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 Yes 68621.36 68 - 74 Days 3151.10 91-180 Days CB-3-Q 3910.94 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 113259.42 68 - 74 Days 7732.23 Open G-1-Q 17640.78 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 No 55787.09 68 - 74 Days 7998.94 Open G-2-Q 2546.35 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 91835.02 68 - 74 Days 1175.64 30-90 Days G-3-Q 4458.62 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 97478.10 68 - 74 Days 8187.44 Open S-5-Q 5095.38 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 112045.89 68 - 74 Days 6322.55 30-90 Days S-6-Q 8047.12 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 No 53534.39 68 - 74 Days 5776.91 30-90 Days S-7-Q 5997.08 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 41118.04 68 - 74 Days 1547.22 91-180 Days E-1-Q 4251.70 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 64916.05 68 - 74 Days 6227.19 30-90 Days E-2-Q 7043.98 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 27009.01 68 - 74 Days 1396.27 <30 Days IG-1-Q 619.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 99422.96 68 - 74 Days 8313.60 Open IG-2-Q 2703.05 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 81806.15 68 - 74 Days 5994.32 30-90 Days C-1 16180.07 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 100799.64 68 - 74 Days 209.16 91-180 Days CB-4 17109.92 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 61698.55 68 - 74 Days 6516.66 30-90 Days E-10 6824.29 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 28481.52 68 - 74 Days 2592.28 Open E-3 3467.64 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 40219.85 68 - 74 Days 760.42 Open E-4 6307.54 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 Yes 64190.29 68 - 74 Days 5784.59 30-90 Days E-5 11262.83 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 83182.96 68 - 74 Days 6453.82 30-90 Days E-6 7048.24 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 52052.53 68 - 74 Days 1365.86 91-180 Days E-7 4176.71 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 55083.80 68 - 74 Days 1824.19 Open E-8 7046.69 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 90895.09 68 - 74 Days 3583.63 Open E-9 15390.41 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 3034.55 68 - 74 Days 81.31 91-180 Days G-4 309.42 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 67155.31 68 - 74 Days 3454.85 Open IG-3 4272.22 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 24533.95 68 - 74 Days 1497.33 <30 Days IG-4 4496.92 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 100096.58 68 - 74 Days 10838.47 30-90 Days IG-5 8180.81 Yes Liberty International Finance Ltd. Legal