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 Yes 2997.33 Day 59 265.44 30-90 Days A-2 559.36 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 8953.03 Day 59 1076.13 <30 Days A-3 551.06 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 109008.51 Day 59 11073.39 91-180 Days A-4 20565.93 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 25270.42 Day 59 1821.97 91-180 Days A-5 1738.91 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 24452.83 Day 59 3598.86 Open CB-1 1082.56 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 10179.54 Day 59 173.79 Open CB-2 393.37 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 59344.39 Day 59 721.82 Open CB-3 10384.63 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 72297.83 Day 59 10719.28 91-180 Days E-1 8832.53 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 87539.14 Day 59 10320.06 Open E-2 12589.38 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 93734.41 Day 59 4004.37 <30 Days G-1 14421.29 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 110560.06 Day 59 11261.17 <30 Days G-2 19219.16 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 89734.85 Day 59 9163.69 Open G-3 8560.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 7651.75 Day 59 292.34 30-90 Days IG-1 1188.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 93415.49 Day 59 5003.49 <30 Days IG-2 8802.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 106781.75 Day 59 5071.83 30-90 Days S-1 6505.43 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 24607.56 Day 59 1155.04 91-180 Days S-2 4494.46 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 52855.59 Day 59 7829.61 91-180 Days S-3 4312.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 91649.33 Day 59 11541.22 30-90 Days S-4 7532.68 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 104258.63 Day 59 14613.01 Open S-5 10997.05 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 85495.02 Day 59 9740.94 30-90 Days S-6 13487.94 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 Yes 92819.13 Day 59 3208.39 <30 Days S-7 5273.41 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 Yes 1704.71 Day 60 73.06 30-90 Days A-0-Q 56.00 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 58714.01 Day 60 6857.68 91-180 Days A-1-Q 1118.61 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 81158.87 Day 60 3431.43 91-180 Days A-2-Q 4965.24 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 87963.98 Day 60 7878.30 Open A-3-Q 13148.54 Yes Liberty Mortgage Services Corp. Treasury