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 112847.44 >= 1 Yr <= 2 Yr 12348.54 91-180 Days G-2-Q 6168.51 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 Yes 6896.18 >= 1 Yr <= 2 Yr 710.13 <30 Days G-3-Q 1117.48 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 90667.06 >= 1 Yr <= 2 Yr 12131.13 30-90 Days S-5-Q 6892.60 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 Retail No 12149.54 >= 1 Yr <= 2 Yr 728.26 30-90 Days S-6-Q 1846.88 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 Retail No 92165.28 >= 1 Yr <= 2 Yr 12855.46 30-90 Days S-7-Q 15555.24 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 73816.66 >= 1 Yr <= 2 Yr 6412.52 Open E-1-Q 6117.60 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 84067.59 >= 1 Yr <= 2 Yr 10284.81 Open E-2-Q 5688.49 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 91254.34 >= 1 Yr <= 2 Yr 13598.37 91-180 Days IG-1-Q 1375.00 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 23362.82 >= 1 Yr <= 2 Yr 761.74 30-90 Days IG-2-Q 954.12 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 Retail No 53302.43 >= 1 Yr <= 2 Yr 3709.94 91-180 Days C-1 8288.20 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 89452.47 >= 1 Yr <= 2 Yr 8871.81 30-90 Days CB-4 8546.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 58982.91 >= 1 Yr <= 2 Yr 6653.64 Open E-10 1321.25 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 69700.12 >= 1 Yr <= 2 Yr 2448.38 <30 Days E-3 8604.99 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 Retail Yes 90437.33 >= 1 Yr <= 2 Yr 4629.46 30-90 Days E-4 14007.60 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 Retail No 40587.09 >= 1 Yr <= 2 Yr 2350.49 91-180 Days E-5 1226.91 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 87394.11 >= 1 Yr <= 2 Yr 3856.65 <30 Days E-6 12630.86 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 59890.45 >= 1 Yr <= 2 Yr 5143.80 30-90 Days E-7 5935.22 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 6807.47 >= 1 Yr <= 2 Yr 427.78 Open E-8 1008.07 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 Retail No 92508.42 >= 1 Yr <= 2 Yr 779.53 91-180 Days E-9 999.17 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 31802.72 >= 1 Yr <= 2 Yr 322.01 <30 Days G-4 1646.60 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 Retail Yes 50830.00 >= 1 Yr <= 2 Yr 3876.32 Open IG-3 3748.96 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 28780.30 >= 1 Yr <= 2 Yr 2606.55 <30 Days IG-4 5183.10 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 No 101190.05 >= 1 Yr <= 2 Yr 578.75 91-180 Days IG-5 14638.49 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 7858.32 >= 1 Yr <= 2 Yr 1033.70 30-90 Days IG-6 1477.10 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 81962.73 >= 1 Yr <= 2 Yr 11996.74 91-180 Days IG-7 923.57 No Finance