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 31492.05 >4 Yr <= 5 Yr 3881.55 91-180 Days IG-2-Q 3391.09 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 66265.00 >4 Yr <= 5 Yr 5186.82 30-90 Days C-1 10391.92 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 17462.81 >4 Yr <= 5 Yr 382.14 30-90 Days CB-4 644.97 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 58819.10 >4 Yr <= 5 Yr 7127.40 Open E-10 5475.30 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 105160.69 >4 Yr <= 5 Yr 12956.14 30-90 Days E-3 12478.47 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 42979.13 >4 Yr <= 5 Yr 1582.58 <30 Days E-4 7222.85 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 35110.22 >4 Yr <= 5 Yr 717.45 91-180 Days E-5 6607.86 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 31057.00 >4 Yr <= 5 Yr 1580.95 91-180 Days E-6 5648.47 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 17520.25 >4 Yr <= 5 Yr 1985.02 Open E-7 3357.53 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 No 37068.78 >4 Yr <= 5 Yr 152.58 <30 Days E-8 515.42 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 50585.40 >4 Yr <= 5 Yr 2868.82 Open E-9 4915.02 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 82161.69 >4 Yr <= 5 Yr 978.96 <30 Days G-4 12242.67 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 98279.62 >4 Yr <= 5 Yr 13773.71 <30 Days IG-3 17351.95 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 71795.16 >4 Yr <= 5 Yr 3401.83 <30 Days IG-4 5803.56 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 Yes 6784.80 >4 Yr <= 5 Yr 644.83 <30 Days IG-5 1072.24 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 No 99215.02 >4 Yr <= 5 Yr 8715.79 91-180 Days IG-6 2240.72 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 34276.03 >4 Yr <= 5 Yr 4892.17 30-90 Days IG-7 2408.67 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 23007.94 >4 Yr <= 5 Yr 163.03 91-180 Days IG-8 3966.64 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 78767.47 >4 Yr <= 5 Yr 11257.44 91-180 Days L-1 8650.76 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 83643.12 >4 Yr <= 5 Yr 5807.88 30-90 Days L-10 4189.97 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 6553.48 >4 Yr <= 5 Yr 623.57 91-180 Days L-11 319.86 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 97544.94 >4 Yr <= 5 Yr 9992.02 <30 Days L-2 4333.18 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 No 11385.07 >4 Yr <= 5 Yr 159.12 <30 Days L-3 735.18 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 25679.93 >4 Yr <= 5 Yr 3351.57 30-90 Days L-4 2767.53 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 69303.16 >4 Yr <= 5 Yr 233.42 <30 Days L-5 12450.48 Yes Liberty Mortgage Services Corp. Operations