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 Yes 89911.30 121 - 150 Days 6829.04 <30 Days N-4 6189.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 4528.27 121 - 150 Days 192.57 <30 Days N-5 423.41 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 43148.10 121 - 150 Days 294.98 91-180 Days N-6 5988.50 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 30169.77 121 - 150 Days 3120.89 Open N-7 3532.65 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 113197.71 121 - 150 Days 7829.64 91-180 Days P-1 19800.57 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 106804.84 121 - 150 Days 1297.45 Open P-2 11435.21 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 78466.06 121 - 150 Days 7030.01 91-180 Days S-8 10164.44 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 Small Business No 8513.98 121 - 150 Days 423.89 91-180 Days Y-1 558.75 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 19419.83 121 - 150 Days 1104.59 91-180 Days Y-2 2676.44 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 Small Business No 47851.18 121 - 150 Days 3597.25 Open Y-3 6916.06 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 38713.42 121 - 150 Days 1148.47 Open Y-4 6758.31 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 13799.73 121 - 150 Days 1029.89 Open Z-1 2182.81 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 40994.87 121 - 150 Days 560.48 30-90 Days A-2 459.99 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 76173.14 121 - 150 Days 7745.13 Open A-3 7625.87 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 110089.89 121 - 150 Days 616.06 30-90 Days A-4 16034.05 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 Yes 52023.12 121 - 150 Days 1050.89 Open A-5 7436.79 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 112587.76 121 - 150 Days 14735.87 <30 Days CB-1 8898.17 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 No 1394.17 121 - 150 Days 134.22 <30 Days CB-2 52.90 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 86738.69 121 - 150 Days 10009.52 30-90 Days CB-3 6275.84 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 102110.55 121 - 150 Days 3145.26 Open E-1 9762.57 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 109799.08 121 - 150 Days 14188.69 <30 Days E-2 20974.27 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 105174.08 121 - 150 Days 2692.27 30-90 Days G-1 19183.86 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 47887.13 121 - 150 Days 1539.66 91-180 Days G-2 1243.83 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 92023.67 121 - 150 Days 9115.69 Open G-3 13725.62 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 34025.93 121 - 150 Days 3329.27 Open IG-1 4823.01 Yes Liberty Mortgage Services Corp. Operations