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 99890.03 Open 10180.44 <30 Days L-10 16651.71 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 48864.07 Open 1679.28 30-90 Days L-11 5368.31 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 Non-Financial Corporate Yes 78402.24 Open 3383.35 30-90 Days L-2 13811.03 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 9380.84 Open 1055.63 30-90 Days L-3 1489.18 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 58787.22 Open 661.54 91-180 Days L-4 7792.47 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 107180.42 Open 15818.58 30-90 Days L-5 20335.16 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 1967.57 Open 248.16 91-180 Days L-6 159.85 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 105067.45 Open 14535.49 30-90 Days L-7 20048.12 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 97091.66 Open 3884.77 91-180 Days L-8 16229.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 3633.86 Open 437.56 91-180 Days L-9 159.42 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 69023.59 Open 6538.59 91-180 Days LC-1 7876.27 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 70195.19 Open 2057.90 <30 Days LC-2 6938.20 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 109229.88 Open 8741.33 <30 Days N-1 11612.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 30554.49 Open 4400.78 <30 Days N-2 3363.36 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 7789.03 Open 681.64 Open N-3 1392.66 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 71286.17 Open 2154.48 <30 Days N-4 11520.85 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 50473.94 Open 1030.80 30-90 Days N-5 4245.33 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 39346.35 Open 4190.67 91-180 Days N-6 6506.24 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 82471.02 Open 638.82 Open N-7 13311.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 82462.39 Open 12129.98 Open P-1 1369.10 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 89580.54 Open 7508.10 30-90 Days P-2 13801.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 46061.45 Open 6039.97 30-90 Days S-8 2714.86 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 65075.60 Open 4302.70 <30 Days Y-1 7010.77 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 69008.70 Open 1549.84 30-90 Days Y-2 5768.95 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 48140.21 Open 1096.49 Open Y-3 7632.56 No Finance