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 Yes 7161.94 Day 34 574.36 30-90 Days L-2 589.64 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 9281.17 Day 34 171.84 Open L-3 149.86 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 27987.87 Day 34 2258.14 91-180 Days L-4 3697.01 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 75676.13 Day 34 7717.71 30-90 Days L-5 70.34 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 63474.92 Day 34 3011.11 91-180 Days L-6 13.92 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 Retail No 67676.62 Day 34 8399.54 30-90 Days L-7 10354.50 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 64879.37 Day 34 696.12 30-90 Days L-8 10486.84 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 68625.68 Day 34 9285.25 Open L-9 822.55 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 54244.63 Day 34 7586.65 Open LC-1 7737.81 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 28632.69 Day 34 1608.93 <30 Days LC-2 1505.18 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 61949.54 Day 34 7065.68 30-90 Days N-1 5576.18 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 Retail No 23989.83 Day 34 3180.92 30-90 Days N-2 1029.52 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 35396.90 Day 34 3307.27 91-180 Days N-3 503.50 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 47129.22 Day 34 6265.88 30-90 Days N-4 785.21 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 Retail Yes 82005.52 Day 34 9159.61 Open N-5 5006.33 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 102802.07 Day 34 11644.03 <30 Days N-6 12622.76 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 59266.87 Day 34 5948.35 91-180 Days N-7 11494.06 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 61859.23 Day 34 2217.75 <30 Days P-1 1986.44 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 62517.96 Day 34 3877.27 <30 Days P-2 4229.97 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 Yes 6472.88 Day 34 77.88 30-90 Days S-8 162.48 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 92.03 Day 34 5.40 <30 Days Y-1 10.95 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 Yes 71315.87 Day 34 3003.32 <30 Days Y-2 1366.60 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 58103.10 Day 34 538.74 30-90 Days Y-3 10997.26 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 68634.37 Day 34 4248.28 91-180 Days Y-4 2530.48 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 32440.67 Day 34 3622.20 91-180 Days Z-1 2826.85 No Operations