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 66882.01 >4 Yr <= 5 Yr 952.89 <30 Days G-4 2283.02 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 94990.66 >4 Yr <= 5 Yr 2865.59 91-180 Days IG-3 8295.17 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 82933.25 >4 Yr <= 5 Yr 3455.27 Open IG-4 13674.80 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 13890.22 >4 Yr <= 5 Yr 825.43 91-180 Days IG-5 780.74 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 75687.93 >4 Yr <= 5 Yr 3157.12 <30 Days IG-6 6735.74 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 44306.60 >4 Yr <= 5 Yr 2950.72 Open IG-7 6472.15 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 112333.48 >4 Yr <= 5 Yr 5032.04 Open IG-8 18581.60 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 21503.56 >4 Yr <= 5 Yr 2478.41 91-180 Days L-1 2365.48 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 19435.63 >4 Yr <= 5 Yr 2801.67 91-180 Days L-10 3121.16 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 24758.50 >4 Yr <= 5 Yr 1528.15 30-90 Days L-11 2428.75 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 No 101907.09 >4 Yr <= 5 Yr 12215.68 <30 Days L-2 11558.23 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 18879.13 >4 Yr <= 5 Yr 1317.23 30-90 Days L-3 595.59 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 61652.55 >4 Yr <= 5 Yr 6949.09 <30 Days L-4 9005.97 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 113112.41 >4 Yr <= 5 Yr 8858.55 30-90 Days L-5 10409.84 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 76508.99 >4 Yr <= 5 Yr 10087.82 <30 Days L-6 13768.18 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 52940.73 >4 Yr <= 5 Yr 4288.95 30-90 Days L-7 1399.20 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 4067.53 >4 Yr <= 5 Yr 362.93 <30 Days L-8 29.88 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 14962.39 >4 Yr <= 5 Yr 22.83 <30 Days L-9 444.66 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 45029.19 >4 Yr <= 5 Yr 3647.19 30-90 Days LC-1 4659.10 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 65892.08 >4 Yr <= 5 Yr 3295.67 91-180 Days LC-2 9007.46 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 44971.70 >4 Yr <= 5 Yr 5539.15 <30 Days N-1 4243.34 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 79904.16 >4 Yr <= 5 Yr 8047.07 <30 Days N-2 9197.25 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 22690.81 >4 Yr <= 5 Yr 2074.58 30-90 Days N-3 977.69 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 Yes 49.18 >4 Yr <= 5 Yr 0.63 <30 Days N-4 0.32 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 90456.58 >4 Yr <= 5 Yr 1896.71 Open N-5 12834.18 Yes Liberty Wealth Management LLC Legal