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 39811.84 Day 58 5430.00 Open S-1 4585.01 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 68556.60 Day 58 4068.21 91-180 Days S-2 10356.95 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 85450.49 Day 58 4092.86 91-180 Days S-3 16929.47 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 102855.98 Day 58 9373.51 91-180 Days S-4 13144.15 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 5902.30 Day 58 6.76 91-180 Days S-5 1083.46 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 56993.79 Day 58 1547.71 91-180 Days S-6 5432.33 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 13220.08 Day 58 901.51 91-180 Days S-7 1139.08 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 88661.58 Day 59 11568.93 <30 Days A-0-Q 16969.87 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 No 66461.88 Day 59 963.24 91-180 Days A-1-Q 9582.40 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 74798.29 Day 59 5613.64 <30 Days A-2-Q 11338.53 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 29366.46 Day 59 2073.27 91-180 Days A-3-Q 1710.11 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 27365.53 Day 59 1843.33 30-90 Days A-4-Q 3989.60 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 58806.89 Day 59 1236.07 <30 Days A-5-Q 11299.63 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 12846.05 Day 59 1257.90 Open CB-1-Q 541.66 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 93436.39 Day 59 8378.58 91-180 Days CB-2-Q 17958.85 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 44621.57 Day 59 4396.11 91-180 Days S-1-Q 5192.80 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 93434.16 Day 59 2236.87 Open S-2-Q 16488.91 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 11565.45 Day 59 1058.51 91-180 Days S-3-Q 1965.18 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 79612.02 Day 59 8631.19 <30 Days S-4-Q 9232.14 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 47935.44 Day 59 3021.03 91-180 Days CB-3-Q 8205.02 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 101542.19 Day 59 6933.90 30-90 Days G-1-Q 18400.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 66191.30 Day 59 6920.74 30-90 Days G-2-Q 10142.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 60003.36 Day 59 131.13 <30 Days G-3-Q 1625.50 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 3858.32 Day 59 281.61 <30 Days S-5-Q 370.41 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 53008.35 Day 59 844.85 91-180 Days S-6-Q 6778.97 No Treasury