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 Small Business Yes 4480.53 Day 4 232.28 Open CB-3 292.45 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 Small Business Yes 20862.10 Day 4 2599.70 <30 Days E-1 3203.15 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 Small Business No 86936.65 Day 4 6698.55 <30 Days E-2 13134.80 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 Small Business No 86311.81 Day 4 114.45 30-90 Days G-1 10098.64 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 2595.93 Day 4 374.45 30-90 Days G-2 36.73 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 12082.73 Day 4 133.34 <30 Days G-3 1001.29 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 Small Business No 45822.55 Day 4 4749.76 Open IG-1 3034.57 No Risk Management
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 66364.68 Day 4 5261.91 <30 Days IG-2 11140.26 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 Small Business Yes 74250.84 Day 4 2259.03 <30 Days S-1 12394.36 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 63102.40 Day 4 4225.98 30-90 Days S-2 3897.65 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 83813.16 Day 4 4411.91 30-90 Days S-3 15608.80 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 27548.94 Day 4 1360.55 <30 Days S-4 4241.75 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 30902.57 Day 4 3379.17 30-90 Days S-5 3804.78 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 Small Business Yes 21646.57 Day 4 1061.13 <30 Days S-6 734.69 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 102799.70 Day 4 14642.40 <30 Days S-7 15555.24 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 Small Business Yes 75798.44 Day 5 6371.21 91-180 Days A-0-Q 11782.92 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 Small Business No 18247.46 Day 5 232.28 91-180 Days A-1-Q 375.75 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 Small Business Yes 83484.54 Day 5 10240.99 91-180 Days A-2-Q 1089.26 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 18672.90 Day 5 96.57 91-180 Days A-3-Q 1416.62 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 Small Business No 32666.87 Day 5 2426.18 <30 Days A-4-Q 350.74 No Operations
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business No 24085.76 Day 5 3031.33 Open A-5-Q 4179.64 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 Small Business Yes 79277.99 Day 5 3988.57 Open CB-1-Q 6116.95 No Finance
2025-10-08 Liberty National Bank O.O.9 Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Small Business Yes 87278.98 Day 5 10042.17 Open CB-2-Q 6780.53 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 Small Business Yes 71172.81 Day 5 2588.17 30-90 Days S-1-Q 7376.69 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 Small Business No 71670.42 Day 5 2788.77 30-90 Days S-2-Q 7622.67 Yes Liberty Mortgage Services Corp. Finance