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 57829.77 >3 Yr <= 4 Yr 6123.79 91-180 Days S-4-Q 4532.02 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 31126.77 >3 Yr <= 4 Yr 3494.27 Open CB-3-Q 615.38 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 105163.62 >3 Yr <= 4 Yr 11795.32 <30 Days G-1-Q 7123.91 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 87104.58 >3 Yr <= 4 Yr 2221.14 <30 Days G-2-Q 15815.92 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 23192.96 >3 Yr <= 4 Yr 650.20 <30 Days G-3-Q 1269.74 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 93648.70 >3 Yr <= 4 Yr 11068.21 Open S-5-Q 11051.02 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 No 19825.47 >3 Yr <= 4 Yr 1300.46 30-90 Days S-6-Q 3099.07 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 37100.63 >3 Yr <= 4 Yr 2887.33 91-180 Days S-7-Q 6021.61 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 103871.40 >3 Yr <= 4 Yr 4093.81 91-180 Days E-1-Q 7649.42 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 10890.25 >3 Yr <= 4 Yr 212.70 <30 Days E-2-Q 441.33 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 40625.17 >3 Yr <= 4 Yr 401.12 Open IG-1-Q 5613.67 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 72079.91 >3 Yr <= 4 Yr 540.79 <30 Days IG-2-Q 2791.04 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 11851.03 >3 Yr <= 4 Yr 627.24 91-180 Days C-1 597.08 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 No 35918.23 >3 Yr <= 4 Yr 5369.18 30-90 Days CB-4 3506.33 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 5281.86 >3 Yr <= 4 Yr 59.75 <30 Days E-10 250.95 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 54829.78 >3 Yr <= 4 Yr 2081.03 Open E-3 711.47 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 53875.00 >3 Yr <= 4 Yr 1223.36 <30 Days E-4 390.39 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 60571.89 >3 Yr <= 4 Yr 3210.55 Open E-5 4245.33 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 No 71043.50 >3 Yr <= 4 Yr 7751.62 Open E-6 8571.83 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 94692.56 >3 Yr <= 4 Yr 9743.41 91-180 Days E-7 718.41 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 68673.81 >3 Yr <= 4 Yr 3073.59 30-90 Days E-8 9938.73 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 100592.54 >3 Yr <= 4 Yr 12452.10 Open E-9 5964.85 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 76883.38 >3 Yr <= 4 Yr 1796.22 91-180 Days G-4 12150.84 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 110670.02 >3 Yr <= 4 Yr 5566.81 Open IG-3 8138.09 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 30223.18 >3 Yr <= 4 Yr 2007.09 30-90 Days IG-4 1587.50 No Legal