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 60322.61 121 - 150 Days 1048.47 Open A-4 1750.29 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 4396.91 121 - 150 Days 88.03 91-180 Days A-5 2.15 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 68767.74 121 - 150 Days 97.13 Open CB-1 5972.44 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 75968.57 121 - 150 Days 5415.72 Open CB-2 13087.48 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 86806.74 121 - 150 Days 10380.97 30-90 Days CB-3 4174.79 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 Yes 72449.50 121 - 150 Days 2860.72 91-180 Days E-1 6567.11 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 Yes 99119.87 121 - 150 Days 3815.05 91-180 Days E-2 3285.79 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 48484.76 121 - 150 Days 595.48 <30 Days G-1 4586.83 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 21148.40 121 - 150 Days 2235.95 91-180 Days G-2 1403.75 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 110573.97 121 - 150 Days 4494.58 Open G-3 12356.10 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 93683.32 121 - 150 Days 9096.18 <30 Days IG-1 2010.10 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 Yes 27697.33 121 - 150 Days 1780.78 <30 Days IG-2 3542.87 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 Retail Yes 97287.67 121 - 150 Days 13131.59 <30 Days S-1 12631.75 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 110316.87 121 - 150 Days 15865.64 91-180 Days S-2 15509.51 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 62647.62 121 - 150 Days 7383.75 <30 Days S-3 6113.25 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 93400.49 121 - 150 Days 2433.84 <30 Days S-4 6939.92 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 42717.33 121 - 150 Days 1506.19 91-180 Days S-5 7965.76 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101494.59 121 - 150 Days 13618.48 Open S-6 1631.99 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 102510.11 121 - 150 Days 3277.33 <30 Days S-7 9114.04 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 37499.21 151 - 179 Days 4370.67 <30 Days A-0-Q 4290.14 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 101221.95 151 - 179 Days 3624.64 30-90 Days A-1-Q 484.05 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 110832.79 151 - 179 Days 659.51 <30 Days A-2-Q 14211.85 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101819.86 151 - 179 Days 12226.11 <30 Days A-3-Q 7695.46 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 14238.58 151 - 179 Days 1304.02 <30 Days A-4-Q 306.29 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 98756.02 151 - 179 Days 12751.16 91-180 Days A-5-Q 5254.74 Yes Liberty International Finance Ltd. Legal