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 No 91725.50 >2 Yr <= 3 Yr 8725.64 30-90 Days E-10 9862.45 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 4006.91 >2 Yr <= 3 Yr 186.79 30-90 Days E-3 62.96 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 Yes 27702.68 >2 Yr <= 3 Yr 375.69 30-90 Days E-4 3540.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 59199.04 >2 Yr <= 3 Yr 7966.64 Open E-5 8.59 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 26520.63 >2 Yr <= 3 Yr 355.09 30-90 Days E-6 4158.02 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 3304.50 >2 Yr <= 3 Yr 41.37 30-90 Days E-7 263.38 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 67698.75 >2 Yr <= 3 Yr 7713.26 91-180 Days E-8 896.94 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 7702.34 >2 Yr <= 3 Yr 111.30 <30 Days E-9 1365.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 37810.05 >2 Yr <= 3 Yr 3172.03 <30 Days G-4 6030.23 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 256.98 >2 Yr <= 3 Yr 22.61 30-90 Days IG-3 20.38 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 73592.87 >2 Yr <= 3 Yr 9237.45 Open IG-4 4012.18 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 89117.61 >2 Yr <= 3 Yr 4349.56 30-90 Days IG-5 5304.33 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 81016.82 >2 Yr <= 3 Yr 1075.93 <30 Days IG-6 2236.01 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 60533.82 >2 Yr <= 3 Yr 3477.13 Open IG-7 3383.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 50501.90 >2 Yr <= 3 Yr 2346.86 30-90 Days IG-8 6913.20 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 105809.44 >2 Yr <= 3 Yr 14407.58 91-180 Days L-1 9882.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 84263.87 >2 Yr <= 3 Yr 250.07 30-90 Days L-10 2192.67 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 112102.55 >2 Yr <= 3 Yr 163.66 91-180 Days L-11 12524.78 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 83079.29 >2 Yr <= 3 Yr 12122.12 91-180 Days L-2 6787.86 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 6795.09 >2 Yr <= 3 Yr 277.39 91-180 Days L-3 327.10 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 8558.65 >2 Yr <= 3 Yr 571.32 30-90 Days L-4 1585.80 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 78540.98 >2 Yr <= 3 Yr 6062.58 30-90 Days L-5 7588.64 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 106361.50 >2 Yr <= 3 Yr 14458.49 Open L-6 2852.62 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 Yes 45948.68 >2 Yr <= 3 Yr 5681.08 91-180 Days L-7 7020.64 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 Yes 33090.94 >2 Yr <= 3 Yr 3553.49 91-180 Days L-8 5912.80 No Finance