Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.11: Loss of Rehypothecation Rights Due to a 3 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.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 25190.80 83 - 90 Days 978.28 <30 Days CB-2 2274.41 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 30273.23 83 - 90 Days 367.09 30-90 Days CB-3 3886.04 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 83045.97 83 - 90 Days 4324.82 91-180 Days E-1 14777.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 98092.09 83 - 90 Days 2245.48 91-180 Days E-2 794.89 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 91607.38 83 - 90 Days 3034.25 Open G-1 17328.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 80720.20 83 - 90 Days 1793.83 <30 Days G-2 10153.71 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 92182.21 83 - 90 Days 2778.74 30-90 Days G-3 10771.60 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 31259.11 83 - 90 Days 1431.93 Open IG-1 3859.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 36800.54 83 - 90 Days 3463.94 30-90 Days IG-2 3956.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 17330.64 83 - 90 Days 2441.51 <30 Days S-1 104.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 91707.13 83 - 90 Days 12050.55 91-180 Days S-2 6615.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 5654.52 83 - 90 Days 294.71 Open S-3 558.84 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 74072.40 83 - 90 Days 7617.34 <30 Days S-4 13940.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 43060.88 83 - 90 Days 5379.62 Open S-5 3839.66 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 65213.00 83 - 90 Days 3837.11 91-180 Days S-6 11677.67 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 12114.98 83 - 90 Days 990.81 Open S-7 935.14 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 101077.18 91 - 120 Days 12546.85 Open A-0-Q 9253.74 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 70478.57 91 - 120 Days 5259.15 Open A-1-Q 12456.20 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 53372.43 91 - 120 Days 1870.73 91-180 Days A-2-Q 5045.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 62848.90 91 - 120 Days 8495.75 91-180 Days A-3-Q 9338.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 58144.47 91 - 120 Days 4157.34 91-180 Days A-4-Q 11204.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 18034.01 91 - 120 Days 1656.19 30-90 Days A-5-Q 966.50 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 91213.63 91 - 120 Days 8257.34 91-180 Days CB-1-Q 789.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 91379.93 91 - 120 Days 5783.80 91-180 Days CB-2-Q 11085.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 28062.57 91 - 120 Days 755.84 <30 Days S-1-Q 5541.67 No Risk Management