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 16862.36 Day 17 2254.23 91-180 Days Z-1 2325.63 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 39392.43 Day 17 5549.91 30-90 Days A-2 6749.52 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 103089.27 Day 17 14774.35 Open A-3 19119.03 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 57872.74 Day 17 5907.41 91-180 Days A-4 11392.59 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 98916.56 Day 17 384.34 30-90 Days A-5 15685.89 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 43485.07 Day 17 2988.80 Open CB-1 4790.53 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 82601.11 Day 17 11756.08 Open CB-2 12461.18 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 Small Business Yes 78672.61 Day 17 753.34 Open CB-3 767.04 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 109634.39 Day 17 4417.98 <30 Days E-1 20520.83 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 74817.24 Day 17 8439.72 Open E-2 9516.37 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 Yes 70694.41 Day 17 5364.10 Open G-1 8111.76 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 80768.77 Day 17 9068.56 <30 Days G-2 4790.22 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 7197.08 Day 17 56.75 30-90 Days G-3 968.06 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 Small Business Yes 56650.83 Day 17 5561.42 91-180 Days IG-1 10236.83 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 Yes 73058.19 Day 17 496.68 91-180 Days IG-2 9181.53 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 95344.36 Day 17 8317.30 30-90 Days S-1 15919.69 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 93794.91 Day 17 9452.54 91-180 Days S-2 7822.00 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 24466.83 Day 17 1420.91 30-90 Days S-3 3549.36 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 36641.17 Day 17 633.16 30-90 Days S-4 4916.67 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 Small Business Yes 113189.03 Day 17 10991.62 Open S-5 19706.59 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 Yes 68857.28 Day 17 7017.41 30-90 Days S-6 79.43 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 79429.33 Day 17 9583.64 <30 Days S-7 2425.34 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 22202.80 Day 18 11.62 <30 Days A-0-Q 454.29 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 109688.51 Day 18 8995.15 <30 Days A-1-Q 2112.03 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 62481.28 Day 18 594.16 Open A-2-Q 7438.02 No Operations