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 70375.96 83 - 90 Days 9728.06 Open N-7 12181.18 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 61676.21 83 - 90 Days 3601.06 91-180 Days P-1 5328.88 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 No 14168.67 83 - 90 Days 1365.29 <30 Days P-2 372.44 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 4074.04 83 - 90 Days 560.64 91-180 Days S-8 685.49 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 62884.66 83 - 90 Days 5029.67 <30 Days Y-1 8472.70 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 72607.93 83 - 90 Days 1042.05 30-90 Days Y-2 299.41 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 25114.53 83 - 90 Days 2271.92 30-90 Days Y-3 2662.61 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 46542.70 83 - 90 Days 2738.88 <30 Days Y-4 2195.35 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 104971.44 83 - 90 Days 4724.83 30-90 Days Z-1 9597.66 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 105061.18 83 - 90 Days 3103.49 <30 Days A-2 10613.07 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 82002.48 83 - 90 Days 8226.33 30-90 Days A-3 1169.29 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 56244.42 83 - 90 Days 4131.56 Open A-4 9294.71 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 75590.35 83 - 90 Days 2789.83 91-180 Days A-5 13430.82 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 8072.59 83 - 90 Days 642.64 Open CB-1 59.55 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 40178.22 83 - 90 Days 1929.49 30-90 Days CB-2 2660.61 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 28951.95 83 - 90 Days 1064.16 <30 Days CB-3 4430.67 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 72817.12 83 - 90 Days 3087.88 30-90 Days E-1 11374.71 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 41121.79 83 - 90 Days 2144.28 30-90 Days E-2 2665.87 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 No 73308.87 83 - 90 Days 7707.83 Open G-1 14533.13 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 26127.72 83 - 90 Days 2428.81 91-180 Days G-2 2861.06 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 Small Business Yes 99974.69 83 - 90 Days 6965.48 91-180 Days G-3 5233.91 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 No 84141.64 83 - 90 Days 10188.50 Open IG-1 9036.55 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 70960.56 83 - 90 Days 2185.63 91-180 Days IG-2 11671.77 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 59494.31 83 - 90 Days 2366.43 30-90 Days S-1 4426.12 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 53871.94 83 - 90 Days 6228.05 <30 Days S-2 9022.85 Yes Liberty International Finance Ltd. Operations