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 70072.29 75 - 82 Days 6887.99 91-180 Days IG-6 6194.95 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 51853.14 75 - 82 Days 2478.50 Open IG-7 5220.59 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 98277.05 75 - 82 Days 9231.45 30-90 Days IG-8 11576.56 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 20206.92 75 - 82 Days 2305.06 Open L-1 2790.16 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 103785.68 75 - 82 Days 12241.72 91-180 Days L-10 3159.73 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 61750.24 75 - 82 Days 2971.29 Open L-11 1965.20 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 24414.53 75 - 82 Days 1342.14 30-90 Days L-2 1144.61 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 74948.25 75 - 82 Days 3969.61 91-180 Days L-3 1707.51 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 99753.91 75 - 82 Days 13188.86 <30 Days L-4 116.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 103147.94 75 - 82 Days 13077.17 91-180 Days L-5 5081.34 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 40508.50 75 - 82 Days 578.13 Open L-6 2479.38 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 12870.26 75 - 82 Days 871.90 30-90 Days L-7 1656.11 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35601.82 75 - 82 Days 2559.72 91-180 Days L-8 6249.27 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 38369.81 75 - 82 Days 5687.11 91-180 Days L-9 6455.62 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 Yes 103107.84 75 - 82 Days 13694.13 30-90 Days LC-1 16397.86 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 46913.10 75 - 82 Days 3643.20 Open LC-2 1435.51 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 52035.72 75 - 82 Days 5238.50 30-90 Days N-1 8202.08 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 76362.11 75 - 82 Days 6577.16 <30 Days N-2 10057.51 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 95023.19 75 - 82 Days 5156.69 91-180 Days N-3 16210.56 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 85036.66 75 - 82 Days 12366.01 30-90 Days N-4 12350.08 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 28358.76 75 - 82 Days 1425.72 91-180 Days N-5 5595.24 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 4318.33 75 - 82 Days 141.07 30-90 Days N-6 560.79 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 30024.49 75 - 82 Days 4059.03 <30 Days N-7 3161.34 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 Yes 7673.33 75 - 82 Days 619.37 91-180 Days P-1 344.34 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 No 46321.77 75 - 82 Days 1256.36 91-180 Days P-2 7924.79 No Risk Management