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 81041.21 Day 44 6443.40 91-180 Days A-3-Q 7641.81 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 No 97693.98 Day 44 10783.63 30-90 Days A-4-Q 5214.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 108142.98 Day 44 12733.78 91-180 Days A-5-Q 17379.36 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 19236.55 Day 44 2742.07 91-180 Days CB-1-Q 2563.61 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 46944.62 Day 44 4118.94 91-180 Days CB-2-Q 4027.56 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 3685.38 Day 44 69.26 30-90 Days S-1-Q 499.41 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 39326.29 Day 44 323.36 Open S-2-Q 7618.18 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 87337.40 Day 44 7012.21 Open S-3-Q 6820.77 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 95201.02 Day 44 3352.01 Open S-4-Q 12461.51 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 8672.86 Day 44 1296.55 <30 Days CB-3-Q 658.00 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 73508.13 Day 44 4884.81 Open G-1-Q 12958.48 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 83513.70 Day 44 4846.03 91-180 Days G-2-Q 7292.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 44391.68 Day 44 1561.72 Open G-3-Q 5247.01 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 54710.58 Day 44 1291.03 91-180 Days S-5-Q 9564.15 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 38294.35 Day 44 4408.40 <30 Days S-6-Q 4280.12 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 81812.81 Day 44 2311.65 <30 Days S-7-Q 4759.33 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 13431.87 Day 44 61.66 30-90 Days E-1-Q 1056.82 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 103298.71 Day 44 5275.67 Open E-2-Q 15235.10 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 74224.89 Day 44 5313.82 <30 Days IG-1-Q 12256.45 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 Retail Yes 1763.53 Day 44 110.86 91-180 Days IG-2-Q 122.91 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 79754.24 Day 44 1183.97 <30 Days C-1 14379.18 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 37900.59 Day 44 1646.60 91-180 Days CB-4 6155.56 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 43713.50 Day 44 864.94 <30 Days E-10 4795.98 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 108504.23 Day 44 10364.76 <30 Days E-3 305.84 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 23477.79 Day 44 1787.31 91-180 Days E-4 451.02 No Risk Management