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 8998.76 Day 30 183.09 Open CB-3 1215.66 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 71393.77 Day 30 7070.38 30-90 Days E-1 10325.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 87602.47 Day 30 7275.32 <30 Days E-2 5736.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 62201.54 Day 30 395.49 Open G-1 788.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 111764.82 Day 30 13934.19 91-180 Days G-2 1108.25 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 99316.63 Day 30 13549.48 30-90 Days G-3 16338.00 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 Retail No 46332.28 Day 30 1167.78 91-180 Days IG-1 3836.73 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 54976.85 Day 30 4048.37 91-180 Days IG-2 642.10 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 9492.92 Day 30 224.00 <30 Days S-1 925.94 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 4003.70 Day 30 557.22 <30 Days S-2 528.83 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 No 49677.77 Day 30 4749.87 Open S-3 1609.29 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 54837.18 Day 30 1429.96 Open S-4 9149.34 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 107129.01 Day 30 10615.06 30-90 Days S-5 20535.72 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 101238.93 Day 30 3147.10 <30 Days S-6 8429.40 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 Yes 75911.85 Day 30 10241.29 Open S-7 10358.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 86608.28 Day 31 6191.43 91-180 Days A-0-Q 15900.49 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 Retail No 73148.12 Day 31 8249.87 Open A-1-Q 9727.01 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 100722.74 Day 31 6212.70 <30 Days A-2-Q 7410.46 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 55687.66 Day 31 5588.29 Open A-3-Q 8092.12 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 Yes 36131.63 Day 31 720.50 91-180 Days A-4-Q 1582.83 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 91102.11 Day 31 12859.92 <30 Days A-5-Q 15622.76 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 11524.30 Day 31 819.86 30-90 Days CB-1-Q 1902.08 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 90976.72 Day 31 13251.90 30-90 Days CB-2-Q 16111.00 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 Retail No 70952.84 Day 31 1168.26 30-90 Days S-1-Q 1887.43 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 Retail Yes 91134.79 Day 31 3524.19 <30 Days S-2-Q 5634.33 Yes Liberty Capital Markets Inc. Treasury