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 88816.43 >2 Yr <= 3 Yr 11313.02 30-90 Days E-1 14808.08 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 44763.03 >2 Yr <= 3 Yr 4048.50 <30 Days E-2 8540.52 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 13317.11 >2 Yr <= 3 Yr 180.80 Open G-1 2450.47 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 40109.04 >2 Yr <= 3 Yr 3363.15 91-180 Days G-2 5899.01 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 80927.38 >2 Yr <= 3 Yr 7830.52 Open G-3 13157.27 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 55505.96 >2 Yr <= 3 Yr 127.49 91-180 Days IG-1 9062.67 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 111008.64 >2 Yr <= 3 Yr 4999.84 91-180 Days IG-2 5257.36 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 17421.79 >2 Yr <= 3 Yr 2012.74 30-90 Days S-1 135.09 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 42745.77 >2 Yr <= 3 Yr 1778.67 Open S-2 5933.96 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 82662.93 >2 Yr <= 3 Yr 7656.47 30-90 Days S-3 13704.20 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 98243.03 >2 Yr <= 3 Yr 11034.44 30-90 Days S-4 1075.01 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 71020.29 >2 Yr <= 3 Yr 9962.19 <30 Days S-5 8511.81 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 35521.39 >2 Yr <= 3 Yr 885.32 30-90 Days S-6 5947.98 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 79691.13 >2 Yr <= 3 Yr 700.31 <30 Days S-7 12793.53 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 52737.15 >3 Yr <= 4 Yr 1040.71 91-180 Days A-0-Q 6947.80 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 74862.74 >3 Yr <= 4 Yr 2154.35 Open A-1-Q 6498.49 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail Yes 56856.23 >3 Yr <= 4 Yr 5826.03 91-180 Days A-2-Q 8062.21 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 61480.30 >3 Yr <= 4 Yr 767.47 Open A-3-Q 4838.91 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 99030.95 >3 Yr <= 4 Yr 13238.83 <30 Days A-4-Q 10489.61 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 95288.95 >3 Yr <= 4 Yr 13848.64 30-90 Days A-5-Q 10301.32 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 No 85671.25 >3 Yr <= 4 Yr 11136.10 91-180 Days CB-1-Q 2702.01 No Treasury
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 69916.81 >3 Yr <= 4 Yr 9481.77 Open CB-2-Q 10292.18 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 2380.83 >3 Yr <= 4 Yr 344.77 30-90 Days S-1-Q 450.27 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 98689.57 >3 Yr <= 4 Yr 860.61 91-180 Days S-2-Q 2294.05 No Legal
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Retail No 62785.61 >3 Yr <= 4 Yr 7326.45 91-180 Days S-3-Q 1246.25 Yes Liberty International Finance Ltd. Legal