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 49985.42 >3 Yr <= 4 Yr 4598.62 <30 Days P-2 5391.89 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 113309.50 >3 Yr <= 4 Yr 15493.39 91-180 Days S-8 18837.29 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 72158.26 >3 Yr <= 4 Yr 1351.80 30-90 Days Y-1 9360.87 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 46655.30 >3 Yr <= 4 Yr 3006.29 91-180 Days Y-2 4225.21 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 59054.32 >3 Yr <= 4 Yr 8831.24 91-180 Days Y-3 1780.99 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 97494.83 >3 Yr <= 4 Yr 3550.29 91-180 Days Y-4 1564.04 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 No 24641.00 >3 Yr <= 4 Yr 2349.16 <30 Days Z-1 324.93 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 1634.53 >3 Yr <= 4 Yr 203.64 91-180 Days A-2 67.44 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 76610.56 >3 Yr <= 4 Yr 636.36 91-180 Days A-3 5272.21 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 38060.35 >3 Yr <= 4 Yr 2768.25 <30 Days A-4 3127.00 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 11701.25 >3 Yr <= 4 Yr 1254.71 Open A-5 2174.40 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 105938.64 >3 Yr <= 4 Yr 14863.44 Open CB-1 925.38 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 107716.80 >3 Yr <= 4 Yr 14568.59 Open CB-2 700.60 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 3420.36 >3 Yr <= 4 Yr 453.99 <30 Days CB-3 485.38 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 90753.34 >3 Yr <= 4 Yr 11586.24 Open E-1 3066.78 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 55183.21 >3 Yr <= 4 Yr 8150.04 Open E-2 3685.94 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 No 67139.32 >3 Yr <= 4 Yr 3022.97 30-90 Days G-1 5399.92 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 12419.76 >3 Yr <= 4 Yr 1231.86 <30 Days G-2 1095.54 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 90212.62 >3 Yr <= 4 Yr 2061.96 91-180 Days G-3 5094.42 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 103579.80 >3 Yr <= 4 Yr 2671.35 91-180 Days IG-1 10196.05 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 9758.73 >3 Yr <= 4 Yr 633.50 <30 Days IG-2 393.20 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 49653.72 >3 Yr <= 4 Yr 3852.42 30-90 Days S-1 1973.86 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 52099.63 >3 Yr <= 4 Yr 1304.93 30-90 Days S-2 8948.65 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 11890.46 >3 Yr <= 4 Yr 1771.51 <30 Days S-3 1733.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 38916.91 >3 Yr <= 4 Yr 2285.52 91-180 Days S-4 3435.70 No Operations