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 Retail No 78111.97 Day 14 11338.57 Open CB-2 8345.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 53394.21 Day 14 25.00 30-90 Days CB-3 9483.58 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 98169.79 Day 14 7046.11 30-90 Days E-1 860.08 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 Retail Yes 44334.61 Day 14 3905.73 91-180 Days E-2 5472.36 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 Retail No 81038.71 Day 14 5611.31 91-180 Days G-1 2532.82 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 Retail No 96635.63 Day 14 9221.61 <30 Days G-2 4617.74 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 85436.27 Day 14 11914.00 Open G-3 6732.44 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 93896.54 Day 14 442.83 Open IG-1 17986.39 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 Retail No 19875.38 Day 14 371.74 91-180 Days IG-2 773.37 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 Retail No 31740.53 Day 14 1171.74 30-90 Days S-1 5624.22 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 Retail No 14356.58 Day 14 1642.52 91-180 Days S-2 2127.66 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 14961.61 Day 14 858.81 30-90 Days S-3 2538.38 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 Retail No 49034.38 Day 14 2695.95 91-180 Days S-4 2644.58 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 10833.08 Day 14 563.48 Open S-5 1383.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 21243.78 Day 14 68.09 91-180 Days S-6 3360.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 99498.99 Day 14 14092.51 Open S-7 16561.65 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 Retail No 105642.72 Day 15 7301.52 91-180 Days A-0-Q 1320.69 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 49224.26 Day 15 2188.65 Open A-1-Q 5454.62 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 Retail No 110054.31 Day 15 13821.02 30-90 Days A-2-Q 18234.34 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 Retail Yes 28484.29 Day 15 3051.63 30-90 Days A-3-Q 3534.48 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 90797.09 Day 15 225.72 Open A-4-Q 9021.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 99265.71 Day 15 10294.35 <30 Days A-5-Q 6745.45 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 Retail No 79000.31 Day 15 2462.29 30-90 Days CB-1-Q 7832.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 15953.15 Day 15 1457.70 91-180 Days CB-2-Q 1847.13 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 36306.53 Day 15 1031.72 <30 Days S-1-Q 4744.23 No Operations