07 30-90 Days L-4 5649.26 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 Retail Yes 97917.89 >= 1 Yr <= 2 Yr 3501.78 30-90 Days L-5 3029.03 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 No 34802.39 >= 1 Yr <= 2 Yr 2330.86 91-180 Days L-6 1561.87 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 7592.46 >= 1 Yr <= 2 Yr 780.61 30-90 Days L-7 266.46 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 5053.88 >= 1 Yr <= 2 Yr 729.03 30-90 Days L-8 196.07 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 No 4797.56 >= 1 Yr <= 2 Yr 399.17 Open L-9 538.96 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 24432.94 >= 1 Yr <= 2 Yr 1949.52 Open LC-1 3209.04 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 Retail Yes 5314.23 >= 1 Yr <= 2 Yr 771.38 91-180 Days LC-2 139.71 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 Retail No 25664.57 >= 1 Yr <= 2 Yr 1005.65 30-90 Days N-1 1557.12 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 Retail No 77925.92 >= 1 Yr <= 2 Yr 7663.91 <30 Days N-2 911.52 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 Retail No 29501.40 >= 1 Yr <= 2 Yr 1562.10 30-90 Days N-3 5681.03 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 5338.84 >= 1 Yr <= 2 Yr 202.15 <30 Days N-4 189.88 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 Retail No 32300.78 >= 1 Yr <= 2 Yr 1603.24 <30 Days N-5 5938.68 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 No 110445.29 >= 1 Yr <= 2 Yr 13911.77 30-90 Days N-6 11156.29 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 100894.82 >= 1 Yr <= 2 Yr 2766.27 <30 Days N-7 17814.45 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 48991.94 >= 1 Yr <= 2 Yr 487.09 91-180 Days P-1 5578.45 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 89503.55 >= 1 Yr <= 2 Yr 3191.08 30-90 Days P-2 9690.44 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 43993.42 >= 1 Yr <= 2 Yr 4975.81 <30 Days S-8 8723.56 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 Retail No 39326.12 >= 1 Yr <= 2 Yr 2884.92 30-90 Days Y-1 5674.89 Yes Liberty Capital Markets Inc. Operations