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 No 30049.26 Day 36 211.29 30-90 Days A-1-Q 451.84 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 Yes 43625.61 Day 36 3765.09 30-90 Days A-2-Q 4756.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 33424.04 Day 36 4455.25 91-180 Days A-3-Q 6284.54 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 32490.27 Day 36 2510.02 Open A-4-Q 5649.04 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 89926.51 Day 36 7843.10 91-180 Days A-5-Q 3253.46 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 66459.51 Day 36 7136.58 91-180 Days CB-1-Q 8727.02 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 59309.68 Day 36 8107.23 30-90 Days CB-2-Q 2589.57 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 49868.40 Day 36 3982.27 Open S-1-Q 7684.03 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 37471.98 Day 36 881.37 Open S-2-Q 3242.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 27202.19 Day 36 2314.14 30-90 Days S-3-Q 2545.62 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 No 10736.69 Day 36 1586.80 Open S-4-Q 540.91 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 65409.13 Day 36 3791.11 Open CB-3-Q 9213.07 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 No 1698.41 Day 36 169.21 <30 Days G-1-Q 310.61 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 52256.02 Day 36 4300.81 <30 Days G-2-Q 2355.80 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 2322.11 Day 36 98.67 <30 Days G-3-Q 281.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 49154.99 Day 36 3295.71 91-180 Days S-5-Q 9637.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 26880.64 Day 36 2326.81 Open S-6-Q 467.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 103576.38 Day 36 15222.17 91-180 Days S-7-Q 20020.17 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 No 97655.75 Day 36 2782.62 91-180 Days E-1-Q 17477.15 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 59801.59 Day 36 2311.43 <30 Days E-2-Q 1529.45 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 17302.21 Day 36 1200.03 <30 Days IG-1-Q 1242.70 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 59324.24 Day 36 2099.14 30-90 Days IG-2-Q 3750.15 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 No 41073.92 Day 36 5448.35 <30 Days C-1 5719.75 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 Yes 60246.24 Day 36 5810.75 <30 Days CB-4 3330.50 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 17266.08 Day 36 2146.05 Open E-10 3053.59 No Legal