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 83323.22 >2 Yr <= 3 Yr 9992.76 <30 Days P-2 2991.99 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 101726.12 >2 Yr <= 3 Yr 8066.32 30-90 Days S-8 20027.32 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 61287.10 >2 Yr <= 3 Yr 4143.78 <30 Days Y-1 6408.12 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 91844.37 >2 Yr <= 3 Yr 11573.23 91-180 Days Y-2 10923.66 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 85376.34 >2 Yr <= 3 Yr 8801.89 91-180 Days Y-3 5490.53 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 12391.85 >2 Yr <= 3 Yr 188.98 <30 Days Y-4 2026.27 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 88383.87 >2 Yr <= 3 Yr 7332.91 <30 Days Z-1 4117.89 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 No 93217.57 >2 Yr <= 3 Yr 13007.06 91-180 Days A-2 17221.55 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 No 66641.21 >2 Yr <= 3 Yr 8327.52 91-180 Days A-3 2117.13 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 49761.37 >2 Yr <= 3 Yr 3345.52 30-90 Days A-4 2227.62 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 58502.70 >2 Yr <= 3 Yr 4767.33 30-90 Days A-5 3097.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 4144.87 >2 Yr <= 3 Yr 417.85 30-90 Days CB-1 181.52 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 57836.38 >2 Yr <= 3 Yr 2281.74 Open CB-2 10005.87 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 17869.37 >2 Yr <= 3 Yr 398.70 Open CB-3 2476.74 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 83897.38 >2 Yr <= 3 Yr 8757.70 <30 Days E-1 9217.60 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 30563.17 >2 Yr <= 3 Yr 2248.34 <30 Days E-2 133.85 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 110471.25 >2 Yr <= 3 Yr 6326.65 30-90 Days G-1 3022.11 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 50773.03 >2 Yr <= 3 Yr 3988.61 <30 Days G-2 7300.56 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 17369.70 >2 Yr <= 3 Yr 13.03 Open G-3 1854.95 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 68066.07 >2 Yr <= 3 Yr 7206.23 <30 Days IG-1 12431.66 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 84992.13 >2 Yr <= 3 Yr 12485.24 91-180 Days IG-2 7248.52 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 68203.99 >2 Yr <= 3 Yr 3319.15 <30 Days S-1 7355.31 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 No 33369.25 >2 Yr <= 3 Yr 4699.65 Open S-2 3695.47 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 20895.99 >2 Yr <= 3 Yr 1831.67 30-90 Days S-3 2083.04 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 104380.05 >2 Yr <= 3 Yr 1384.62 91-180 Days S-4 8022.74 Yes Liberty International Finance Ltd. Risk Management