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 No 13862.72 Day 5 1393.74 91-180 Days P-1 364.02 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 112927.78 Day 5 2035.82 30-90 Days P-2 15936.68 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 Small Business Yes 36534.22 Day 5 4308.06 Open S-8 7049.29 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 Small Business No 84540.51 Day 5 11329.01 30-90 Days Y-1 101.19 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 86464.03 Day 5 2127.95 Open Y-2 11656.57 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 37373.28 Day 5 1017.42 <30 Days Y-3 1066.03 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 10947.63 Day 5 565.32 91-180 Days Y-4 1362.13 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 Small Business Yes 15150.95 Day 5 1977.77 30-90 Days Z-1 1293.37 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 Small Business Yes 52248.92 Day 5 6563.11 30-90 Days A-2 5533.69 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 83818.58 Day 5 2829.41 91-180 Days A-3 99.87 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 Small Business Yes 32841.00 Day 5 3154.30 Open A-4 6369.88 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 107737.79 Day 5 5348.15 91-180 Days A-5 5786.18 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 Small Business No 19267.35 Day 5 4.01 30-90 Days CB-1 3298.23 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 No 43.58 Day 5 0.89 Open CB-2 3.52 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 54443.95 Day 5 7293.01 91-180 Days CB-3 372.17 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 29608.20 Day 5 1917.46 <30 Days E-1 3172.19 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 18607.69 Day 5 515.30 Open E-2 2964.36 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 102099.51 Day 5 103.52 <30 Days G-1 5901.26 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 Small Business No 1481.63 Day 5 101.40 <30 Days G-2 88.83 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 64978.34 Day 5 172.09 <30 Days G-3 76.65 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 71969.83 Day 5 4039.45 Open IG-1 9176.29 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 Small Business No 62563.10 Day 5 7036.79 91-180 Days IG-2 6994.91 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 44882.97 Day 5 6207.72 Open S-1 1101.28 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 Small Business Yes 94169.05 Day 5 12116.70 Open S-2 11653.23 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 Small Business No 104662.13 Day 5 10112.40 30-90 Days S-3 2412.81 Yes Liberty Mortgage Services Corp. Legal