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 32685.29 Day 34 1205.94 30-90 Days E-6 225.76 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 32114.91 Day 34 2290.32 <30 Days E-7 906.71 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 105939.94 Day 34 14084.25 Open E-8 19763.35 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 82939.07 Day 34 6116.16 91-180 Days E-9 9646.93 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 22843.76 Day 34 1130.70 <30 Days G-4 555.88 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 81761.88 Day 34 1191.45 Open IG-3 8941.38 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 79820.87 Day 34 10409.85 Open IG-4 7772.07 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 4904.14 Day 34 552.48 Open IG-5 880.00 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 77348.81 Day 34 6293.03 <30 Days IG-6 10535.05 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 80362.42 Day 34 5940.38 Open IG-7 5945.71 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 51958.57 Day 34 2210.57 91-180 Days IG-8 797.09 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 105514.37 Day 34 12961.11 91-180 Days L-1 14593.43 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 22113.98 Day 34 1377.87 <30 Days L-10 4162.06 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 22298.65 Day 34 373.43 Open L-11 4124.00 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 11494.17 Day 34 970.97 91-180 Days L-2 1333.66 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 45529.21 Day 34 2795.79 91-180 Days L-3 7930.14 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 5868.56 Day 34 185.85 91-180 Days L-4 239.89 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 64292.00 Day 34 5765.69 30-90 Days L-5 6811.02 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 No 40093.22 Day 34 1079.41 91-180 Days L-6 5923.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 97580.98 Day 34 9148.48 30-90 Days L-7 3812.58 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 37187.72 Day 34 977.97 30-90 Days L-8 5792.18 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 104000.35 Day 34 12413.54 91-180 Days L-9 12596.95 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 24796.83 Day 34 3134.56 Open LC-1 3289.07 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 935.51 Day 34 23.12 30-90 Days LC-2 28.23 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 74683.27 Day 34 7502.29 91-180 Days N-1 1128.09 Yes Liberty Capital Markets Inc. Risk Management