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 98270.95 Day 59 11724.58 <30 Days A-4-Q 18756.26 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 Small Business Yes 29216.34 Day 59 2911.84 Open A-5-Q 3998.78 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 Small Business Yes 32757.67 Day 59 609.21 91-180 Days CB-1-Q 1762.66 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 85588.32 Day 59 7421.33 91-180 Days CB-2-Q 8652.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 32557.46 Day 59 4683.70 <30 Days S-1-Q 3706.69 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 63006.80 Day 59 6278.31 <30 Days S-2-Q 5025.41 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 109489.27 Day 59 8584.44 <30 Days S-3-Q 16597.94 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 24154.13 Day 59 1333.74 91-180 Days S-4-Q 3430.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 108127.79 Day 59 44.58 30-90 Days CB-3-Q 9004.53 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 18533.91 Day 59 1370.91 <30 Days G-1-Q 3465.11 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 40787.23 Day 59 4687.61 91-180 Days G-2-Q 5477.62 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 53570.13 Day 59 2112.63 30-90 Days G-3-Q 8655.72 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 83871.13 Day 59 6315.50 Open S-5-Q 10807.30 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 31479.28 Day 59 3262.33 91-180 Days S-6-Q 1020.20 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 49152.65 Day 59 7044.85 <30 Days S-7-Q 7791.48 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 59980.59 Day 59 1156.93 30-90 Days E-1-Q 2257.33 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 44549.44 Day 59 657.28 <30 Days E-2-Q 5803.15 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 50735.84 Day 59 2352.80 Open IG-1-Q 6389.29 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 55637.21 Day 59 3776.91 30-90 Days IG-2-Q 10567.69 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 5563.42 Day 59 449.63 Open C-1 969.67 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 97698.28 Day 59 5783.53 91-180 Days CB-4 18044.95 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 60619.82 Day 59 8035.71 30-90 Days E-10 10473.02 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 Small Business Yes 15611.76 Day 59 352.30 <30 Days E-3 457.44 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 Yes 27854.02 Day 59 379.24 <30 Days E-4 2900.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 3806.12 Day 59 38.80 <30 Days E-5 260.22 No Operations