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 19184.64 >2 Yr <= 3 Yr 2433.81 Open L-9 2152.41 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 112714.11 >2 Yr <= 3 Yr 1902.50 91-180 Days LC-1 9688.23 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 15727.65 >2 Yr <= 3 Yr 2333.12 Open LC-2 2017.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 65511.80 >2 Yr <= 3 Yr 7785.57 91-180 Days N-1 6442.03 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 28675.04 >2 Yr <= 3 Yr 3365.28 91-180 Days N-2 1605.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 111716.83 >2 Yr <= 3 Yr 16203.56 30-90 Days N-3 3186.42 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 12972.21 >2 Yr <= 3 Yr 83.88 91-180 Days N-4 1371.47 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 55697.04 >2 Yr <= 3 Yr 7448.48 <30 Days N-5 6154.53 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 11636.20 >2 Yr <= 3 Yr 160.67 Open N-6 62.56 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 111801.82 >2 Yr <= 3 Yr 2162.11 30-90 Days N-7 11512.69 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 19607.64 >2 Yr <= 3 Yr 2458.25 <30 Days P-1 1440.72 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 Yes 23214.83 >2 Yr <= 3 Yr 1520.43 <30 Days P-2 1126.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 64067.24 >2 Yr <= 3 Yr 8928.27 91-180 Days S-8 10767.24 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 75171.39 >2 Yr <= 3 Yr 9027.16 30-90 Days Y-1 7709.66 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 49401.04 >2 Yr <= 3 Yr 408.79 Open Y-2 9280.49 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 87998.53 >2 Yr <= 3 Yr 10315.63 <30 Days Y-3 3460.06 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 25254.61 >2 Yr <= 3 Yr 950.65 30-90 Days Y-4 3047.50 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 65223.83 >2 Yr <= 3 Yr 7584.28 30-90 Days Z-1 6945.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 87712.35 >2 Yr <= 3 Yr 1984.67 <30 Days A-2 5849.91 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 113435.25 >2 Yr <= 3 Yr 15993.02 30-90 Days A-3 9739.91 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 No 75267.47 >2 Yr <= 3 Yr 9479.92 91-180 Days A-4 5933.52 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 23894.68 >2 Yr <= 3 Yr 193.57 30-90 Days A-5 2828.86 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 8212.16 >2 Yr <= 3 Yr 387.49 91-180 Days CB-1 1127.20 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 87692.12 >2 Yr <= 3 Yr 11257.83 30-90 Days CB-2 17162.01 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 57764.98 >2 Yr <= 3 Yr 8331.47 Open CB-3 2113.34 No Risk Management