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 12758.72 >2 Yr <= 3 Yr 676.62 30-90 Days L-9 1051.59 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 108413.97 >2 Yr <= 3 Yr 2724.95 91-180 Days LC-1 9064.42 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 61611.03 >2 Yr <= 3 Yr 6746.17 91-180 Days LC-2 3515.72 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 33702.10 >2 Yr <= 3 Yr 3933.96 91-180 Days N-1 202.71 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 48215.62 >2 Yr <= 3 Yr 3140.60 <30 Days N-2 5818.54 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 76922.87 >2 Yr <= 3 Yr 10097.79 Open N-3 4490.08 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 100813.53 >2 Yr <= 3 Yr 3684.12 30-90 Days N-4 5512.60 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 71455.09 >2 Yr <= 3 Yr 5173.54 30-90 Days N-5 10942.00 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 23996.12 >2 Yr <= 3 Yr 470.49 30-90 Days N-6 141.45 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 No 23945.24 >2 Yr <= 3 Yr 2062.96 Open N-7 2204.91 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 13176.13 >2 Yr <= 3 Yr 1398.17 <30 Days P-1 1846.23 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 40255.38 >2 Yr <= 3 Yr 3735.49 Open P-2 130.87 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 70295.34 >2 Yr <= 3 Yr 8118.77 Open S-8 12140.37 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 102447.48 >2 Yr <= 3 Yr 4764.74 91-180 Days Y-1 16831.60 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 22986.98 >2 Yr <= 3 Yr 1805.59 <30 Days Y-2 931.09 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 No 46505.32 >2 Yr <= 3 Yr 6950.57 <30 Days Y-3 186.79 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 76336.29 >2 Yr <= 3 Yr 5498.54 <30 Days Y-4 13123.47 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 79590.45 >2 Yr <= 3 Yr 5404.29 30-90 Days Z-1 12164.61 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 85966.05 >2 Yr <= 3 Yr 11698.93 30-90 Days A-2 9738.57 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 25778.90 >2 Yr <= 3 Yr 2777.22 30-90 Days A-3 4261.80 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 41086.19 >2 Yr <= 3 Yr 5960.63 30-90 Days A-4 2900.69 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 37519.44 >2 Yr <= 3 Yr 3488.17 91-180 Days A-5 4068.34 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 95720.30 >2 Yr <= 3 Yr 13056.22 Open CB-1 9575.34 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 44355.92 >2 Yr <= 3 Yr 2199.14 91-180 Days CB-2 1542.71 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 Yes 69972.66 >2 Yr <= 3 Yr 8012.64 91-180 Days CB-3 4955.11 Yes Liberty Wealth Management LLC Operations