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 86316.84 Day 19 9175.46 Open G-2 10167.38 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 39411.05 Day 19 470.30 91-180 Days G-3 3132.54 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 No 99538.63 Day 19 8615.54 Open IG-1 7347.29 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 11570.63 Day 19 141.03 91-180 Days IG-2 2203.10 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 47969.81 Day 19 5328.02 30-90 Days S-1 6845.86 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 58453.82 Day 19 5084.14 30-90 Days S-2 10263.35 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 80274.36 Day 19 1070.08 91-180 Days S-3 7998.15 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 86879.26 Day 19 5127.65 30-90 Days S-4 475.17 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 45601.09 Day 19 3279.37 30-90 Days S-5 3836.47 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 82077.94 Day 19 2097.41 30-90 Days S-6 11719.99 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 10563.36 Day 19 411.47 30-90 Days S-7 183.24 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 80283.77 Day 20 5892.81 <30 Days A-0-Q 5260.01 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 56329.07 Day 20 4969.42 Open A-1-Q 2828.29 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 52671.79 Day 20 6254.17 Open A-2-Q 7153.32 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 107618.96 Day 20 10260.41 30-90 Days A-3-Q 20739.38 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 88603.20 Day 20 5226.58 30-90 Days A-4-Q 7561.43 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 56501.65 Day 20 6241.80 91-180 Days A-5-Q 8289.78 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 78022.39 Day 20 9104.07 Open CB-1-Q 10922.33 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 81541.23 Day 20 4148.24 30-90 Days CB-2-Q 4661.64 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 94573.27 Day 20 2365.78 30-90 Days S-1-Q 3698.08 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 77835.53 Day 20 6789.47 91-180 Days S-2-Q 9949.85 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 94391.66 Day 20 529.58 <30 Days S-3-Q 12106.57 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 54455.36 Day 20 3735.58 <30 Days S-4-Q 10750.65 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 31886.40 Day 20 4524.71 <30 Days CB-3-Q 4517.45 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 29765.76 Day 20 2082.79 30-90 Days G-1-Q 615.83 No Operations