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 35971.81 Day 52 1940.62 Open Y-4 6500.64 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 7296.52 Day 52 572.79 Open Z-1 773.04 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 28077.16 Day 52 3874.56 Open A-2 439.24 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 30062.22 Day 52 702.34 91-180 Days A-3 3207.74 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 93620.48 Day 52 1227.94 30-90 Days A-4 3072.16 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 73919.41 Day 52 10316.17 91-180 Days A-5 5301.32 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 89939.29 Day 52 1908.00 Open CB-1 12367.12 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 22799.92 Day 52 2062.63 30-90 Days CB-2 1150.87 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 105090.42 Day 52 4385.07 <30 Days CB-3 9046.87 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 80451.75 Day 52 827.44 30-90 Days E-1 12241.44 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 112330.13 Day 52 15266.95 Open E-2 19654.34 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 64546.98 Day 52 8803.61 <30 Days G-1 9770.21 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 Yes 23482.73 Day 52 96.99 91-180 Days G-2 3011.50 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 68027.25 Day 52 7819.56 Open G-3 3139.41 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 67289.50 Day 52 6383.51 30-90 Days IG-1 4823.70 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 104425.12 Day 52 1359.95 91-180 Days IG-2 9287.89 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 5142.28 Day 52 405.89 <30 Days S-1 853.72 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 33238.02 Day 52 4248.70 Open S-2 4525.83 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 76927.53 Day 52 7649.01 91-180 Days S-3 12680.66 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 91520.44 Day 52 10924.64 91-180 Days S-4 9637.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 8417.51 Day 52 922.37 <30 Days S-5 314.33 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 26480.18 Day 52 783.88 30-90 Days S-6 2818.94 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 19263.12 Day 52 1366.42 91-180 Days S-7 2043.45 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 103203.37 Day 53 6804.46 <30 Days A-0-Q 10146.31 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 111717.54 Day 53 2741.64 <30 Days A-1-Q 15443.33 No Finance