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 31116.30 >= 1 Yr <= 2 Yr 217.32 Open G-2-Q 1422.61 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 13379.76 >= 1 Yr <= 2 Yr 1965.05 Open G-3-Q 2161.96 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 94370.00 >= 1 Yr <= 2 Yr 2717.56 <30 Days S-5-Q 10206.49 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 14695.53 >= 1 Yr <= 2 Yr 1036.54 <30 Days S-6-Q 1598.70 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 95305.66 >= 1 Yr <= 2 Yr 4827.66 Open S-7-Q 13570.47 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 100390.96 >= 1 Yr <= 2 Yr 2683.58 30-90 Days E-1-Q 17004.78 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 93492.49 >= 1 Yr <= 2 Yr 3851.20 91-180 Days E-2-Q 12573.87 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 99758.28 >= 1 Yr <= 2 Yr 6601.11 30-90 Days IG-1-Q 18747.29 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 40496.59 >= 1 Yr <= 2 Yr 2347.97 30-90 Days IG-2-Q 8046.52 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 50222.92 >= 1 Yr <= 2 Yr 4100.42 Open C-1 8910.29 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 6434.09 >= 1 Yr <= 2 Yr 509.75 <30 Days CB-4 761.93 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 24780.63 >= 1 Yr <= 2 Yr 2659.24 Open E-10 3043.87 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 62962.83 >= 1 Yr <= 2 Yr 4428.72 30-90 Days E-3 12237.46 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 49590.72 >= 1 Yr <= 2 Yr 5236.05 Open E-4 7980.99 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 44420.39 >= 1 Yr <= 2 Yr 4160.48 Open E-5 89.39 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 107485.83 >= 1 Yr <= 2 Yr 5565.77 <30 Days E-6 17091.84 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 72137.62 >= 1 Yr <= 2 Yr 5896.17 91-180 Days E-7 10583.35 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 46417.77 >= 1 Yr <= 2 Yr 4729.51 30-90 Days E-8 8899.97 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 5732.33 >= 1 Yr <= 2 Yr 532.37 91-180 Days E-9 762.79 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 14465.77 >= 1 Yr <= 2 Yr 946.74 91-180 Days G-4 2156.44 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 101267.82 >= 1 Yr <= 2 Yr 2975.62 30-90 Days IG-3 14667.25 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 40642.64 >= 1 Yr <= 2 Yr 1997.79 30-90 Days IG-4 2402.16 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 78470.63 >= 1 Yr <= 2 Yr 9156.32 30-90 Days IG-5 4434.45 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 76162.13 >= 1 Yr <= 2 Yr 8954.60 Open IG-6 2025.40 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 98736.85 >= 1 Yr <= 2 Yr 8221.44 91-180 Days IG-7 3315.64 No Operations