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 61128.01 Day 17 9025.17 Open E-8 4754.35 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 102635.19 Day 17 6820.14 30-90 Days E-9 15829.31 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 88868.78 Day 17 675.68 30-90 Days G-4 12625.64 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 24895.46 Day 17 1850.69 91-180 Days IG-3 1158.05 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 20580.05 Day 17 986.86 91-180 Days IG-4 3494.76 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 46608.36 Day 17 6138.74 30-90 Days IG-5 2444.71 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35739.29 Day 17 51.20 Open IG-6 6018.72 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 18573.57 Day 17 424.44 91-180 Days IG-7 1888.39 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 Yes 90223.69 Day 17 3086.61 <30 Days IG-8 14642.41 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 67384.54 Day 17 9846.91 Open L-1 6819.08 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 No 58204.11 Day 17 2502.96 30-90 Days L-10 4136.94 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 95724.12 Day 17 10306.08 91-180 Days L-11 12133.86 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 65339.08 Day 17 4248.64 Open L-2 9421.59 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 41099.96 Day 17 2978.76 <30 Days L-3 504.83 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 47917.08 Day 17 2416.98 Open L-4 6296.97 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 44850.12 Day 17 3352.11 30-90 Days L-5 8036.95 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 Yes 67424.96 Day 17 3163.26 <30 Days L-6 3538.52 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 28882.81 Day 17 2998.70 30-90 Days L-7 2351.32 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 12083.76 Day 17 446.67 <30 Days L-8 1905.37 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 76919.74 Day 17 6397.60 <30 Days L-9 4740.98 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 Yes 64880.68 Day 17 9213.17 30-90 Days LC-1 9413.27 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 49766.58 Day 17 5176.35 <30 Days LC-2 2702.57 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 65258.31 Day 17 8598.94 <30 Days N-1 12536.10 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 62026.45 Day 17 9102.23 Open N-2 6189.33 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 14221.77 Day 17 939.87 Open N-3 2574.80 Yes Liberty International Finance Ltd. Treasury