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 No 11938.93 Day 20 739.00 30-90 Days A-0-Q 344.85 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 107667.73 Day 20 6709.31 <30 Days A-1-Q 11035.27 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 564.34 Day 20 5.36 30-90 Days A-2-Q 43.81 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 90219.40 Day 20 7161.40 Open A-3-Q 10519.68 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 No 15797.82 Day 20 2141.21 <30 Days A-4-Q 2385.34 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 90658.58 Day 20 4306.46 <30 Days A-5-Q 11515.81 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 69470.56 Day 20 8842.15 91-180 Days CB-1-Q 10167.62 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 111553.83 Day 20 12491.91 <30 Days CB-2-Q 13673.38 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 Yes 9268.15 Day 20 469.16 <30 Days S-1-Q 719.25 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 16141.11 Day 20 1070.68 <30 Days S-2-Q 355.47 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 66203.95 Day 20 6681.63 91-180 Days S-3-Q 10608.33 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 90155.08 Day 20 752.91 30-90 Days S-4-Q 11886.06 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 107501.95 Day 20 13817.10 91-180 Days CB-3-Q 4701.86 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 57796.09 Day 20 5127.30 <30 Days G-1-Q 6576.13 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 20367.24 Day 20 893.78 <30 Days G-2-Q 1501.90 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 No 106992.62 Day 20 14142.13 <30 Days G-3-Q 2635.91 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 19658.62 Day 20 1500.58 91-180 Days S-5-Q 214.91 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 24422.86 Day 20 2271.95 30-90 Days S-6-Q 633.03 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 31568.18 Day 20 4073.87 91-180 Days S-7-Q 2253.60 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 Yes 71630.14 Day 20 8344.55 <30 Days E-1-Q 5846.49 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 42987.67 Day 20 1053.51 30-90 Days E-2-Q 6672.02 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 Yes 83506.90 Day 20 8396.65 <30 Days IG-1-Q 14323.50 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 No 13423.15 Day 20 1330.66 Open IG-2-Q 704.35 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 58442.11 Day 20 5522.39 Open C-1 10344.51 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 95757.36 Day 20 10430.61 <30 Days CB-4 14653.71 No Treasury