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 91708.21 180 - 270 Days 13030.00 Open S-6-Q 10381.84 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 55410.20 180 - 270 Days 3227.10 Open S-7-Q 10374.69 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 38692.46 180 - 270 Days 454.77 91-180 Days E-1-Q 4969.91 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 No 38437.72 180 - 270 Days 3971.71 Open E-2-Q 522.06 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 65234.65 180 - 270 Days 471.96 <30 Days IG-1-Q 9850.15 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 89990.26 180 - 270 Days 3932.44 91-180 Days IG-2-Q 438.07 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 53655.27 180 - 270 Days 6340.38 91-180 Days C-1 7764.93 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 88015.64 180 - 270 Days 9480.51 30-90 Days CB-4 5761.09 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 5126.00 180 - 270 Days 589.82 Open E-10 356.81 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 17779.39 180 - 270 Days 429.36 30-90 Days E-3 1075.19 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 28951.47 180 - 270 Days 4091.81 91-180 Days E-4 2280.19 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 45938.98 180 - 270 Days 733.84 30-90 Days E-5 2948.18 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 91267.25 180 - 270 Days 215.47 <30 Days E-6 18240.52 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 Yes 35711.87 180 - 270 Days 1216.63 Open E-7 6748.63 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 10415.48 180 - 270 Days 963.88 91-180 Days E-8 1865.00 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 59876.34 180 - 270 Days 2795.10 91-180 Days E-9 9419.59 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 41482.11 180 - 270 Days 4386.90 <30 Days G-4 6127.85 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 7123.25 180 - 270 Days 209.66 Open IG-3 403.09 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 113007.40 180 - 270 Days 6823.67 91-180 Days IG-4 21538.91 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 54315.72 180 - 270 Days 3350.01 30-90 Days IG-5 5760.59 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 19186.55 180 - 270 Days 1346.62 <30 Days IG-6 3094.01 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 51362.13 180 - 270 Days 4293.16 Open IG-7 5412.68 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 75389.09 180 - 270 Days 5029.06 91-180 Days IG-8 5379.93 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 38160.48 180 - 270 Days 4344.17 30-90 Days L-1 5120.37 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 23996.32 180 - 270 Days 2076.08 91-180 Days L-10 3016.10 Yes Liberty International Finance Ltd. Risk Management