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 25318.39 Day 20 2777.62 <30 Days Y-2 4528.96 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 65230.03 Day 20 7802.76 <30 Days Y-3 2078.73 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 42509.34 Day 20 4058.70 Open Y-4 5949.84 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 3477.05 Day 20 195.67 Open Z-1 320.52 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 102736.23 Day 20 11009.62 30-90 Days A-2 20511.03 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 No 94598.64 Day 20 13290.51 <30 Days A-3 67.47 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 104311.81 Day 20 14279.08 91-180 Days A-4 10192.79 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 26493.28 Day 20 3387.34 91-180 Days A-5 2072.59 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 29807.29 Day 20 1986.52 Open CB-1 5333.56 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 16006.52 Day 20 992.72 <30 Days CB-2 3106.96 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 94826.61 Day 20 8988.63 <30 Days CB-3 6304.72 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 89761.51 Day 20 11062.75 91-180 Days E-1 12952.15 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 89315.92 Day 20 9920.58 <30 Days E-2 12839.21 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 72502.21 Day 20 7374.79 30-90 Days G-1 10319.90 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 36467.18 Day 20 1896.36 91-180 Days G-2 3985.53 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 60972.36 Day 20 8995.41 30-90 Days G-3 7119.31 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 72751.28 Day 20 1992.04 <30 Days IG-1 326.85 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 No 48491.63 Day 20 4120.43 30-90 Days IG-2 6464.74 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 32629.66 Day 20 877.32 <30 Days S-1 2334.58 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 60913.37 Day 20 1718.02 <30 Days S-2 9318.43 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 4882.33 Day 20 726.92 91-180 Days S-3 431.11 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 23241.07 Day 20 425.14 Open S-4 4479.32 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 61747.07 Day 20 6059.63 30-90 Days S-5 3019.66 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 108952.38 Day 20 1654.34 <30 Days S-6 20359.93 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 No 46896.01 Day 20 1913.04 91-180 Days S-7 5107.12 No Risk Management