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 No 96160.58 Day 17 5724.51 91-180 Days CB-1-Q 810.78 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 Retail Yes 1605.30 Day 17 218.39 Open CB-2-Q 237.75 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 66086.21 Day 17 5141.37 91-180 Days S-1-Q 10260.71 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 Retail Yes 108471.07 Day 17 12472.05 Open S-2-Q 9394.25 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 104494.65 Day 17 5245.06 30-90 Days S-3-Q 13754.51 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 No 105838.99 Day 17 14533.99 91-180 Days S-4-Q 17961.43 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 38018.78 Day 17 533.47 30-90 Days CB-3-Q 1455.08 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 53817.63 Day 17 5249.09 30-90 Days G-1-Q 7345.04 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 95685.83 Day 17 9983.15 30-90 Days G-2-Q 18617.60 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 No 31961.22 Day 17 3201.79 Open G-3-Q 5511.83 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 111945.88 Day 17 3219.80 Open S-5-Q 6198.35 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 26395.47 Day 17 733.23 91-180 Days S-6-Q 3492.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 25849.36 Day 17 3128.05 Open S-7-Q 3076.23 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 55710.47 Day 17 3773.28 Open E-1-Q 1004.70 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 12315.75 Day 17 1601.08 91-180 Days E-2-Q 549.12 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 10558.01 Day 17 1488.48 <30 Days IG-1-Q 1957.54 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 No 86619.60 Day 17 5209.18 91-180 Days IG-2-Q 13902.55 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 89590.98 Day 17 2917.43 30-90 Days C-1 6428.04 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 98580.60 Day 17 4694.22 Open CB-4 19521.99 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 103050.30 Day 17 2128.32 Open E-10 3222.29 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 Retail Yes 66572.04 Day 17 1981.67 30-90 Days E-3 6121.76 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 41023.50 Day 17 3352.77 Open E-4 7330.64 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 53306.56 Day 17 4815.09 Open E-5 9168.41 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 91767.40 Day 17 2233.76 30-90 Days E-6 7637.25 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 74270.53 Day 17 7042.70 91-180 Days E-7 3768.02 Yes Liberty Capital Markets Inc. Operations