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 6402.00 271 - 364 Days 39.06 30-90 Days G-2 428.65 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 63503.87 271 - 364 Days 9331.48 <30 Days G-3 1702.79 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 84357.17 271 - 364 Days 4468.43 <30 Days IG-1 7811.07 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 43545.52 271 - 364 Days 3616.92 30-90 Days IG-2 259.84 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 102990.47 271 - 364 Days 8927.20 <30 Days S-1 18980.06 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 5744.42 271 - 364 Days 411.07 30-90 Days S-2 466.69 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 32599.08 271 - 364 Days 698.47 91-180 Days S-3 3042.87 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 24393.05 271 - 364 Days 1313.35 30-90 Days S-4 4516.59 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 95034.89 271 - 364 Days 4001.24 <30 Days S-5 1019.76 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 17134.53 271 - 364 Days 1547.42 30-90 Days S-6 1228.36 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 89134.93 271 - 364 Days 1795.67 Open S-7 95.24 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 Yes 46838.26 >= 1 Yr <= 2 Yr 6302.56 Open A-0-Q 8703.10 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 98900.28 >= 1 Yr <= 2 Yr 11774.88 30-90 Days A-1-Q 6768.07 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 9875.97 >= 1 Yr <= 2 Yr 959.21 <30 Days A-2-Q 559.50 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 17383.39 >= 1 Yr <= 2 Yr 1607.73 Open A-3-Q 2080.03 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 12425.11 >= 1 Yr <= 2 Yr 926.52 30-90 Days A-4-Q 1411.38 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 1623.95 >= 1 Yr <= 2 Yr 10.09 91-180 Days A-5-Q 224.89 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 Yes 84386.86 >= 1 Yr <= 2 Yr 12319.58 91-180 Days CB-1-Q 7490.55 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 63770.59 >= 1 Yr <= 2 Yr 4446.53 91-180 Days CB-2-Q 6678.68 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 78106.89 >= 1 Yr <= 2 Yr 5852.21 Open S-1-Q 11699.90 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 68465.40 >= 1 Yr <= 2 Yr 4379.75 <30 Days S-2-Q 6324.27 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 16526.88 >= 1 Yr <= 2 Yr 1923.59 <30 Days S-3-Q 2073.12 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 57035.18 >= 1 Yr <= 2 Yr 4876.44 91-180 Days S-4-Q 1344.19 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 10978.96 >= 1 Yr <= 2 Yr 1139.97 Open CB-3-Q 1552.53 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 61501.45 >= 1 Yr <= 2 Yr 5634.02 91-180 Days G-1-Q 6122.38 Yes Liberty Mortgage Services Corp. Legal