Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.11: Loss of Rehypothecation Rights Due to a 3 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.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 1561.86 >2 Yr <= 3 Yr 17.53 <30 Days A-0-Q 244.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 76501.78 >2 Yr <= 3 Yr 7217.23 91-180 Days A-1-Q 6234.41 No Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 113645.43 >2 Yr <= 3 Yr 14794.02 91-180 Days A-2-Q 22190.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 52032.81 >2 Yr <= 3 Yr 2409.43 30-90 Days A-3-Q 544.49 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 112104.75 >2 Yr <= 3 Yr 9266.13 Open A-4-Q 16839.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 21998.82 >2 Yr <= 3 Yr 2953.22 Open A-5-Q 2151.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 44850.32 >2 Yr <= 3 Yr 2448.54 30-90 Days CB-1-Q 4158.52 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 106372.39 >2 Yr <= 3 Yr 459.41 Open CB-2-Q 17915.64 No Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 12542.40 >2 Yr <= 3 Yr 1555.37 <30 Days S-1-Q 1396.36 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 93220.24 >2 Yr <= 3 Yr 6797.47 <30 Days S-2-Q 352.53 No Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 25167.25 >2 Yr <= 3 Yr 1638.54 Open S-3-Q 991.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 30635.03 >2 Yr <= 3 Yr 2472.31 <30 Days S-4-Q 4606.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 77282.63 >2 Yr <= 3 Yr 10888.56 30-90 Days CB-3-Q 9921.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 35472.44 >2 Yr <= 3 Yr 4687.00 <30 Days G-1-Q 6977.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 36438.55 >2 Yr <= 3 Yr 5178.75 30-90 Days G-2-Q 468.62 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 44942.71 >2 Yr <= 3 Yr 6342.79 Open G-3-Q 8019.50 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 39484.45 >2 Yr <= 3 Yr 3476.19 30-90 Days S-5-Q 6873.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 68967.63 >2 Yr <= 3 Yr 768.04 <30 Days S-6-Q 322.17 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 86094.64 >2 Yr <= 3 Yr 11396.34 91-180 Days S-7-Q 10593.05 No Risk Management
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 63183.98 >2 Yr <= 3 Yr 8111.63 <30 Days E-1-Q 263.20 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail No 45193.08 >2 Yr <= 3 Yr 3599.84 30-90 Days E-2-Q 1533.03 No Treasury
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 327.05 >2 Yr <= 3 Yr 33.87 Open IG-1-Q 57.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 48860.73 >2 Yr <= 3 Yr 6641.04 Open IG-2-Q 604.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 102352.85 >2 Yr <= 3 Yr 15062.40 91-180 Days C-1 586.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.11 Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Retail Yes 92123.66 >2 Yr <= 3 Yr 6876.18 <30 Days CB-4 3178.20 Yes Liberty Wealth Management LLC Risk Management