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 106394.28 Day 42 11986.51 91-180 Days N-4 5418.82 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 65110.14 Day 42 5887.31 30-90 Days N-5 11478.45 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 No 113384.21 Day 42 7259.27 30-90 Days N-6 1187.21 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 2820.52 Day 42 274.94 91-180 Days N-7 158.64 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 80265.12 Day 42 6396.20 Open P-1 5870.05 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 83242.21 Day 42 12443.91 91-180 Days P-2 5462.65 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 55296.75 Day 42 7266.30 30-90 Days S-8 5678.92 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 78079.55 Day 42 2900.89 30-90 Days Y-1 15277.90 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 44655.34 Day 42 3787.63 <30 Days Y-2 3824.35 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 1864.87 Day 42 111.05 Open Y-3 66.35 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 52920.87 Day 42 3205.26 Open Y-4 10476.18 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 Yes 48508.46 Day 42 3709.45 Open Z-1 7373.74 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 No 104167.58 Day 42 8103.20 91-180 Days A-2 1597.14 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 30093.83 Day 42 3870.20 91-180 Days A-3 3021.50 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 46459.29 Day 42 3352.68 Open A-4 5281.51 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 91565.17 Day 42 2858.83 <30 Days A-5 7787.51 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 17790.93 Day 42 1816.05 91-180 Days CB-1 967.99 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 37455.62 Day 42 2613.19 91-180 Days CB-2 4073.34 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 11185.83 Day 42 1595.02 <30 Days CB-3 1923.04 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 7363.18 Day 42 1086.57 91-180 Days E-1 392.12 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 10625.85 Day 42 300.08 91-180 Days E-2 835.30 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 51177.88 Day 42 7429.31 Open G-1 9141.37 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 3577.64 Day 42 515.19 <30 Days G-2 528.24 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 603.03 Day 42 52.50 30-90 Days G-3 80.80 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 27282.76 Day 42 3015.30 <30 Days IG-1 665.80 Yes Liberty Wealth Management LLC Operations