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 9789.74 61 - 67 Days 866.69 <30 Days IG-3 1256.16 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 44356.11 61 - 67 Days 6542.26 <30 Days IG-4 6748.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 73551.69 61 - 67 Days 8072.70 30-90 Days IG-5 4398.98 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 1129.14 61 - 67 Days 29.44 30-90 Days IG-6 147.94 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 Yes 74989.84 61 - 67 Days 2984.49 30-90 Days IG-7 4404.34 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 29111.35 61 - 67 Days 3911.86 Open IG-8 3448.05 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 55679.64 61 - 67 Days 8073.98 Open L-1 580.71 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 73169.42 61 - 67 Days 2621.81 91-180 Days L-10 8822.22 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 No 42694.11 61 - 67 Days 2497.76 Open L-11 3027.21 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 43657.99 61 - 67 Days 3129.26 <30 Days L-2 804.98 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 89642.36 61 - 67 Days 10879.35 30-90 Days L-3 7399.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 33098.19 61 - 67 Days 789.45 <30 Days L-4 5811.85 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 74431.23 61 - 67 Days 5324.20 Open L-5 13536.86 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 24791.34 61 - 67 Days 1510.80 <30 Days L-6 2945.37 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 43203.67 61 - 67 Days 1816.93 Open L-7 7082.83 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 60035.71 61 - 67 Days 3729.67 <30 Days L-8 3520.68 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 84361.18 61 - 67 Days 4574.75 30-90 Days L-9 9056.96 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 89677.69 61 - 67 Days 11212.51 30-90 Days LC-1 3346.58 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 108436.12 61 - 67 Days 13528.76 Open LC-2 19430.56 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 47844.27 61 - 67 Days 4334.56 91-180 Days N-1 6236.26 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 No 108816.63 61 - 67 Days 14482.54 30-90 Days N-2 863.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 61177.39 61 - 67 Days 5162.23 91-180 Days N-3 4932.41 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 35854.43 61 - 67 Days 1193.44 30-90 Days N-4 6670.31 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 22090.76 61 - 67 Days 689.55 <30 Days N-5 2286.31 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 Yes 84269.36 61 - 67 Days 1262.81 <30 Days N-6 5097.70 No Finance