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 48059.24 Day 4 7175.11 Open IG-7 4008.99 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 95796.93 Day 4 7370.24 30-90 Days IG-8 6118.09 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 Yes 80982.55 Day 4 6929.09 <30 Days L-1 274.15 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 96349.21 Day 4 2425.97 <30 Days L-10 1698.48 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 63739.41 Day 4 4416.28 Open L-11 2919.05 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 Yes 110116.95 Day 4 3597.59 Open L-2 12108.89 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 No 30760.80 Day 4 2549.43 <30 Days L-3 4148.38 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 56870.67 Day 4 3795.98 <30 Days L-4 4614.26 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 47991.98 Day 4 2469.10 30-90 Days L-5 2427.44 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 57064.97 Day 4 816.62 91-180 Days L-6 6202.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 51905.50 Day 4 2909.73 Open L-7 8410.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 104194.43 Day 4 10676.08 30-90 Days L-8 15343.12 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 17803.98 Day 4 536.47 Open L-9 1802.35 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 98363.48 Day 4 9998.36 Open LC-1 14751.86 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 No 103123.16 Day 4 7325.09 <30 Days LC-2 3292.82 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 41521.53 Day 4 3708.34 <30 Days N-1 2976.32 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 111640.43 Day 4 9107.62 91-180 Days N-2 21648.76 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 No 110398.76 Day 4 13316.00 Open N-3 20311.69 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 105188.50 Day 4 13318.89 Open N-4 5070.71 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 30638.01 Day 4 255.08 30-90 Days N-5 2660.20 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 7224.77 Day 4 94.78 <30 Days N-6 565.71 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 91334.96 Day 4 419.73 91-180 Days N-7 8180.20 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 103648.34 Day 4 13154.08 <30 Days P-1 22.45 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 35929.52 Day 4 3310.61 <30 Days P-2 1865.63 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 11447.98 Day 4 831.80 30-90 Days S-8 1571.20 No Legal