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 96074.46 180 - 270 Days 11117.21 30-90 Days S-4-Q 14485.13 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 40782.20 180 - 270 Days 2137.19 <30 Days CB-3-Q 4036.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 98509.32 180 - 270 Days 12099.37 91-180 Days G-1-Q 3063.38 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 104986.64 180 - 270 Days 9557.84 91-180 Days G-2-Q 633.39 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 97328.83 180 - 270 Days 2838.41 <30 Days G-3-Q 5755.61 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 82598.01 180 - 270 Days 231.20 30-90 Days S-5-Q 87.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 101625.10 180 - 270 Days 5847.26 Open S-6-Q 1559.37 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 89529.64 180 - 270 Days 11857.35 <30 Days S-7-Q 11014.97 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 Yes 123.41 180 - 270 Days 2.87 Open E-1-Q 4.18 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 77738.48 180 - 270 Days 2667.37 <30 Days E-2-Q 7624.03 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 90905.76 180 - 270 Days 2839.75 91-180 Days IG-1-Q 10993.01 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 Yes 50198.31 180 - 270 Days 6270.59 Open IG-2-Q 9355.52 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 100145.85 180 - 270 Days 2565.85 91-180 Days C-1 14838.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 39182.21 180 - 270 Days 616.99 <30 Days CB-4 7218.43 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 57589.57 180 - 270 Days 6494.61 <30 Days E-10 8937.81 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 56491.21 180 - 270 Days 7910.89 <30 Days E-3 1944.51 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 54171.21 180 - 270 Days 6705.02 91-180 Days E-4 7870.76 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 80520.55 180 - 270 Days 11597.69 91-180 Days E-5 2171.39 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 100576.73 180 - 270 Days 7873.15 Open E-6 11323.50 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 70543.30 180 - 270 Days 666.76 91-180 Days E-7 12145.51 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 Yes 15192.43 180 - 270 Days 335.49 30-90 Days E-8 809.87 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 35155.58 180 - 270 Days 3821.99 Open E-9 4210.14 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 49524.35 180 - 270 Days 4.10 91-180 Days G-4 7832.00 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 No 94394.22 180 - 270 Days 12892.67 <30 Days IG-3 15927.98 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 93050.43 180 - 270 Days 4377.72 91-180 Days IG-4 18415.80 No Operations