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 Non-Financial Corporate Yes 76524.97 Day 31 8874.68 Open E-9 11273.79 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 44950.58 Day 31 1996.55 Open G-4 4283.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 108274.93 Day 31 1829.52 30-90 Days IG-3 1723.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 42968.02 Day 31 4440.89 Open IG-4 873.84 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 113590.70 Day 31 9859.79 91-180 Days IG-5 19163.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 41548.66 Day 31 4770.02 30-90 Days IG-6 3984.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 20647.74 Day 31 2015.88 <30 Days IG-7 3181.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 42938.89 Day 31 4076.76 91-180 Days IG-8 892.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 10994.22 Day 31 81.53 30-90 Days L-1 619.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 42095.40 Day 31 186.94 30-90 Days L-10 5911.60 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 70067.72 Day 31 2135.88 30-90 Days L-11 5187.69 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 59582.90 Day 31 6745.39 30-90 Days L-2 2386.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 60316.66 Day 31 7036.66 Open L-3 11764.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 27266.48 Day 31 173.49 Open L-4 278.30 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 96805.94 Day 31 11368.50 <30 Days L-5 17109.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 7366.10 Day 31 513.41 91-180 Days L-6 796.54 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 37192.26 Day 31 4956.18 Open L-7 6333.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 98110.37 Day 31 13625.35 91-180 Days L-8 14637.18 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 76555.29 Day 31 806.76 91-180 Days L-9 10087.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 82355.38 Day 31 6559.35 30-90 Days LC-1 7792.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 59002.66 Day 31 5270.92 91-180 Days LC-2 7533.43 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 19698.39 Day 31 1842.50 30-90 Days N-1 2808.88 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 43161.67 Day 31 662.80 Open N-2 1302.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 38693.06 Day 31 1716.97 30-90 Days N-3 5467.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 9282.67 Day 31 921.24 <30 Days N-4 899.69 No Risk Management