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 2188.83 >3 Yr <= 4 Yr 298.94 30-90 Days IG-5 422.64 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 108774.94 >3 Yr <= 4 Yr 3988.75 Open IG-6 7372.86 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 45081.09 >3 Yr <= 4 Yr 3298.34 91-180 Days IG-7 7591.11 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 49802.38 >3 Yr <= 4 Yr 1528.89 91-180 Days IG-8 4765.01 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 No 92086.89 >3 Yr <= 4 Yr 9199.84 Open L-1 14363.40 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 Yes 20907.54 >3 Yr <= 4 Yr 185.34 <30 Days L-10 2562.00 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 10984.58 >3 Yr <= 4 Yr 1342.11 Open L-11 117.05 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 43098.95 >3 Yr <= 4 Yr 1210.78 <30 Days L-2 426.58 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 50328.63 >3 Yr <= 4 Yr 4732.75 Open L-3 6902.77 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 26276.52 >3 Yr <= 4 Yr 1209.62 Open L-4 616.38 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 No 40061.58 >3 Yr <= 4 Yr 770.14 30-90 Days L-5 6802.82 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 48985.01 >3 Yr <= 4 Yr 6011.77 91-180 Days L-6 3426.29 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 60635.93 >3 Yr <= 4 Yr 7647.84 Open L-7 754.28 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 94139.36 >3 Yr <= 4 Yr 12014.58 30-90 Days L-8 13619.59 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 107295.84 >3 Yr <= 4 Yr 14393.63 30-90 Days L-9 6036.14 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 26115.92 >3 Yr <= 4 Yr 3476.44 <30 Days LC-1 1084.20 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 38670.12 >3 Yr <= 4 Yr 4107.45 <30 Days LC-2 3904.92 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 94226.65 >3 Yr <= 4 Yr 9683.79 <30 Days N-1 10682.78 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 31050.81 >3 Yr <= 4 Yr 2500.76 Open N-2 1904.63 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 57484.32 >3 Yr <= 4 Yr 7203.80 91-180 Days N-3 5612.92 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 27314.31 >3 Yr <= 4 Yr 744.40 91-180 Days N-4 788.31 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 63992.77 >3 Yr <= 4 Yr 5522.36 30-90 Days N-5 10012.31 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 30863.59 >3 Yr <= 4 Yr 3840.37 91-180 Days N-6 1304.39 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 110001.73 >3 Yr <= 4 Yr 1755.19 91-180 Days N-7 15991.00 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 Yes 25542.97 >3 Yr <= 4 Yr 211.07 Open P-1 4363.12 Yes Liberty Mortgage Services Corp. Operations