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 31315.60 >4 Yr <= 5 Yr 2229.28 30-90 Days L-6 5579.00 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 31309.35 >4 Yr <= 5 Yr 676.47 30-90 Days L-7 3336.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 77577.52 >4 Yr <= 5 Yr 8307.35 30-90 Days L-8 9182.02 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 13283.42 >4 Yr <= 5 Yr 49.61 <30 Days L-9 337.76 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 94447.16 >4 Yr <= 5 Yr 3217.92 <30 Days LC-1 13249.85 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 77158.50 >4 Yr <= 5 Yr 1944.34 <30 Days LC-2 8277.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 82222.78 >4 Yr <= 5 Yr 1566.38 91-180 Days N-1 10471.64 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 47790.12 >4 Yr <= 5 Yr 5847.49 30-90 Days N-2 3253.82 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 14194.43 >4 Yr <= 5 Yr 1556.56 30-90 Days N-3 2788.67 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 82823.86 >4 Yr <= 5 Yr 3875.44 30-90 Days N-4 6538.88 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 101973.00 >4 Yr <= 5 Yr 3939.18 91-180 Days N-5 9996.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 92349.23 >4 Yr <= 5 Yr 4445.28 <30 Days N-6 2384.95 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 9747.19 >4 Yr <= 5 Yr 170.68 Open N-7 641.82 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 26120.37 >4 Yr <= 5 Yr 2632.82 Open P-1 3406.79 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 48676.12 >4 Yr <= 5 Yr 1459.42 <30 Days P-2 2269.97 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 25108.56 >4 Yr <= 5 Yr 888.33 30-90 Days S-8 1879.81 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 29119.25 >4 Yr <= 5 Yr 4313.63 Open Y-1 1464.92 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 22526.18 >4 Yr <= 5 Yr 1891.16 30-90 Days Y-2 697.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 88030.06 >4 Yr <= 5 Yr 2135.06 <30 Days Y-3 1132.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 86164.51 >4 Yr <= 5 Yr 2774.67 30-90 Days Y-4 16231.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 110469.63 >4 Yr <= 5 Yr 1592.51 30-90 Days Z-1 13872.36 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 109626.13 >4 Yr <= 5 Yr 15327.96 30-90 Days A-2 5234.97 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 Yes 69090.53 >4 Yr <= 5 Yr 5096.58 <30 Days A-3 8309.36 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 23711.66 >4 Yr <= 5 Yr 2045.08 91-180 Days A-4 4680.22 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 93345.28 >4 Yr <= 5 Yr 7640.56 Open A-5 15528.21 Yes Liberty International Finance Ltd. Finance