Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.9: Loss of Rehypothecation Rights Due to a 1 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.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 71942.09 Day 38 8654.22 91-180 Days IG-6 13529.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 75763.94 Day 38 3871.27 Open IG-7 10927.85 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 99249.63 Day 38 2363.04 <30 Days IG-8 11620.90 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 88708.02 Day 38 3572.07 91-180 Days L-1 10215.80 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 21051.07 Day 38 2659.19 Open L-10 1761.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 62770.80 Day 38 4622.91 <30 Days L-11 7949.74 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 52048.82 Day 38 5573.19 91-180 Days L-2 6858.90 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 111029.76 Day 38 12184.88 30-90 Days L-3 16359.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 25894.19 Day 38 1590.73 <30 Days L-4 2441.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 37911.56 Day 38 1874.68 <30 Days L-5 2294.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 112578.14 Day 38 15014.97 91-180 Days L-6 19627.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 51244.20 Day 38 1375.85 91-180 Days L-7 8063.41 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 64438.10 Day 38 6440.11 91-180 Days L-8 874.72 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 13872.20 Day 38 110.33 <30 Days L-9 2573.93 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 36488.54 Day 38 823.84 91-180 Days LC-1 3446.18 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 66635.72 Day 38 8634.98 91-180 Days LC-2 3744.22 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 8534.16 Day 38 316.48 Open N-1 1642.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 29401.95 Day 38 1096.85 <30 Days N-2 5509.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 92309.19 Day 38 3222.16 30-90 Days N-3 3389.77 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 15689.10 Day 38 2059.49 Open N-4 2082.75 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 30592.41 Day 38 1738.39 30-90 Days N-5 3453.74 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 17390.75 Day 38 2498.87 Open N-6 613.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 4410.27 Day 38 457.99 Open N-7 48.75 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 72181.82 Day 38 3227.20 91-180 Days P-1 8456.56 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 110422.45 Day 38 6444.86 30-90 Days P-2 2915.26 No Treasury