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 5201.60 Day 3 766.19 Open G-1 569.71 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 16376.56 Day 3 1164.77 Open G-2 3127.89 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 70477.88 Day 3 5642.83 30-90 Days G-3 1089.89 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 No 79711.02 Day 3 7013.65 91-180 Days IG-1 2682.54 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 102016.91 Day 3 14498.05 <30 Days IG-2 7169.09 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 79280.85 Day 3 3406.34 91-180 Days S-1 1316.45 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 38688.76 Day 3 5619.97 91-180 Days S-2 5890.86 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 No 75578.90 Day 3 3691.77 <30 Days S-3 4134.81 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 8895.17 Day 3 1321.75 Open S-4 1618.09 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 3841.87 Day 3 303.53 <30 Days S-5 146.45 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 88388.47 Day 3 4529.74 30-90 Days S-6 12363.75 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 89313.31 Day 3 312.22 Open S-7 9461.03 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 45510.16 Day 4 5233.67 <30 Days A-0-Q 5404.32 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 56311.35 Day 4 3717.87 <30 Days A-1-Q 678.95 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 4725.06 Day 4 109.57 91-180 Days A-2-Q 274.35 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 74628.35 Day 4 1574.98 Open A-3-Q 10567.11 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 3599.57 Day 4 41.32 91-180 Days A-4-Q 5.33 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 103489.87 Day 4 14472.01 91-180 Days A-5-Q 15190.90 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 74017.68 Day 4 7631.94 Open CB-1-Q 6216.63 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 25959.10 Day 4 126.90 <30 Days CB-2-Q 2431.00 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 Yes 93184.37 Day 4 10041.63 30-90 Days S-1-Q 16766.52 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 37755.94 Day 4 4980.90 <30 Days S-2-Q 5457.94 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 100966.78 Day 4 9072.48 30-90 Days S-3-Q 5969.98 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 99456.82 Day 4 3551.68 <30 Days S-4-Q 5078.66 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 15387.95 Day 4 1421.36 Open CB-3-Q 2936.96 Yes Liberty International Finance Ltd. Finance