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 36677.09 >4 Yr <= 5 Yr 1688.38 <30 Days CB-1 5604.53 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 43891.96 >4 Yr <= 5 Yr 4261.61 <30 Days CB-2 8071.10 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 84823.25 >4 Yr <= 5 Yr 7535.05 30-90 Days CB-3 5809.30 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 28688.69 >4 Yr <= 5 Yr 1643.95 Open E-1 3795.00 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 109690.93 >4 Yr <= 5 Yr 15024.05 <30 Days E-2 13938.15 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 74087.69 >4 Yr <= 5 Yr 9414.74 91-180 Days G-1 11024.42 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 64328.41 >4 Yr <= 5 Yr 2754.69 30-90 Days G-2 222.98 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 1144.72 >4 Yr <= 5 Yr 39.96 91-180 Days G-3 190.51 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 32063.96 >4 Yr <= 5 Yr 2816.51 30-90 Days IG-1 5439.80 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 17017.46 >4 Yr <= 5 Yr 1000.38 <30 Days IG-2 2032.97 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 26307.74 >4 Yr <= 5 Yr 2498.30 91-180 Days S-1 587.41 No Legal
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 63813.77 >4 Yr <= 5 Yr 9404.44 <30 Days S-2 7084.06 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 72685.49 >4 Yr <= 5 Yr 10510.37 <30 Days S-3 9211.10 No Treasury
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 8637.56 >4 Yr <= 5 Yr 641.08 30-90 Days S-4 119.21 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 4754.16 >4 Yr <= 5 Yr 291.88 <30 Days S-5 80.49 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 2015.58 >4 Yr <= 5 Yr 251.02 30-90 Days S-6 176.76 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 131.62 >4 Yr <= 5 Yr 2.51 91-180 Days S-7 8.93 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 Yes 41677.76 >5 Yr 4865.35 30-90 Days A-0-Q 1661.05 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 Yes 98751.98 >5 Yr 3797.88 <30 Days A-1-Q 6668.58 No Risk Management
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 54584.25 >5 Yr 4927.96 30-90 Days A-2-Q 1423.91 No Operations
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail Yes 57734.52 >5 Yr 488.17 30-90 Days A-3-Q 9461.58 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 36828.18 >5 Yr 4211.09 30-90 Days A-4-Q 488.97 No Finance
2025-10-08 Liberty National Bank O.O.10 Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Retail No 27098.84 >5 Yr 706.26 Open A-5-Q 3074.90 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 73233.04 >5 Yr 581.78 Open CB-1-Q 11732.92 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 21258.24 >5 Yr 1777.57 91-180 Days CB-2-Q 4184.52 No Operations