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 Small Business Yes 61714.25 Day 5 8772.08 91-180 Days IG-4 5459.01 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 Small Business No 101514.95 Day 5 6757.39 30-90 Days IG-5 6604.04 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 8659.42 Day 5 516.06 Open IG-6 909.65 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 2607.25 Day 5 164.22 Open IG-7 218.81 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 87360.44 Day 5 8866.35 Open IG-8 559.45 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 Small Business No 37891.71 Day 5 107.66 30-90 Days L-1 4879.24 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 111806.21 Day 5 6007.51 30-90 Days L-10 3093.48 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 61220.97 Day 5 2598.72 30-90 Days L-11 11687.97 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 Small Business No 25202.44 Day 5 2579.81 <30 Days L-2 2171.37 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 40641.82 Day 5 3956.20 Open L-3 2824.71 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 47110.90 Day 5 1768.52 Open L-4 6860.70 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 Small Business No 27523.93 Day 5 2428.26 91-180 Days L-5 98.86 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 56666.47 Day 5 5418.63 30-90 Days L-6 10137.50 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 Small Business No 65998.16 Day 5 6662.24 <30 Days L-7 12166.26 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 Small Business No 42950.12 Day 5 4921.45 <30 Days L-8 263.15 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 Small Business Yes 58245.68 Day 5 5291.93 <30 Days L-9 4878.64 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 Small Business No 77773.54 Day 5 1796.05 30-90 Days LC-1 2031.26 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 82190.10 Day 5 5057.45 30-90 Days LC-2 14597.86 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 Small Business Yes 58873.94 Day 5 4479.66 <30 Days N-1 10499.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 74351.02 Day 5 8219.09 91-180 Days N-2 11889.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 24240.50 Day 5 3085.57 Open N-3 100.42 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 77968.47 Day 5 10108.84 Open N-4 2840.56 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 61372.80 Day 5 7902.79 91-180 Days N-5 8157.24 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 Small Business No 12445.43 Day 5 474.72 <30 Days N-6 540.72 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 Small Business No 51490.12 Day 5 6965.15 <30 Days N-7 979.03 No Risk Management