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 90702.26 >= 1 Yr <= 2 Yr 1480.81 <30 Days E-10 392.97 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 33859.23 >= 1 Yr <= 2 Yr 4219.90 <30 Days E-3 3069.23 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 No 54750.22 >= 1 Yr <= 2 Yr 8025.06 <30 Days E-4 2296.70 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 71074.23 >= 1 Yr <= 2 Yr 8369.16 30-90 Days E-5 8995.21 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 94699.69 >= 1 Yr <= 2 Yr 3922.71 <30 Days E-6 12724.88 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 No 81833.19 >= 1 Yr <= 2 Yr 8144.30 Open E-7 10209.67 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 6923.18 >= 1 Yr <= 2 Yr 108.96 30-90 Days E-8 796.70 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 61597.93 >= 1 Yr <= 2 Yr 2901.83 Open E-9 2036.91 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 54664.55 >= 1 Yr <= 2 Yr 7047.19 <30 Days G-4 3247.20 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 78368.54 >= 1 Yr <= 2 Yr 550.81 Open IG-3 3918.99 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 35757.18 >= 1 Yr <= 2 Yr 2576.29 91-180 Days IG-4 2973.97 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 48086.87 >= 1 Yr <= 2 Yr 1214.21 Open IG-5 6103.02 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 70482.56 >= 1 Yr <= 2 Yr 705.29 30-90 Days IG-6 6592.93 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 20976.75 >= 1 Yr <= 2 Yr 1314.95 91-180 Days IG-7 639.70 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 21432.62 >= 1 Yr <= 2 Yr 1870.71 <30 Days IG-8 3158.87 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 10248.78 >= 1 Yr <= 2 Yr 564.78 <30 Days L-1 1121.74 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 90641.19 >= 1 Yr <= 2 Yr 1041.77 30-90 Days L-10 7303.67 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 Yes 112394.03 >= 1 Yr <= 2 Yr 13408.11 30-90 Days L-11 6791.70 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 58564.89 >= 1 Yr <= 2 Yr 6847.26 <30 Days L-2 6142.76 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 Small Business Yes 11434.06 >= 1 Yr <= 2 Yr 41.90 <30 Days L-3 6.56 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 57875.14 >= 1 Yr <= 2 Yr 1740.55 91-180 Days L-4 7400.64 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 73986.73 >= 1 Yr <= 2 Yr 3435.98 <30 Days L-5 8670.22 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 57260.84 >= 1 Yr <= 2 Yr 5008.43 91-180 Days L-6 8492.50 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 52948.38 >= 1 Yr <= 2 Yr 3469.77 <30 Days L-7 2105.53 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 48809.30 >= 1 Yr <= 2 Yr 6448.34 Open L-8 7259.43 Yes Liberty Mortgage Services Corp. Treasury