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 Small Business No 55048.92 Day 47 889.67 <30 Days L-6 1631.16 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 Small Business Yes 10205.29 Day 47 95.77 91-180 Days L-7 715.78 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 Small Business No 1263.98 Day 47 88.07 Open L-8 10.92 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 Small Business Yes 88412.91 Day 47 347.25 91-180 Days L-9 5871.88 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 Small Business Yes 91199.77 Day 47 12930.25 91-180 Days LC-1 10687.66 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 52669.76 Day 47 7768.20 30-90 Days LC-2 1019.74 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 11144.48 Day 47 230.38 30-90 Days N-1 1039.74 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 Small Business No 16529.98 Day 47 1478.79 30-90 Days N-2 220.99 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 Small Business Yes 40682.15 Day 47 3515.24 <30 Days N-3 1141.52 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 52963.33 Day 47 7781.35 91-180 Days N-4 7537.24 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 78844.79 Day 47 703.41 30-90 Days N-5 1645.99 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 91012.82 Day 47 12425.45 Open N-6 12251.52 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 Small Business No 19268.05 Day 47 65.64 30-90 Days N-7 1575.69 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 Small Business No 4182.43 Day 47 402.97 <30 Days P-1 363.82 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 Small Business No 17363.11 Day 47 1399.79 Open P-2 3312.06 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 76977.09 Day 47 1097.07 30-90 Days S-8 7052.40 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 63149.03 Day 47 5081.63 Open Y-1 6476.87 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 43639.28 Day 47 4546.67 30-90 Days Y-2 2047.55 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 Small Business No 76394.09 Day 47 5033.69 91-180 Days Y-3 11177.04 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 Small Business No 6234.89 Day 47 663.82 <30 Days Y-4 603.87 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 86316.67 Day 47 9575.68 30-90 Days Z-1 2627.41 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 95761.37 Day 47 7277.10 30-90 Days A-2 112.87 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 Small Business No 5618.30 Day 47 433.18 <30 Days A-3 751.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 46764.70 Day 47 612.28 Open A-4 5855.34 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 110764.20 Day 47 16081.03 <30 Days A-5 5368.80 No Legal