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 97126.22 Day 51 10768.38 30-90 Days Y-4 7419.60 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 97862.77 Day 51 1250.18 30-90 Days Z-1 977.18 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 Small Business Yes 4476.05 Day 51 206.10 Open A-2 197.20 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 Small Business Yes 108036.01 Day 51 7019.97 30-90 Days A-3 328.43 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 16454.73 Day 51 2066.63 91-180 Days A-4 2985.59 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 Small Business No 78691.39 Day 51 6747.78 91-180 Days A-5 938.19 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 Small Business No 92830.24 Day 51 1585.10 <30 Days CB-1 6731.00 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 Yes 43939.74 Day 51 2118.13 30-90 Days CB-2 8022.51 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 44172.32 Day 51 5524.51 30-90 Days CB-3 770.05 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 66656.14 Day 51 5670.21 <30 Days E-1 2772.13 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 75551.21 Day 51 8844.36 <30 Days E-2 7305.48 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 Yes 7303.41 Day 51 353.60 Open G-1 445.69 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 4402.79 Day 51 281.42 Open G-2 593.69 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 Small Business No 17020.00 Day 51 818.11 91-180 Days G-3 128.00 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 23814.23 Day 51 1861.80 Open IG-1 2600.35 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 Yes 71119.94 Day 51 535.73 91-180 Days IG-2 10056.47 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 7714.17 Day 51 763.46 91-180 Days S-1 1495.11 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 Small Business Yes 93451.30 Day 51 13329.12 <30 Days S-2 11736.86 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 Small Business Yes 62485.66 Day 51 4492.56 30-90 Days S-3 6748.14 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 No 81800.17 Day 51 9137.33 91-180 Days S-4 1341.56 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 12848.39 Day 51 808.13 30-90 Days S-5 358.37 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 21576.89 Day 51 3156.78 <30 Days S-6 234.53 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 Small Business Yes 29859.64 Day 51 3306.30 91-180 Days S-7 3271.13 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 49902.00 Day 52 2499.94 30-90 Days A-0-Q 1887.08 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 No 107934.31 Day 52 1714.92 <30 Days A-1-Q 6065.28 No Operations