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 16385.39 >3 Yr <= 4 Yr 581.79 <30 Days S-5 516.39 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 60678.56 >3 Yr <= 4 Yr 3937.69 30-90 Days S-6 11385.12 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 38499.15 >3 Yr <= 4 Yr 5666.32 30-90 Days S-7 7512.60 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 Yes 64036.58 >4 Yr <= 5 Yr 9350.61 30-90 Days A-0-Q 942.54 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 110839.90 >4 Yr <= 5 Yr 9238.16 91-180 Days A-1-Q 19400.15 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 79186.81 >4 Yr <= 5 Yr 10181.10 Open A-2-Q 7337.20 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 3862.34 >4 Yr <= 5 Yr 296.95 <30 Days A-3-Q 572.25 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 6457.15 >4 Yr <= 5 Yr 200.31 91-180 Days A-4-Q 453.05 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 No 91377.87 >4 Yr <= 5 Yr 5553.70 Open A-5-Q 16661.51 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 61456.16 >4 Yr <= 5 Yr 724.62 <30 Days CB-1-Q 2831.19 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 92058.18 >4 Yr <= 5 Yr 5930.19 91-180 Days CB-2-Q 2585.99 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 64157.74 >4 Yr <= 5 Yr 3781.71 91-180 Days S-1-Q 5452.07 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 23493.84 >4 Yr <= 5 Yr 638.66 91-180 Days S-2-Q 942.41 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 25033.04 >4 Yr <= 5 Yr 152.82 Open S-3-Q 3735.51 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 101203.95 >4 Yr <= 5 Yr 7043.34 Open S-4-Q 6211.72 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 83349.55 >4 Yr <= 5 Yr 7820.70 91-180 Days CB-3-Q 16524.93 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 36149.10 >4 Yr <= 5 Yr 1209.37 30-90 Days G-1-Q 2503.74 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 105886.41 >4 Yr <= 5 Yr 13452.07 30-90 Days G-2-Q 1966.39 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 14761.64 >4 Yr <= 5 Yr 1121.36 <30 Days G-3-Q 1744.35 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 19210.82 >4 Yr <= 5 Yr 758.09 91-180 Days S-5-Q 1414.22 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 50477.13 >4 Yr <= 5 Yr 2292.98 Open S-6-Q 938.07 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 4542.66 >4 Yr <= 5 Yr 483.21 91-180 Days S-7-Q 260.09 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 14235.38 >4 Yr <= 5 Yr 350.11 Open E-1-Q 934.10 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 1682.38 >4 Yr <= 5 Yr 172.80 Open E-2-Q 267.97 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 87968.45 >4 Yr <= 5 Yr 2384.27 <30 Days IG-1-Q 12099.97 No Legal