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 49445.63 >= 1 Yr <= 2 Yr 5752.54 <30 Days Y-2 1458.20 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 Yes 53874.28 >= 1 Yr <= 2 Yr 5841.59 91-180 Days Y-3 1952.30 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 No 101973.17 >= 1 Yr <= 2 Yr 12461.43 Open Y-4 13371.14 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 91506.59 >= 1 Yr <= 2 Yr 12805.60 <30 Days Z-1 11197.18 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 58672.60 >= 1 Yr <= 2 Yr 3194.72 91-180 Days A-2 2988.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 90305.19 >= 1 Yr <= 2 Yr 4634.05 Open A-3 7565.83 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 748.22 >= 1 Yr <= 2 Yr 51.28 30-90 Days A-4 133.32 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 No 53177.54 >= 1 Yr <= 2 Yr 2983.26 <30 Days A-5 10182.11 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 82272.50 >= 1 Yr <= 2 Yr 11975.93 91-180 Days CB-1 11372.03 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 100231.54 >= 1 Yr <= 2 Yr 2037.31 91-180 Days CB-2 2913.26 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 398.62 >= 1 Yr <= 2 Yr 42.81 30-90 Days CB-3 50.01 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 110261.71 >= 1 Yr <= 2 Yr 9990.53 <30 Days E-1 13845.57 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 47322.80 >= 1 Yr <= 2 Yr 4819.15 <30 Days E-2 8776.67 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 49816.05 >= 1 Yr <= 2 Yr 6059.17 Open G-1 5784.44 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 70212.14 >= 1 Yr <= 2 Yr 4960.60 30-90 Days G-2 3157.71 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 80449.12 >= 1 Yr <= 2 Yr 2853.41 91-180 Days G-3 7109.24 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 No 110173.50 >= 1 Yr <= 2 Yr 65.12 91-180 Days IG-1 15015.96 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35541.88 >= 1 Yr <= 2 Yr 2930.27 30-90 Days IG-2 3095.12 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 45887.79 >= 1 Yr <= 2 Yr 791.83 <30 Days S-1 1795.00 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 Yes 88332.38 >= 1 Yr <= 2 Yr 6371.84 91-180 Days S-2 6870.95 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 77726.26 >= 1 Yr <= 2 Yr 9455.91 Open S-3 11009.22 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 No 83350.20 >= 1 Yr <= 2 Yr 9704.29 Open S-4 51.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 9095.53 >= 1 Yr <= 2 Yr 1253.94 91-180 Days S-5 1644.86 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 110672.82 >= 1 Yr <= 2 Yr 11496.15 Open S-6 7345.50 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 Yes 15946.93 >= 1 Yr <= 2 Yr 2142.37 Open S-7 2.57 Yes Liberty Wealth Management LLC Finance