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 Retail Yes 19268.21 68 - 74 Days 1189.42 30-90 Days A-1-Q 1794.89 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 105957.78 68 - 74 Days 14523.38 <30 Days A-2-Q 6892.57 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 97806.89 68 - 74 Days 5108.07 30-90 Days A-3-Q 4000.37 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 Retail Yes 70332.74 68 - 74 Days 3985.64 91-180 Days A-4-Q 4174.50 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 25240.85 68 - 74 Days 2328.11 30-90 Days A-5-Q 3533.23 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 86496.31 68 - 74 Days 9888.63 Open CB-1-Q 604.32 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 Retail No 34139.72 68 - 74 Days 4572.08 Open CB-2-Q 1901.93 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 94744.80 68 - 74 Days 6334.33 Open S-1-Q 18085.12 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 Retail No 107393.18 68 - 74 Days 3110.48 Open S-2-Q 18448.18 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 93974.12 68 - 74 Days 13206.43 30-90 Days S-3-Q 8360.18 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 7396.13 68 - 74 Days 290.29 Open S-4-Q 892.54 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 Retail No 32820.45 68 - 74 Days 1145.76 30-90 Days CB-3-Q 1375.88 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 88799.77 68 - 74 Days 10818.98 91-180 Days G-1-Q 11683.17 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 Retail Yes 47192.41 68 - 74 Days 1956.05 Open G-2-Q 6531.59 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 58806.40 68 - 74 Days 1801.96 30-90 Days G-3-Q 4395.60 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 Retail Yes 106176.75 68 - 74 Days 4177.05 30-90 Days S-5-Q 21052.61 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 49301.90 68 - 74 Days 1655.08 91-180 Days S-6-Q 112.68 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 Retail Yes 97389.81 68 - 74 Days 11142.51 <30 Days S-7-Q 6345.22 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 27666.76 68 - 74 Days 937.91 91-180 Days E-1-Q 2403.26 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 21642.74 68 - 74 Days 2307.50 91-180 Days E-2-Q 223.13 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 Retail No 69867.01 68 - 74 Days 967.13 <30 Days IG-1-Q 41.05 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 Retail No 2737.28 68 - 74 Days 281.20 Open IG-2-Q 128.24 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 Retail No 46063.00 68 - 74 Days 1898.53 91-180 Days C-1 2850.63 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 111263.80 68 - 74 Days 9959.06 30-90 Days CB-4 16026.45 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 Retail No 104763.70 68 - 74 Days 12947.84 Open E-10 20621.53 No Finance