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 13883.88 >2 Yr <= 3 Yr 2038.29 30-90 Days E-1 1961.79 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 74927.21 >2 Yr <= 3 Yr 6983.32 30-90 Days E-2 4815.32 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 103902.04 >2 Yr <= 3 Yr 9085.76 30-90 Days G-1 17067.94 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 68127.44 >2 Yr <= 3 Yr 9120.12 Open G-2 2694.25 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 68042.34 >2 Yr <= 3 Yr 8732.24 <30 Days G-3 2623.63 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 15044.91 >2 Yr <= 3 Yr 1066.28 Open IG-1 1285.98 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 74694.72 >2 Yr <= 3 Yr 7713.72 <30 Days IG-2 298.35 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 102988.49 >2 Yr <= 3 Yr 6940.94 91-180 Days S-1 12789.81 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 10353.57 >2 Yr <= 3 Yr 1073.74 Open S-2 2028.24 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 47316.89 >2 Yr <= 3 Yr 363.29 30-90 Days S-3 8359.87 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 18490.99 >2 Yr <= 3 Yr 322.98 Open S-4 3603.57 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 62851.07 >2 Yr <= 3 Yr 7886.43 <30 Days S-5 11062.01 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 82291.83 >2 Yr <= 3 Yr 6010.91 <30 Days S-6 7244.03 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 89708.68 >2 Yr <= 3 Yr 3296.79 <30 Days S-7 12034.19 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 Yes 18650.65 >3 Yr <= 4 Yr 1622.03 Open A-0-Q 2612.10 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 32422.25 >3 Yr <= 4 Yr 3463.05 Open A-1-Q 1643.60 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 7781.98 >3 Yr <= 4 Yr 418.75 91-180 Days A-2-Q 430.95 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 53488.12 >3 Yr <= 4 Yr 1048.67 91-180 Days A-3-Q 10272.13 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 28249.91 >3 Yr <= 4 Yr 1709.25 30-90 Days A-4-Q 2933.23 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 65909.39 >3 Yr <= 4 Yr 608.56 30-90 Days A-5-Q 3661.68 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 71128.80 >3 Yr <= 4 Yr 3.43 Open CB-1-Q 5596.36 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 73015.96 >3 Yr <= 4 Yr 2635.37 91-180 Days CB-2-Q 14123.31 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 104350.02 >3 Yr <= 4 Yr 886.77 91-180 Days S-1-Q 16137.45 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 37952.73 >3 Yr <= 4 Yr 3847.25 <30 Days S-2-Q 3773.49 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 49822.84 >3 Yr <= 4 Yr 4322.50 Open S-3-Q 2917.06 Yes Liberty Wealth Management LLC Treasury