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 38821.69 >4 Yr <= 5 Yr 1325.75 91-180 Days L-6 3164.27 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 18308.65 >4 Yr <= 5 Yr 743.09 91-180 Days L-7 3202.46 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 104620.29 >4 Yr <= 5 Yr 10334.30 <30 Days L-8 3168.52 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 95961.30 >4 Yr <= 5 Yr 10932.02 <30 Days L-9 12513.49 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 58248.27 >4 Yr <= 5 Yr 4529.02 30-90 Days LC-1 7573.58 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 76130.06 >4 Yr <= 5 Yr 872.45 91-180 Days LC-2 5025.37 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 110767.27 >4 Yr <= 5 Yr 821.66 91-180 Days N-1 15558.97 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 99285.95 >4 Yr <= 5 Yr 6947.31 <30 Days N-2 4935.31 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 111942.99 >4 Yr <= 5 Yr 15001.97 <30 Days N-3 18350.22 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 65861.76 >4 Yr <= 5 Yr 707.90 <30 Days N-4 8184.55 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 100683.30 >4 Yr <= 5 Yr 1223.61 Open N-5 5337.61 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 9241.22 >4 Yr <= 5 Yr 1260.10 30-90 Days N-6 391.23 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 70656.68 >4 Yr <= 5 Yr 8361.84 <30 Days N-7 6078.85 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 56078.34 >4 Yr <= 5 Yr 5474.41 91-180 Days P-1 1186.64 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 112377.47 >4 Yr <= 5 Yr 3558.85 91-180 Days P-2 4127.64 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 52247.04 >4 Yr <= 5 Yr 449.07 91-180 Days S-8 3439.56 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 41758.76 >4 Yr <= 5 Yr 6117.85 Open Y-1 784.52 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 87306.63 >4 Yr <= 5 Yr 2113.38 Open Y-2 10636.33 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 6345.61 >4 Yr <= 5 Yr 427.51 <30 Days Y-3 826.32 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 108893.76 >4 Yr <= 5 Yr 5288.53 91-180 Days Y-4 4254.13 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 82048.49 >4 Yr <= 5 Yr 8111.06 <30 Days Z-1 373.06 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 86799.46 >4 Yr <= 5 Yr 2994.42 Open A-2 10431.92 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 54856.22 >4 Yr <= 5 Yr 7703.40 30-90 Days A-3 9762.27 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 76450.23 >4 Yr <= 5 Yr 2758.16 Open A-4 11920.51 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 94533.17 >4 Yr <= 5 Yr 12791.84 91-180 Days A-5 6699.52 No Risk Management