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 10425.57 Day 7 1242.03 30-90 Days IG-1-Q 987.80 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35745.92 Day 7 2329.42 Open IG-2-Q 4538.61 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 46587.19 Day 7 5481.23 <30 Days C-1 5548.96 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 65165.20 Day 7 4542.93 30-90 Days CB-4 8323.79 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 107399.51 Day 7 12939.35 91-180 Days E-10 16882.54 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 108749.50 Day 7 3626.09 30-90 Days E-3 17160.92 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 Yes 54891.54 Day 7 2465.39 91-180 Days E-4 297.41 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 1952.55 Day 7 156.20 Open E-5 88.56 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 No 86925.60 Day 7 4510.71 Open E-6 16676.89 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 14352.04 Day 7 1442.58 <30 Days E-7 2517.75 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 29403.93 Day 7 4297.26 91-180 Days E-8 2641.40 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 22494.56 Day 7 1972.11 Open E-9 1168.10 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 79589.38 Day 7 4529.29 91-180 Days G-4 7094.04 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 82561.83 Day 7 9070.06 30-90 Days IG-3 10112.69 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 63225.32 Day 7 7827.86 Open IG-4 7073.38 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 98710.22 Day 7 11276.54 <30 Days IG-5 867.77 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 38270.33 Day 7 3614.69 Open IG-6 5315.98 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 7760.76 Day 7 463.12 Open IG-7 563.57 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 103551.35 Day 7 14100.92 Open IG-8 11142.21 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35582.74 Day 7 4099.92 <30 Days L-1 2285.55 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 29400.77 Day 7 2963.60 30-90 Days L-10 956.21 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 65891.07 Day 7 6780.59 Open L-11 1684.12 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 43398.20 Day 7 2197.73 91-180 Days L-2 3540.93 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 No 103642.47 Day 7 14197.28 91-180 Days L-3 646.12 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 107924.27 Day 7 14803.49 91-180 Days L-4 18965.29 Yes Liberty International Finance Ltd. Treasury