Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required 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.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 91528.37 Day 37 2675.30 91-180 Days L-4 5482.96 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 51071.68 Day 37 5888.52 <30 Days L-5 6909.40 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 45357.40 Day 37 462.54 <30 Days L-6 1086.41 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 64138.60 Day 37 8808.47 91-180 Days L-7 1078.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 48487.53 Day 37 4369.97 <30 Days L-8 3847.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 28490.67 Day 37 3856.98 Open L-9 1584.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 9066.58 Day 37 1146.95 Open LC-1 1191.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 4011.67 Day 37 212.19 91-180 Days LC-2 374.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 12957.41 Day 37 503.28 30-90 Days N-1 1129.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 55555.76 Day 37 5674.28 30-90 Days N-2 2325.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 100095.79 Day 37 11982.18 30-90 Days N-3 16118.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 81894.17 Day 37 5079.44 <30 Days N-4 4200.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 76349.71 Day 37 10068.20 Open N-5 14518.66 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 31789.09 Day 37 1125.66 Open N-6 4985.41 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 32615.38 Day 37 1728.00 Open N-7 2928.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 45753.10 Day 37 5261.62 Open P-1 3043.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 4835.73 Day 37 110.27 <30 Days P-2 172.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 94865.94 Day 37 10402.42 30-90 Days S-8 10674.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 32198.48 Day 37 3056.79 Open Y-1 6110.68 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 86130.64 Day 37 12613.28 30-90 Days Y-2 4257.56 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 57246.63 Day 37 5590.12 91-180 Days Y-3 8207.47 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 98125.33 Day 37 8209.62 <30 Days Y-4 14787.13 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 88297.63 Day 37 12730.92 Open Z-1 10545.90 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 63784.09 Day 37 8906.28 91-180 Days A-2 10284.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 15129.74 Day 37 1536.65 <30 Days A-3 334.98 Yes Liberty Capital Markets Inc. Risk Management