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 68678.60 >2 Yr <= 3 Yr 7064.32 91-180 Days IG-5 4831.79 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 44505.83 >2 Yr <= 3 Yr 3110.66 30-90 Days IG-6 672.67 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 37107.40 >2 Yr <= 3 Yr 3874.83 91-180 Days IG-7 4707.29 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 Yes 8707.00 >2 Yr <= 3 Yr 280.78 Open IG-8 1125.35 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 Yes 56415.57 >2 Yr <= 3 Yr 80.57 30-90 Days L-1 8644.29 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 16535.92 >2 Yr <= 3 Yr 2395.68 Open L-10 2577.60 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 110703.62 >2 Yr <= 3 Yr 12770.33 <30 Days L-11 13648.13 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 105252.11 >2 Yr <= 3 Yr 10731.85 30-90 Days L-2 724.40 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 2253.60 >2 Yr <= 3 Yr 133.39 Open L-3 425.36 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 57928.96 >2 Yr <= 3 Yr 4070.63 <30 Days L-4 4461.71 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 29944.24 >2 Yr <= 3 Yr 4067.33 30-90 Days L-5 2526.63 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 46170.67 >2 Yr <= 3 Yr 5286.91 30-90 Days L-6 3844.79 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 87497.94 >2 Yr <= 3 Yr 1639.80 Open L-7 14246.84 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 63164.62 >2 Yr <= 3 Yr 1544.58 91-180 Days L-8 7835.40 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 20085.37 >2 Yr <= 3 Yr 699.26 91-180 Days L-9 516.28 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 45067.33 >2 Yr <= 3 Yr 2201.71 30-90 Days LC-1 2927.41 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 70449.26 >2 Yr <= 3 Yr 7053.35 <30 Days LC-2 10722.15 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 71798.53 >2 Yr <= 3 Yr 8156.54 <30 Days N-1 9904.24 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 107213.44 >2 Yr <= 3 Yr 7802.23 Open N-2 7482.56 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 59043.23 >2 Yr <= 3 Yr 3928.20 30-90 Days N-3 10659.56 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business Yes 28464.40 >2 Yr <= 3 Yr 289.69 Open N-4 1807.34 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 105278.27 >2 Yr <= 3 Yr 9770.43 91-180 Days N-5 3099.35 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 12729.07 >2 Yr <= 3 Yr 409.03 91-180 Days N-6 81.87 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Small Business No 54720.06 >2 Yr <= 3 Yr 3382.64 91-180 Days N-7 10607.83 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 Yes 71324.41 >2 Yr <= 3 Yr 9441.16 30-90 Days P-1 6439.95 No Risk Management