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 66395.97 Day 44 3532.88 30-90 Days N-1 11240.84 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 88174.14 Day 44 10717.92 30-90 Days N-2 13123.20 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 23879.51 Day 44 1284.13 Open N-3 1592.79 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 59409.12 Day 44 4046.31 <30 Days N-4 8133.62 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 73010.62 Day 44 76.31 <30 Days N-5 402.59 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 109901.10 Day 44 8583.87 <30 Days N-6 19550.45 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 62112.84 Day 44 565.53 <30 Days N-7 10650.33 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 108196.31 Day 44 1543.39 91-180 Days P-1 13378.09 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 12797.79 Day 44 714.42 <30 Days P-2 2027.46 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 105210.68 Day 44 11295.94 91-180 Days S-8 20937.77 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 34853.74 Day 44 2931.71 <30 Days Y-1 2476.11 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 92770.03 Day 44 10837.77 Open Y-2 14850.10 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 95016.78 Day 44 7214.33 <30 Days Y-3 7268.25 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 73658.69 Day 44 6225.82 Open Y-4 14702.76 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 48947.51 Day 44 1252.55 30-90 Days Z-1 3787.23 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 72122.19 Day 44 2146.20 <30 Days A-2 11648.62 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 98029.06 Day 44 8812.95 30-90 Days A-3 1196.99 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 99372.21 Day 44 2459.91 91-180 Days A-4 19028.32 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 59761.78 Day 44 578.14 Open A-5 6023.37 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 18736.65 Day 44 797.91 30-90 Days CB-1 1735.89 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 50286.92 Day 44 1304.77 Open CB-2 816.48 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 76932.28 Day 44 9891.98 91-180 Days CB-3 10017.23 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 61166.50 Day 44 1114.28 91-180 Days E-1 4720.90 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 43964.44 Day 44 338.31 91-180 Days E-2 2212.14 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 91206.03 Day 44 2479.53 91-180 Days G-1 10704.95 Yes Liberty Wealth Management LLC Treasury