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 20472.48 >= 1 Yr <= 2 Yr 2627.68 <30 Days G-2-Q 1662.75 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 97373.00 >= 1 Yr <= 2 Yr 11774.36 30-90 Days G-3-Q 6799.00 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 16328.35 >= 1 Yr <= 2 Yr 1224.19 91-180 Days S-5-Q 3231.82 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 43800.99 >= 1 Yr <= 2 Yr 813.72 <30 Days S-6-Q 6059.14 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 108672.05 >= 1 Yr <= 2 Yr 5660.89 Open S-7-Q 7420.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 88116.54 >= 1 Yr <= 2 Yr 5495.46 30-90 Days E-1-Q 16729.54 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 72377.64 >= 1 Yr <= 2 Yr 5941.28 91-180 Days E-2-Q 5033.90 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 62085.56 >= 1 Yr <= 2 Yr 7338.84 <30 Days IG-1-Q 9675.11 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 103401.90 >= 1 Yr <= 2 Yr 5487.18 30-90 Days IG-2-Q 5558.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 56914.63 >= 1 Yr <= 2 Yr 1628.70 91-180 Days C-1 9953.12 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 71980.79 >= 1 Yr <= 2 Yr 10624.56 Open CB-4 13203.13 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 39802.24 >= 1 Yr <= 2 Yr 4419.14 30-90 Days E-10 2972.23 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 13315.64 >= 1 Yr <= 2 Yr 230.66 Open E-3 284.29 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 3941.06 >= 1 Yr <= 2 Yr 98.55 30-90 Days E-4 109.89 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 36493.31 >= 1 Yr <= 2 Yr 4652.21 Open E-5 331.07 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 9654.04 >= 1 Yr <= 2 Yr 738.44 <30 Days E-6 1587.03 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 90926.07 >= 1 Yr <= 2 Yr 947.98 91-180 Days E-7 8723.93 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 41379.46 >= 1 Yr <= 2 Yr 718.39 91-180 Days E-8 2611.59 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 69064.65 >= 1 Yr <= 2 Yr 9907.93 30-90 Days E-9 8587.07 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 104146.81 >= 1 Yr <= 2 Yr 5224.73 Open G-4 3678.85 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 40147.95 >= 1 Yr <= 2 Yr 1019.18 Open IG-3 411.96 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 1503.22 >= 1 Yr <= 2 Yr 208.05 <30 Days IG-4 72.03 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 99853.11 >= 1 Yr <= 2 Yr 4392.55 <30 Days IG-5 1274.22 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 56774.72 >= 1 Yr <= 2 Yr 6949.23 30-90 Days IG-6 198.59 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 48787.19 >= 1 Yr <= 2 Yr 4401.72 30-90 Days IG-7 3545.60 Yes Liberty Wealth Management LLC Legal