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 No 72715.57 Day 50 315.97 30-90 Days S-7 12243.57 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 98347.97 Day 51 3886.08 30-90 Days A-0-Q 12829.98 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 69209.31 Day 51 895.91 <30 Days A-1-Q 3055.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 45567.35 Day 51 4902.16 Open A-2-Q 3352.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 79185.06 Day 51 372.81 91-180 Days A-3-Q 11115.47 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 59302.33 Day 51 2382.30 91-180 Days A-4-Q 11687.26 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 95109.89 Day 51 2576.26 <30 Days A-5-Q 3847.82 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 8210.01 Day 51 736.42 30-90 Days CB-1-Q 839.76 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 85093.07 Day 51 3837.51 <30 Days CB-2-Q 1108.33 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 97710.04 Day 51 10359.92 91-180 Days S-1-Q 12362.07 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 84072.79 Day 51 10143.37 30-90 Days S-2-Q 2848.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 111627.79 Day 51 12025.80 91-180 Days S-3-Q 21010.06 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 109613.36 Day 51 14195.30 91-180 Days S-4-Q 5186.89 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 104570.87 Day 51 12894.18 30-90 Days CB-3-Q 6744.71 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 72769.56 Day 51 10055.25 <30 Days G-1-Q 9750.77 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 23906.88 Day 51 1867.11 91-180 Days G-2-Q 3805.28 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 104511.17 Day 51 6897.16 30-90 Days G-3-Q 5005.14 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 56218.91 Day 51 2478.49 91-180 Days S-5-Q 2894.47 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 72027.80 Day 51 515.98 Open S-6-Q 8955.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 60512.93 Day 51 7313.29 <30 Days S-7-Q 1149.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 28879.79 Day 51 2332.89 <30 Days E-1-Q 2413.32 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 27354.29 Day 51 2223.21 30-90 Days E-2-Q 1851.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 95338.52 Day 51 9216.64 30-90 Days IG-1-Q 12245.61 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 33987.10 Day 51 2841.02 Open IG-2-Q 2405.39 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 77404.29 Day 51 1477.40 91-180 Days C-1 12792.93 Yes Liberty Wealth Management LLC Treasury