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 1625.14 >= 1 Yr <= 2 Yr 48.40 <30 Days Y-2 275.52 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 9447.16 >= 1 Yr <= 2 Yr 595.84 30-90 Days Y-3 489.91 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 77685.86 >= 1 Yr <= 2 Yr 1521.25 91-180 Days Y-4 5013.57 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 61617.31 >= 1 Yr <= 2 Yr 1176.69 91-180 Days Z-1 5867.06 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 63542.33 >= 1 Yr <= 2 Yr 8558.79 30-90 Days A-2 11696.12 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 43250.80 >= 1 Yr <= 2 Yr 2896.72 30-90 Days A-3 5502.31 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 22999.68 >= 1 Yr <= 2 Yr 3397.89 Open A-4 4338.77 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 16706.24 >= 1 Yr <= 2 Yr 2417.99 <30 Days A-5 1985.50 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 76027.40 >= 1 Yr <= 2 Yr 9921.46 30-90 Days CB-1 11009.14 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 63995.22 >= 1 Yr <= 2 Yr 8558.33 91-180 Days CB-2 7283.62 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 40722.43 >= 1 Yr <= 2 Yr 1236.05 Open CB-3 3089.39 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 Yes 11531.86 >= 1 Yr <= 2 Yr 24.05 Open E-1 1818.37 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 No 79579.37 >= 1 Yr <= 2 Yr 1836.95 30-90 Days E-2 12896.20 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 Yes 77508.40 >= 1 Yr <= 2 Yr 4530.10 91-180 Days G-1 10169.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 97420.70 >= 1 Yr <= 2 Yr 2362.53 <30 Days G-2 9006.45 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 53885.32 >= 1 Yr <= 2 Yr 5766.97 <30 Days G-3 1811.19 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 91472.68 >= 1 Yr <= 2 Yr 7272.70 30-90 Days IG-1 7193.59 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 100269.60 >= 1 Yr <= 2 Yr 11921.73 Open IG-2 3306.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 60319.17 >= 1 Yr <= 2 Yr 1279.78 <30 Days S-1 6000.42 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 85070.75 >= 1 Yr <= 2 Yr 12170.34 91-180 Days S-2 2340.56 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 72471.68 >= 1 Yr <= 2 Yr 9084.62 <30 Days S-3 12816.87 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 No 44190.36 >= 1 Yr <= 2 Yr 679.28 Open S-4 1301.41 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 31500.26 >= 1 Yr <= 2 Yr 3526.26 Open S-5 2769.43 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 106532.56 >= 1 Yr <= 2 Yr 6395.28 Open S-6 20883.88 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 64077.00 >= 1 Yr <= 2 Yr 9099.08 91-180 Days S-7 5702.09 Yes Liberty Mortgage Services Corp. Treasury