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 107917.86 Day 35 15366.24 30-90 Days G-3-Q 4082.02 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 93463.12 Day 35 3703.16 30-90 Days S-5-Q 17311.13 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 109425.40 Day 35 8727.23 <30 Days S-6-Q 8268.93 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 Yes 40581.91 Day 35 2464.92 <30 Days S-7-Q 3292.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 108181.13 Day 35 5955.61 Open E-1-Q 2292.22 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 Yes 22874.78 Day 35 2804.06 30-90 Days E-2-Q 3813.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 42043.41 Day 35 2774.35 30-90 Days IG-1-Q 7186.66 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 49154.90 Day 35 4817.80 91-180 Days IG-2-Q 1724.99 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 Yes 10109.16 Day 35 904.05 30-90 Days C-1 930.55 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 78341.10 Day 35 6411.52 30-90 Days CB-4 10531.18 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 16290.04 Day 35 508.28 <30 Days E-10 1672.77 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 97608.47 Day 35 7842.65 <30 Days E-3 4891.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 77592.58 Day 35 2354.35 <30 Days E-4 7509.67 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 80213.56 Day 35 5324.35 91-180 Days E-5 8305.08 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 29179.97 Day 35 3142.78 30-90 Days E-6 1860.41 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 38167.87 Day 35 2098.16 30-90 Days E-7 2968.31 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 107671.49 Day 35 12014.27 91-180 Days E-8 16164.36 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 67340.41 Day 35 6678.67 <30 Days E-9 8217.30 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 Yes 97667.26 Day 35 7506.51 Open G-4 8214.68 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 19051.13 Day 35 2209.01 91-180 Days IG-3 3341.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 45290.96 Day 35 5532.44 30-90 Days IG-4 8547.56 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 85473.67 Day 35 5088.82 Open IG-5 15952.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 79175.80 Day 35 7586.03 91-180 Days IG-6 14190.40 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 50214.51 Day 35 1418.91 Open IG-7 1685.11 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 76310.28 Day 35 1435.50 30-90 Days IG-8 13201.81 Yes Liberty Mortgage Services Corp. Risk Management