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 95954.36 Day 6 5037.61 Open A-5 17783.31 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 Yes 85122.50 Day 6 11927.67 Open CB-1 1818.86 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 No 32401.43 Day 6 4583.99 91-180 Days CB-2 3315.84 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 109999.51 Day 6 14364.97 30-90 Days CB-3 20768.83 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 7525.08 Day 6 187.76 91-180 Days E-1 1384.11 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 48751.04 Day 6 6509.33 <30 Days E-2 6243.30 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 56893.69 Day 6 2219.69 <30 Days G-1 1186.02 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 100954.85 Day 6 7870.26 Open G-2 16844.29 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 5646.12 Day 6 710.99 Open G-3 1083.23 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 61145.50 Day 6 1295.68 91-180 Days IG-1 6176.43 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 Yes 106046.58 Day 6 1759.27 <30 Days IG-2 4262.95 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 75639.45 Day 6 2813.30 91-180 Days S-1 4410.54 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 Small Business Yes 88228.83 Day 6 3269.31 91-180 Days S-2 7645.20 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 7659.51 Day 6 105.84 Open S-3 902.17 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 43327.33 Day 6 5630.36 <30 Days S-4 8651.12 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 88368.06 Day 6 10901.49 91-180 Days S-5 15268.38 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 51023.39 Day 6 2736.35 30-90 Days S-6 3229.99 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 111993.84 Day 6 6645.27 Open S-7 20713.71 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 5601.45 Day 7 223.84 30-90 Days A-0-Q 988.81 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 70320.11 Day 7 8970.86 Open A-1-Q 9380.12 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 82709.36 Day 7 11461.43 Open A-2-Q 984.34 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 Yes 75896.58 Day 7 7605.25 91-180 Days A-3-Q 12696.21 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 Yes 79330.61 Day 7 796.56 30-90 Days A-4-Q 1388.46 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 55682.25 Day 7 4641.89 <30 Days A-5-Q 3281.23 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 No 31842.77 Day 7 3010.82 Open CB-1-Q 3172.97 No Operations