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 Yes 63685.18 Day 35 846.03 <30 Days A-4-Q 4376.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 96266.14 Day 35 10614.23 Open A-5-Q 18309.83 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 19338.17 Day 35 161.58 30-90 Days CB-1-Q 596.74 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 No 80075.88 Day 35 6851.35 91-180 Days CB-2-Q 10749.45 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 74183.83 Day 35 9860.77 <30 Days S-1-Q 6330.76 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 108284.27 Day 35 8832.99 Open S-2-Q 13268.92 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 5420.07 Day 35 714.00 Open S-3-Q 674.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 105292.77 Day 35 7127.94 <30 Days S-4-Q 2255.98 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 99426.48 Day 35 9017.99 30-90 Days CB-3-Q 7491.34 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 113198.55 Day 35 7365.84 30-90 Days G-1-Q 6427.33 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 60204.25 Day 35 2309.75 Open G-2-Q 3307.94 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 96928.73 Day 35 10346.83 <30 Days G-3-Q 3150.47 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 80525.25 Day 35 8296.20 Open S-5-Q 9911.78 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 50226.71 Day 35 6111.91 <30 Days S-6-Q 3310.61 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 102570.82 Day 35 14480.81 30-90 Days S-7-Q 8883.50 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 86880.02 Day 35 12249.14 30-90 Days E-1-Q 14327.28 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 32399.34 Day 35 4015.74 91-180 Days E-2-Q 3440.71 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 64646.13 Day 35 2627.76 91-180 Days IG-1-Q 12335.88 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 2623.09 Day 35 149.13 91-180 Days IG-2-Q 118.73 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 13774.21 Day 35 1500.40 <30 Days C-1 19.74 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 15767.64 Day 35 755.40 Open CB-4 133.57 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 72418.48 Day 35 7694.31 <30 Days E-10 8452.05 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 37842.87 Day 35 3323.41 91-180 Days E-3 3258.85 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 113696.17 Day 35 11785.02 91-180 Days E-4 7424.43 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 46301.21 Day 35 2044.20 Open E-5 3544.74 No Risk Management