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 91436.63 >3 Yr <= 4 Yr 1850.56 <30 Days P-2 14543.52 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 52671.45 >3 Yr <= 4 Yr 3900.97 30-90 Days S-8 561.65 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 56454.43 >3 Yr <= 4 Yr 3224.71 <30 Days Y-1 10894.81 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 110283.84 >3 Yr <= 4 Yr 6798.42 Open Y-2 785.01 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 3195.66 >3 Yr <= 4 Yr 207.68 30-90 Days Y-3 513.25 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 60891.72 >3 Yr <= 4 Yr 5167.98 <30 Days Y-4 9766.00 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 72708.60 >3 Yr <= 4 Yr 1074.40 <30 Days Z-1 759.55 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 109403.95 >3 Yr <= 4 Yr 12139.75 91-180 Days A-2 6775.71 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 40339.43 >3 Yr <= 4 Yr 1129.81 91-180 Days A-3 2032.03 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 111671.20 >3 Yr <= 4 Yr 4288.44 Open A-4 9345.75 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 40571.48 >3 Yr <= 4 Yr 277.55 <30 Days A-5 7826.23 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 97460.64 >3 Yr <= 4 Yr 13996.90 30-90 Days CB-1 1101.29 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 102258.64 >3 Yr <= 4 Yr 10199.11 <30 Days CB-2 17085.79 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 55471.99 >3 Yr <= 4 Yr 2683.67 30-90 Days CB-3 510.05 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 81207.18 >3 Yr <= 4 Yr 11673.24 30-90 Days E-1 7482.10 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 92945.33 >3 Yr <= 4 Yr 826.34 30-90 Days E-2 14033.43 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 37297.06 >3 Yr <= 4 Yr 5245.42 91-180 Days G-1 3857.28 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 Yes 56125.18 >3 Yr <= 4 Yr 4520.18 91-180 Days G-2 10612.34 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 104570.03 >3 Yr <= 4 Yr 8578.66 30-90 Days G-3 6326.69 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 99841.93 >3 Yr <= 4 Yr 4607.86 91-180 Days IG-1 19339.51 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 3240.02 >3 Yr <= 4 Yr 168.92 30-90 Days IG-2 122.02 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 69439.38 >3 Yr <= 4 Yr 4006.49 Open S-1 4539.60 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 33674.06 >3 Yr <= 4 Yr 1031.12 91-180 Days S-2 2421.35 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 41880.59 >3 Yr <= 4 Yr 4439.97 30-90 Days S-3 2216.12 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 100042.52 >3 Yr <= 4 Yr 7565.77 <30 Days S-4 13002.79 No Finance