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 Yes 109683.93 91 - 120 Days 10421.57 <30 Days A-3-Q 8618.53 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 24118.87 91 - 120 Days 2504.91 Open A-4-Q 4088.73 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 29845.88 91 - 120 Days 900.20 <30 Days A-5-Q 5011.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 70673.79 91 - 120 Days 2253.18 Open CB-1-Q 6663.27 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 76218.40 91 - 120 Days 6905.51 Open CB-2-Q 11261.00 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 45256.73 91 - 120 Days 531.50 <30 Days S-1-Q 1180.03 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 2630.18 91 - 120 Days 359.04 91-180 Days S-2-Q 216.40 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 88735.89 91 - 120 Days 11073.73 30-90 Days S-3-Q 8685.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 6795.00 91 - 120 Days 458.43 <30 Days S-4-Q 396.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 51200.36 91 - 120 Days 7046.93 <30 Days CB-3-Q 10084.70 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 18561.75 91 - 120 Days 2232.90 <30 Days G-1-Q 3063.59 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 83387.73 91 - 120 Days 7898.99 <30 Days G-2-Q 3808.40 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 64681.21 91 - 120 Days 5009.01 <30 Days G-3-Q 5643.18 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 111021.21 91 - 120 Days 9848.59 91-180 Days S-5-Q 15991.72 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 88691.23 91 - 120 Days 12618.46 30-90 Days S-6-Q 17607.32 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 27228.88 91 - 120 Days 245.67 91-180 Days S-7-Q 1990.16 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 20768.30 91 - 120 Days 1206.06 91-180 Days E-1-Q 3387.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 43904.79 91 - 120 Days 6071.86 30-90 Days E-2-Q 6326.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 69385.23 91 - 120 Days 9384.40 30-90 Days IG-1-Q 12990.23 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 106816.27 91 - 120 Days 7799.63 <30 Days IG-2-Q 5592.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 102967.03 91 - 120 Days 1326.66 Open C-1 9952.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 24547.37 91 - 120 Days 2134.04 <30 Days CB-4 4559.55 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 29365.61 91 - 120 Days 1668.42 30-90 Days E-10 841.27 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 7524.76 91 - 120 Days 649.09 <30 Days E-3 350.01 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 No 67006.65 91 - 120 Days 4994.55 91-180 Days E-4 9933.54 Yes Liberty Capital Markets Inc. Operations