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 90126.45 >2 Yr <= 3 Yr 12568.83 30-90 Days S-5 4028.07 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 101376.87 >2 Yr <= 3 Yr 9187.91 <30 Days S-6 14304.72 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 10944.18 >2 Yr <= 3 Yr 628.68 91-180 Days S-7 1560.54 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 33185.60 >3 Yr <= 4 Yr 251.79 91-180 Days A-0-Q 5095.78 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 110945.41 >3 Yr <= 4 Yr 13437.95 30-90 Days A-1-Q 12317.45 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 33506.34 >3 Yr <= 4 Yr 1797.96 Open A-2-Q 2398.02 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 15133.06 >3 Yr <= 4 Yr 771.16 Open A-3-Q 2481.55 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 No 57728.28 >3 Yr <= 4 Yr 2856.20 91-180 Days A-4-Q 8681.35 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 82537.15 >3 Yr <= 4 Yr 217.10 91-180 Days A-5-Q 9177.53 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 Yes 53399.46 >3 Yr <= 4 Yr 6231.92 Open CB-1-Q 2050.90 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 37809.22 >3 Yr <= 4 Yr 3274.73 <30 Days CB-2-Q 1636.53 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 Yes 110952.47 >3 Yr <= 4 Yr 773.75 30-90 Days S-1-Q 14886.47 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 58842.45 >3 Yr <= 4 Yr 1346.91 30-90 Days S-2-Q 5418.43 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 62792.11 >3 Yr <= 4 Yr 1888.64 Open S-3-Q 9861.31 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 Yes 28934.00 >3 Yr <= 4 Yr 1592.13 91-180 Days S-4-Q 1115.97 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 67801.63 >3 Yr <= 4 Yr 675.45 Open CB-3-Q 8873.20 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 49562.78 >3 Yr <= 4 Yr 2542.07 <30 Days G-1-Q 8954.11 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 30207.94 >3 Yr <= 4 Yr 3218.80 <30 Days G-2-Q 5103.70 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 61244.16 >3 Yr <= 4 Yr 1185.64 91-180 Days G-3-Q 3148.37 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 3061.61 >3 Yr <= 4 Yr 178.22 <30 Days S-5-Q 369.50 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 No 91276.11 >3 Yr <= 4 Yr 6840.58 91-180 Days S-6-Q 16778.92 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 Yes 28384.36 >3 Yr <= 4 Yr 1500.21 <30 Days S-7-Q 2230.66 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 22738.27 >3 Yr <= 4 Yr 619.69 91-180 Days E-1-Q 3318.34 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 23562.56 >3 Yr <= 4 Yr 91.54 30-90 Days E-2-Q 3998.85 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 10334.82 >3 Yr <= 4 Yr 1241.69 <30 Days IG-1-Q 313.97 Yes Liberty Capital Markets Inc. Operations