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 Yes 68481.19 Day 30 214.73 <30 Days P-1 755.91 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 3743.24 Day 30 155.87 Open P-2 162.12 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 29125.84 Day 30 1023.53 30-90 Days S-8 3267.69 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 111024.02 Day 30 10137.39 30-90 Days Y-1 9279.21 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 22655.42 Day 30 1033.40 Open Y-2 1304.26 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 29420.73 Day 30 1134.16 Open Y-3 4075.92 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 111017.38 Day 30 459.89 30-90 Days Y-4 15615.13 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 78445.96 Day 30 8043.55 <30 Days Z-1 6018.10 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 105583.66 Day 30 1364.04 91-180 Days A-2 11087.13 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 Small Business Yes 17840.55 Day 30 1204.21 <30 Days A-3 1792.56 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 108807.96 Day 30 8512.48 30-90 Days A-4 10596.69 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 64270.15 Day 30 3252.97 <30 Days A-5 9242.26 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 89397.93 Day 30 852.56 Open CB-1 12243.82 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 46387.65 Day 30 1575.74 30-90 Days CB-2 7155.76 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 59334.01 Day 30 4155.03 30-90 Days CB-3 4494.51 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 86521.87 Day 30 2141.83 <30 Days E-1 16142.22 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 55447.85 Day 30 3850.16 30-90 Days E-2 927.87 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 44337.65 Day 30 3451.92 <30 Days G-1 1305.79 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 92300.60 Day 30 6298.12 30-90 Days G-2 10567.77 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 57673.86 Day 30 2005.83 Open G-3 4158.69 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 Small Business No 39014.51 Day 30 3849.57 <30 Days IG-1 1327.75 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 41367.07 Day 30 1737.86 30-90 Days IG-2 7403.30 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 51868.70 Day 30 7136.06 91-180 Days S-1 9153.02 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 62704.13 Day 30 8238.89 30-90 Days S-2 2105.46 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 82533.86 Day 30 3481.94 <30 Days S-3 15859.43 Yes Liberty Mortgage Services Corp. Finance