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 Small Business Yes 49326.22 Day 36 147.72 91-180 Days E-2 7378.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 82215.71 Day 36 7053.29 30-90 Days G-1 71.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 87463.18 Day 36 11067.55 30-90 Days G-2 2156.66 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 13202.75 Day 36 1422.25 30-90 Days G-3 423.10 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 26354.40 Day 36 3351.86 Open IG-1 1293.79 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 109301.70 Day 36 7312.16 91-180 Days IG-2 19329.36 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 22795.41 Day 36 504.25 91-180 Days S-1 4012.32 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 24962.84 Day 36 1797.03 Open S-2 4399.97 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 86602.67 Day 36 12858.68 30-90 Days S-3 4217.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 103916.32 Day 36 929.20 30-90 Days S-4 7074.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 108655.66 Day 36 5486.79 <30 Days S-5 13846.58 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 Small Business No 94414.01 Day 36 6910.02 91-180 Days S-6 12648.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 108243.00 Day 36 4872.11 Open S-7 9844.55 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 72895.30 Day 37 1657.55 30-90 Days A-0-Q 13386.70 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 83176.61 Day 37 1554.33 91-180 Days A-1-Q 15757.04 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 Small Business No 103183.26 Day 37 11459.39 91-180 Days A-2-Q 17940.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 95507.21 Day 37 5286.92 91-180 Days A-3-Q 6660.53 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 82458.87 Day 37 8791.93 Open A-4-Q 10361.32 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 Small Business No 41082.17 Day 37 360.36 91-180 Days A-5-Q 1923.60 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 3400.46 Day 37 327.25 <30 Days CB-1-Q 78.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 96212.08 Day 37 7123.70 Open CB-2-Q 1492.50 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 23891.60 Day 37 3464.34 30-90 Days S-1-Q 3760.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 58590.18 Day 37 4357.72 Open S-2-Q 551.62 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 83209.78 Day 37 7751.17 <30 Days S-3-Q 7848.34 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 Small Business Yes 67088.20 Day 37 9244.23 <30 Days S-4-Q 12123.52 No Finance