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 91299.34 >3 Yr <= 4 Yr 7508.55 Open S-4-Q 18116.01 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 93406.89 >3 Yr <= 4 Yr 1846.30 30-90 Days CB-3-Q 13081.11 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 94915.00 >3 Yr <= 4 Yr 9495.69 91-180 Days G-1-Q 9967.09 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 90716.13 >3 Yr <= 4 Yr 5356.96 <30 Days G-2-Q 14045.19 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 100809.78 >3 Yr <= 4 Yr 14584.28 Open G-3-Q 5829.03 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 52179.97 >3 Yr <= 4 Yr 4013.34 30-90 Days S-5-Q 5297.44 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 66934.59 >3 Yr <= 4 Yr 5811.94 Open S-6-Q 1600.35 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 5093.81 >3 Yr <= 4 Yr 762.72 91-180 Days S-7-Q 708.65 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 29300.19 >3 Yr <= 4 Yr 2919.16 <30 Days E-1-Q 4289.91 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 Yes 47365.94 >3 Yr <= 4 Yr 4807.86 <30 Days E-2-Q 6042.47 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 93235.40 >3 Yr <= 4 Yr 6452.39 Open IG-1-Q 14258.73 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 64275.11 >3 Yr <= 4 Yr 7922.83 30-90 Days IG-2-Q 11682.16 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 76059.41 >3 Yr <= 4 Yr 1140.23 30-90 Days C-1 12992.00 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 96132.60 >3 Yr <= 4 Yr 1204.81 <30 Days CB-4 13429.06 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 63126.23 >3 Yr <= 4 Yr 7668.30 30-90 Days E-10 107.35 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 89212.77 >3 Yr <= 4 Yr 6612.25 <30 Days E-3 16038.92 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 78354.83 >3 Yr <= 4 Yr 808.08 <30 Days E-4 3549.22 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 44543.41 >3 Yr <= 4 Yr 4647.21 <30 Days E-5 2886.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 28505.99 >3 Yr <= 4 Yr 1213.96 <30 Days E-6 3571.85 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 86620.31 >3 Yr <= 4 Yr 6852.83 91-180 Days E-7 7682.83 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 5900.61 >3 Yr <= 4 Yr 97.89 Open E-8 224.59 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 100123.75 >3 Yr <= 4 Yr 13496.68 91-180 Days E-9 1031.32 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 55581.50 >3 Yr <= 4 Yr 4214.28 <30 Days G-4 7720.02 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 19236.15 >3 Yr <= 4 Yr 1709.08 <30 Days IG-3 509.85 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 54825.21 >3 Yr <= 4 Yr 2264.89 <30 Days IG-4 790.74 Yes Liberty International Finance Ltd. Legal