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 81907.47 Day 60 5318.61 Open E-6 5378.59 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 Retail Yes 76512.83 Day 60 7251.30 Open E-7 9719.40 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 44139.09 Day 60 3477.30 30-90 Days E-8 5825.55 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 9046.52 Day 60 1015.04 91-180 Days E-9 150.08 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 Retail No 71762.10 Day 60 8401.81 <30 Days G-4 8042.80 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 109127.04 Day 60 11326.01 30-90 Days IG-3 18591.24 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 32669.52 Day 60 1367.99 91-180 Days IG-4 2852.18 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 4858.01 Day 60 545.82 30-90 Days IG-5 475.31 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 Yes 11033.91 Day 60 42.31 <30 Days IG-6 487.93 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 20096.42 Day 60 2105.75 Open IG-7 1788.26 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 61194.05 Day 60 3262.90 <30 Days IG-8 10525.60 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 4271.50 Day 60 127.96 <30 Days L-1 75.87 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 82817.15 Day 60 659.32 30-90 Days L-10 9073.17 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 107702.76 Day 60 3354.07 Open L-11 3655.97 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 91928.95 Day 60 1547.03 Open L-2 7050.30 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 68618.54 Day 60 1164.67 91-180 Days L-3 4884.98 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 1919.86 Day 60 152.34 91-180 Days L-4 100.49 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 90430.03 Day 60 3934.33 <30 Days L-5 12233.92 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 110470.83 Day 60 9153.88 <30 Days L-6 20082.22 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 64460.43 Day 60 3448.81 <30 Days L-7 1593.85 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 9950.24 Day 60 261.18 <30 Days L-8 130.72 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 82831.99 Day 60 1224.71 <30 Days L-9 6416.21 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 35969.23 Day 60 5362.69 Open LC-1 1972.28 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 Yes 55937.90 Day 60 8283.32 30-90 Days LC-2 5973.56 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 103955.70 Day 60 12984.90 30-90 Days N-1 6910.03 Yes Liberty Mortgage Services Corp. Risk Management