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 13619.33 61 - 67 Days 1481.01 Open A-1-Q 1131.89 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 71832.33 61 - 67 Days 116.68 30-90 Days A-2-Q 860.91 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 12180.02 61 - 67 Days 1423.47 30-90 Days A-3-Q 311.47 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 104744.34 61 - 67 Days 3532.95 Open A-4-Q 7117.03 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 112483.74 61 - 67 Days 9087.17 91-180 Days A-5-Q 21243.38 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 84353.90 61 - 67 Days 1649.74 <30 Days CB-1-Q 10230.94 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 95972.59 61 - 67 Days 6174.09 91-180 Days CB-2-Q 6244.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 108080.89 61 - 67 Days 1670.44 <30 Days S-1-Q 9370.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 24167.60 61 - 67 Days 2352.72 <30 Days S-2-Q 1793.92 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 99014.51 61 - 67 Days 3016.35 <30 Days S-3-Q 17842.60 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 12517.53 61 - 67 Days 1758.82 <30 Days S-4-Q 215.61 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 110738.53 61 - 67 Days 13944.81 30-90 Days CB-3-Q 9512.48 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 58858.37 61 - 67 Days 1539.59 91-180 Days G-1-Q 4852.29 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 29367.81 61 - 67 Days 565.52 91-180 Days G-2-Q 3949.79 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 1190.17 61 - 67 Days 169.51 30-90 Days G-3-Q 123.80 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 38539.43 61 - 67 Days 5234.68 Open S-5-Q 2752.33 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 78157.50 61 - 67 Days 1124.44 30-90 Days S-6-Q 13227.95 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 108437.60 61 - 67 Days 15476.09 Open S-7-Q 4245.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 103084.25 61 - 67 Days 5306.89 Open E-1-Q 2067.96 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 99251.87 61 - 67 Days 13969.24 <30 Days E-2-Q 6886.08 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 67836.81 61 - 67 Days 9884.87 Open IG-1-Q 11804.69 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 94411.25 61 - 67 Days 1045.54 91-180 Days IG-2-Q 13210.94 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 18343.77 61 - 67 Days 336.88 Open C-1 1994.05 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 48685.06 61 - 67 Days 476.32 Open CB-4 882.15 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 83750.23 61 - 67 Days 5162.45 Open E-10 3408.83 No Finance