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 Yes 98251.13 Day 27 12345.96 30-90 Days Y-4 14310.78 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 Retail Yes 107831.82 Day 27 9787.43 Open Z-1 4251.42 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 Retail No 77487.99 Day 27 8281.23 Open A-2 3462.43 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 Retail No 2018.83 Day 27 156.56 Open A-3 381.50 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 Yes 30884.41 Day 27 2617.45 30-90 Days A-4 4528.42 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 84099.08 Day 27 1064.14 Open A-5 5174.23 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 Retail Yes 84857.88 Day 27 6068.32 30-90 Days CB-1 6667.01 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 52470.41 Day 27 1333.92 Open CB-2 9995.32 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 Retail No 94630.27 Day 27 1821.95 Open CB-3 163.41 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 18198.17 Day 27 202.09 30-90 Days E-1 2812.46 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 103552.65 Day 27 11686.13 30-90 Days E-2 791.80 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 Yes 10379.34 Day 27 585.90 <30 Days G-1 746.18 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 27205.09 Day 27 145.41 Open G-2 3806.29 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 Retail No 33330.08 Day 27 659.61 <30 Days G-3 6290.18 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 103322.11 Day 27 281.20 <30 Days IG-1 6739.54 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 Retail No 2741.85 Day 27 336.82 91-180 Days IG-2 188.07 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 73743.95 Day 27 1702.94 30-90 Days S-1 1788.67 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 108440.62 Day 27 2818.45 Open S-2 15087.74 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 Yes 108046.19 Day 27 3938.06 Open S-3 11609.58 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101030.95 Day 27 4546.18 91-180 Days S-4 3485.47 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 Retail No 97556.33 Day 27 6924.67 <30 Days S-5 3920.48 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 97096.28 Day 27 4993.13 <30 Days S-6 17006.99 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 Retail No 98582.36 Day 27 3800.58 30-90 Days S-7 12867.27 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 53209.61 Day 28 2437.39 Open A-0-Q 9960.87 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 36138.47 Day 28 3668.06 30-90 Days A-1-Q 1115.55 Yes Liberty Capital Markets Inc. Risk Management