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 22222.14 >4 Yr <= 5 Yr 689.83 <30 Days N-6 1494.69 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 7701.74 >4 Yr <= 5 Yr 749.52 30-90 Days N-7 1138.06 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 45605.13 >4 Yr <= 5 Yr 4601.52 <30 Days P-1 587.58 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 20419.94 >4 Yr <= 5 Yr 742.62 Open P-2 978.21 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 16871.04 >4 Yr <= 5 Yr 1230.23 30-90 Days S-8 1862.56 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 45330.57 >4 Yr <= 5 Yr 6044.90 Open Y-1 2206.75 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 73042.57 >4 Yr <= 5 Yr 10367.12 91-180 Days Y-2 805.91 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 74186.54 >4 Yr <= 5 Yr 8500.75 Open Y-3 5962.91 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 110652.28 >4 Yr <= 5 Yr 486.13 Open Y-4 16754.81 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 100271.91 >4 Yr <= 5 Yr 3977.90 <30 Days Z-1 12709.58 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 50726.98 >4 Yr <= 5 Yr 3254.83 Open A-2 3345.48 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 22910.04 >4 Yr <= 5 Yr 1968.68 91-180 Days A-3 1159.89 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 42992.38 >4 Yr <= 5 Yr 4004.50 30-90 Days A-4 7637.87 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 No 61649.12 >4 Yr <= 5 Yr 6807.74 91-180 Days A-5 7836.84 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 77496.31 >4 Yr <= 5 Yr 10465.92 30-90 Days CB-1 4146.28 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 90636.33 >4 Yr <= 5 Yr 2829.29 <30 Days CB-2 16843.79 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 85284.10 >4 Yr <= 5 Yr 10507.42 91-180 Days CB-3 3911.80 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 84479.25 >4 Yr <= 5 Yr 2853.41 <30 Days E-1 2893.13 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 96583.10 >4 Yr <= 5 Yr 9979.42 30-90 Days E-2 13780.51 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 90467.42 >4 Yr <= 5 Yr 3271.94 Open G-1 6253.29 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 93546.97 >4 Yr <= 5 Yr 5195.84 <30 Days G-2 11945.96 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 1050.76 >4 Yr <= 5 Yr 73.41 30-90 Days G-3 109.30 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 20384.09 >4 Yr <= 5 Yr 561.48 <30 Days IG-1 2009.19 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 18716.98 >4 Yr <= 5 Yr 1918.81 Open IG-2 3730.05 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 61014.29 >4 Yr <= 5 Yr 8948.88 Open S-1 651.41 Yes Liberty Wealth Management LLC Risk Management