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 85680.44 Day 29 6754.84 91-180 Days IG-7 16764.01 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 10254.72 Day 29 1503.11 <30 Days IG-8 1194.46 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 34751.37 Day 29 1875.91 Open L-1 5144.04 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 107852.21 Day 29 1899.43 30-90 Days L-10 8482.50 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 48331.18 Day 29 4088.24 Open L-11 630.33 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 Yes 64833.53 Day 29 5798.74 91-180 Days L-2 11130.67 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 109895.85 Day 29 15882.57 91-180 Days L-3 9402.04 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 55694.39 Day 29 419.60 Open L-4 10372.97 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 Yes 48242.06 Day 29 5416.24 <30 Days L-5 6611.29 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 No 19145.88 Day 29 2637.11 Open L-6 1534.67 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 84922.07 Day 29 6861.43 30-90 Days L-7 7312.91 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 44300.81 Day 29 5839.65 <30 Days L-8 1865.52 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 88362.32 Day 29 10318.20 30-90 Days L-9 4998.49 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 82053.73 Day 29 4208.68 Open LC-1 13414.20 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 101789.43 Day 29 8816.27 Open LC-2 2215.84 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 No 60494.35 Day 29 6904.95 <30 Days N-1 2447.53 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 99266.45 Day 29 2803.15 91-180 Days N-2 10231.77 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 48595.43 Day 29 674.26 Open N-3 8904.43 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 59292.21 Day 29 4300.62 <30 Days N-4 4840.40 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 17201.99 Day 29 2123.97 91-180 Days N-5 2904.62 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 99165.79 Day 29 7116.67 30-90 Days N-6 15745.77 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 32862.87 Day 29 3109.98 91-180 Days N-7 2802.03 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 81368.99 Day 29 4871.46 Open P-1 1058.56 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 83559.98 Day 29 6244.82 91-180 Days P-2 10661.90 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 30345.82 Day 29 2807.13 91-180 Days S-8 4696.31 No Treasury