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 109831.29 >= 1 Yr <= 2 Yr 10988.47 Open Y-2 10931.15 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 98833.63 >= 1 Yr <= 2 Yr 13910.70 Open Y-3 2003.58 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 82316.10 >= 1 Yr <= 2 Yr 10782.79 30-90 Days Y-4 13615.27 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 Yes 102099.21 >= 1 Yr <= 2 Yr 13116.78 91-180 Days Z-1 11290.24 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 76019.15 >= 1 Yr <= 2 Yr 3156.26 <30 Days A-2 2378.03 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 Yes 34176.62 >= 1 Yr <= 2 Yr 766.50 91-180 Days A-3 3854.93 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 87997.44 >= 1 Yr <= 2 Yr 10530.31 <30 Days A-4 3361.60 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 21688.97 >= 1 Yr <= 2 Yr 996.37 <30 Days A-5 3752.23 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 24119.04 >= 1 Yr <= 2 Yr 222.26 Open CB-1 4429.06 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 111874.41 >= 1 Yr <= 2 Yr 771.44 30-90 Days CB-2 3714.48 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 Yes 84158.82 >= 1 Yr <= 2 Yr 62.29 Open CB-3 10765.41 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 Yes 41143.69 >= 1 Yr <= 2 Yr 2952.05 91-180 Days E-1 6092.67 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 110923.23 >= 1 Yr <= 2 Yr 10454.18 Open E-2 6631.08 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 No 51082.72 >= 1 Yr <= 2 Yr 4279.01 <30 Days G-1 2780.52 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 24856.53 >= 1 Yr <= 2 Yr 1543.62 Open G-2 4497.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 43090.43 >= 1 Yr <= 2 Yr 214.58 91-180 Days G-3 3177.82 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 84525.66 >= 1 Yr <= 2 Yr 571.10 30-90 Days IG-1 6912.85 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 42970.32 >= 1 Yr <= 2 Yr 749.10 <30 Days IG-2 6474.69 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 7867.11 >= 1 Yr <= 2 Yr 1131.59 91-180 Days S-1 978.45 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 75031.99 >= 1 Yr <= 2 Yr 8492.75 91-180 Days S-2 12660.46 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 Retail No 39811.44 >= 1 Yr <= 2 Yr 1089.27 Open S-3 6752.45 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 Retail Yes 91343.92 >= 1 Yr <= 2 Yr 1175.65 91-180 Days S-4 13286.57 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 Yes 31470.12 >= 1 Yr <= 2 Yr 1885.12 <30 Days S-5 1329.97 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 Yes 1377.77 >= 1 Yr <= 2 Yr 201.25 91-180 Days S-6 100.13 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 Yes 64707.63 >= 1 Yr <= 2 Yr 5118.10 <30 Days S-7 7141.30 No Legal