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 1797.59 Day 56 147.59 <30 Days IG-1-Q 309.66 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 Small Business Yes 37599.82 Day 56 80.00 Open IG-2-Q 372.84 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 No 86664.46 Day 56 12830.66 91-180 Days C-1 1395.89 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 48208.41 Day 56 6955.85 <30 Days CB-4 1278.82 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 Yes 108679.03 Day 56 8004.51 <30 Days E-10 4150.22 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 Small Business Yes 91128.44 Day 56 6462.44 <30 Days E-3 13339.72 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 94332.66 Day 56 13984.67 30-90 Days E-4 7006.73 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 Small Business No 98520.73 Day 56 10053.37 30-90 Days E-5 8335.16 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 47916.40 Day 56 1994.89 Open E-6 6000.65 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 10541.84 Day 56 353.67 91-180 Days E-7 1744.44 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 Small Business No 11088.19 Day 56 975.46 30-90 Days E-8 1317.09 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 67242.60 Day 56 2142.86 30-90 Days E-9 6538.62 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 98507.53 Day 56 3047.43 30-90 Days G-4 7761.93 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 36443.24 Day 56 564.51 <30 Days IG-3 6181.82 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 31355.31 Day 56 3403.42 91-180 Days IG-4 5804.20 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 99658.29 Day 56 6821.70 91-180 Days IG-5 2204.09 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 25055.50 Day 56 3347.96 Open IG-6 2104.45 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 5038.24 Day 56 206.78 91-180 Days IG-7 254.81 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 31461.89 Day 56 2737.10 <30 Days IG-8 3596.93 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 60299.88 Day 56 6863.76 91-180 Days L-1 10121.25 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 Small Business Yes 16399.83 Day 56 607.11 91-180 Days L-10 2871.65 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 53409.90 Day 56 4114.06 Open L-11 4907.37 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 906.81 Day 56 65.80 91-180 Days L-2 160.72 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 51274.65 Day 56 1652.46 <30 Days L-3 6561.19 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 112610.35 Day 56 14829.46 Open L-4 7957.85 No Finance