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 27087.02 Day 5 3467.29 30-90 Days S-4 1508.82 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 37263.62 Day 5 5228.43 30-90 Days S-5 2280.36 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 91658.38 Day 5 11374.93 Open S-6 13401.10 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 No 75294.55 Day 5 536.17 <30 Days S-7 4810.09 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 88297.14 Day 6 665.64 Open A-0-Q 13311.08 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 No 73452.96 Day 6 5936.74 91-180 Days A-1-Q 5432.31 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 Yes 25256.88 Day 6 624.39 Open A-2-Q 1635.08 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 27535.06 Day 6 3279.57 Open A-3-Q 745.20 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 98284.44 Day 6 13545.42 91-180 Days A-4-Q 1039.85 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 Yes 43186.90 Day 6 6028.80 <30 Days A-5-Q 6594.13 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 Small Business No 30444.63 Day 6 3519.59 <30 Days CB-1-Q 2353.96 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 111289.40 Day 6 11925.34 Open CB-2-Q 10336.18 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 89004.35 Day 6 713.42 30-90 Days S-1-Q 900.02 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 25572.58 Day 6 1315.22 Open S-2-Q 4662.92 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 17383.28 Day 6 138.98 91-180 Days S-3-Q 282.13 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 112181.80 Day 6 9161.24 <30 Days S-4-Q 15312.77 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 69424.74 Day 6 5522.31 <30 Days CB-3-Q 3782.50 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 42589.77 Day 6 3293.54 30-90 Days G-1-Q 5929.33 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 104519.32 Day 6 3397.95 91-180 Days G-2-Q 4984.66 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 107447.69 Day 6 1480.40 <30 Days G-3-Q 14515.42 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 41708.97 Day 6 4415.52 Open S-5-Q 3843.28 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 75958.82 Day 6 9912.92 <30 Days S-6-Q 11397.16 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 98464.72 Day 6 7804.40 30-90 Days S-7-Q 11655.52 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 No 100115.26 Day 6 3997.26 30-90 Days E-1-Q 15859.00 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 84509.39 Day 6 5267.56 Open E-2-Q 9736.68 Yes Liberty Wealth Management LLC Operations