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 75687.88 151 - 179 Days 1805.29 91-180 Days IG-2 7396.11 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 1764.56 151 - 179 Days 64.73 30-90 Days S-1 260.18 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 59980.92 151 - 179 Days 6406.34 91-180 Days S-2 4429.06 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 92681.92 151 - 179 Days 11956.58 30-90 Days S-3 731.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 105616.79 151 - 179 Days 2611.88 <30 Days S-4 3293.24 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 76794.65 151 - 179 Days 8853.54 91-180 Days S-5 14530.79 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 41476.36 151 - 179 Days 5655.77 <30 Days S-6 3627.76 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 68585.80 151 - 179 Days 4246.78 30-90 Days S-7 8734.96 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 99004.14 180 - 270 Days 7730.48 Open A-0-Q 15046.34 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 Retail No 66866.72 180 - 270 Days 3686.89 <30 Days A-1-Q 6217.78 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 6996.00 180 - 270 Days 777.33 <30 Days A-2-Q 702.12 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 62886.24 180 - 270 Days 3393.03 91-180 Days A-3-Q 6101.93 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 Yes 88170.61 180 - 270 Days 2742.14 30-90 Days A-4-Q 4391.34 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 16414.78 180 - 270 Days 657.49 91-180 Days A-5-Q 1271.00 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 4113.18 180 - 270 Days 253.82 30-90 Days CB-1-Q 458.82 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 11911.71 180 - 270 Days 1500.70 91-180 Days CB-2-Q 908.94 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 95904.82 180 - 270 Days 7526.68 Open S-1-Q 11654.73 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 No 35858.15 180 - 270 Days 4551.95 <30 Days S-2-Q 4700.47 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 Yes 79502.57 180 - 270 Days 2840.25 <30 Days S-3-Q 7574.38 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 Yes 88077.52 180 - 270 Days 892.62 30-90 Days S-4-Q 13266.16 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 20543.02 180 - 270 Days 1497.03 30-90 Days CB-3-Q 3781.83 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 32561.29 180 - 270 Days 3496.71 <30 Days G-1-Q 3676.69 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 Yes 68609.25 180 - 270 Days 1386.34 91-180 Days G-2-Q 8642.95 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 60997.96 180 - 270 Days 1133.17 30-90 Days G-3-Q 7719.52 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 61752.85 180 - 270 Days 7512.10 91-180 Days S-5-Q 11231.51 Yes Liberty International Finance Ltd. Operations