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 111579.90 >2 Yr <= 3 Yr 6238.91 30-90 Days E-1 11844.99 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 77182.48 >2 Yr <= 3 Yr 360.37 <30 Days E-2 10532.16 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 30261.29 >2 Yr <= 3 Yr 3315.46 Open G-1 1537.87 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 50135.49 >2 Yr <= 3 Yr 2665.16 Open G-2 2168.37 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 Yes 94031.35 >2 Yr <= 3 Yr 14096.54 30-90 Days G-3 5203.46 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 31882.96 >2 Yr <= 3 Yr 329.37 91-180 Days IG-1 4178.29 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 29053.76 >2 Yr <= 3 Yr 1611.41 Open IG-2 4556.04 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 63749.07 >2 Yr <= 3 Yr 4098.46 91-180 Days S-1 11107.63 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 106807.85 >2 Yr <= 3 Yr 3760.64 30-90 Days S-2 19094.02 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 42653.36 >2 Yr <= 3 Yr 3191.65 91-180 Days S-3 1933.38 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 44876.95 >2 Yr <= 3 Yr 1464.31 30-90 Days S-4 1590.01 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 No 95006.53 >2 Yr <= 3 Yr 3351.60 91-180 Days S-5 9918.04 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 No 66644.52 >2 Yr <= 3 Yr 4257.07 91-180 Days S-6 175.65 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 60631.37 >2 Yr <= 3 Yr 6940.83 <30 Days S-7 11548.76 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 71216.47 >3 Yr <= 4 Yr 7045.05 <30 Days A-0-Q 13509.53 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 86613.03 >3 Yr <= 4 Yr 10007.41 <30 Days A-1-Q 1409.10 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 97976.05 >3 Yr <= 4 Yr 2377.63 30-90 Days A-2-Q 15518.37 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 21401.87 >3 Yr <= 4 Yr 94.58 30-90 Days A-3-Q 2755.15 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 No 44972.33 >3 Yr <= 4 Yr 2649.99 Open A-4-Q 2139.11 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 76807.29 >3 Yr <= 4 Yr 10849.56 <30 Days A-5-Q 9522.94 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 44262.86 >3 Yr <= 4 Yr 2299.07 91-180 Days CB-1-Q 3417.92 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 87302.27 >3 Yr <= 4 Yr 4520.28 Open CB-2-Q 11069.10 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 No 5477.92 >3 Yr <= 4 Yr 697.69 <30 Days S-1-Q 201.96 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 104363.46 >3 Yr <= 4 Yr 5262.00 30-90 Days S-2-Q 2274.30 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 58935.13 >3 Yr <= 4 Yr 2652.58 Open S-3-Q 9401.71 Yes Liberty Capital Markets Inc. Legal