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 93628.36 Day 18 5917.86 91-180 Days G-2 12038.27 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 54145.08 Day 18 4217.37 Open G-3 2563.19 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 28728.70 Day 18 1869.57 <30 Days IG-1 1864.58 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 20425.53 Day 18 2465.56 30-90 Days IG-2 1851.38 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 Yes 68950.67 Day 18 6366.94 Open S-1 7896.93 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 112828.86 Day 18 2061.95 30-90 Days S-2 2568.79 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 48974.44 Day 18 3629.96 Open S-3 3827.11 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 14911.96 Day 18 1261.18 <30 Days S-4 799.51 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 99265.95 Day 18 3698.97 30-90 Days S-5 14031.27 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 31539.02 Day 18 2238.76 91-180 Days S-6 1952.60 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 41635.19 Day 18 5206.44 <30 Days S-7 846.92 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 No 54475.42 Day 19 5289.06 Open A-0-Q 263.10 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 82970.89 Day 19 2852.97 <30 Days A-1-Q 3212.83 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 27881.32 Day 19 239.04 <30 Days A-2-Q 3499.78 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 26389.97 Day 19 2493.93 91-180 Days A-3-Q 524.59 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 53862.84 Day 19 5772.42 <30 Days A-4-Q 1717.44 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 98043.28 Day 19 5688.44 91-180 Days A-5-Q 7695.53 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 35498.82 Day 19 2756.91 <30 Days CB-1-Q 1257.18 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 Yes 85467.94 Day 19 235.40 91-180 Days CB-2-Q 781.14 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business Yes 112483.20 Day 19 1926.11 91-180 Days S-1-Q 4433.87 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 56756.34 Day 19 3917.72 <30 Days S-2-Q 3947.45 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 6630.77 Day 19 893.94 Open S-3-Q 673.23 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 94609.40 Day 19 10015.44 <30 Days S-4-Q 9477.79 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Small Business No 30988.27 Day 19 610.66 Open CB-3-Q 4653.45 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 Yes 90680.82 Day 19 11799.21 <30 Days G-1-Q 7310.98 No Finance