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 Small Business No 38669.15 Day 15 1856.60 Open L-4 2404.72 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 29336.18 Day 15 3380.48 Open L-5 1523.57 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 66583.86 Day 15 9185.56 Open L-6 5537.23 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 54078.85 Day 15 5085.15 91-180 Days L-7 5564.77 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 31238.81 Day 15 125.31 <30 Days L-8 750.69 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 Small Business Yes 15231.26 Day 15 1364.16 Open L-9 2969.21 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 Small Business Yes 33027.24 Day 15 3374.82 Open LC-1 3296.15 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 37212.11 Day 15 5134.13 91-180 Days LC-2 744.13 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 Small Business No 95776.04 Day 15 8628.79 <30 Days N-1 8115.82 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 85692.75 Day 15 11255.34 91-180 Days N-2 13494.35 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 5168.55 Day 15 664.54 91-180 Days N-3 85.22 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 109892.77 Day 15 11479.16 30-90 Days N-4 1929.47 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 Small Business No 95414.68 Day 15 13785.08 <30 Days N-5 12518.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 100688.08 Day 15 6872.92 30-90 Days N-6 16342.90 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 Small Business Yes 70024.00 Day 15 10163.71 Open N-7 6138.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 75159.14 Day 15 5861.05 30-90 Days P-1 14920.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 2843.04 Day 15 28.51 <30 Days P-2 392.84 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 Small Business No 49897.17 Day 15 1392.39 30-90 Days S-8 5624.07 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 Small Business No 8962.75 Day 15 469.24 30-90 Days Y-1 300.60 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 82228.91 Day 15 2581.92 Open Y-2 3009.93 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 Small Business Yes 89122.04 Day 15 12380.59 30-90 Days Y-3 13193.31 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 Small Business No 65461.31 Day 15 5360.89 <30 Days Y-4 10124.02 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 26997.78 Day 15 3580.69 Open Z-1 3900.20 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 75861.17 Day 15 10861.61 <30 Days A-2 14643.83 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 Small Business No 3573.39 Day 15 23.19 <30 Days A-3 344.74 No Legal