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 36261.81 83 - 90 Days 3656.05 91-180 Days S-2-Q 4376.70 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 No 72619.80 83 - 90 Days 6284.58 Open S-3-Q 11255.17 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 36905.67 83 - 90 Days 3958.99 Open S-4-Q 7072.41 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 93818.67 83 - 90 Days 12401.38 30-90 Days CB-3-Q 16173.46 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 20022.99 83 - 90 Days 2786.22 91-180 Days G-1-Q 2825.92 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 12697.45 83 - 90 Days 226.03 91-180 Days G-2-Q 227.41 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 108894.12 83 - 90 Days 10147.16 Open G-3-Q 20812.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 68272.53 83 - 90 Days 3256.99 Open S-5-Q 3620.50 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 No 72189.44 83 - 90 Days 10320.57 <30 Days S-6-Q 13262.95 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 36397.69 83 - 90 Days 3171.14 <30 Days S-7-Q 4076.93 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 9411.62 83 - 90 Days 1010.57 30-90 Days E-1-Q 1413.33 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 8021.88 83 - 90 Days 1054.54 Open E-2-Q 1224.96 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 111385.73 83 - 90 Days 12586.59 91-180 Days IG-1-Q 5238.83 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 106703.17 83 - 90 Days 662.23 91-180 Days IG-2-Q 6694.48 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 86060.02 83 - 90 Days 8546.72 30-90 Days C-1 4135.74 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 25893.32 83 - 90 Days 2082.95 <30 Days CB-4 1985.06 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 80893.08 83 - 90 Days 5075.90 30-90 Days E-10 2032.86 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 11558.83 83 - 90 Days 931.82 Open E-3 1007.63 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 87398.27 83 - 90 Days 7280.82 Open E-4 11633.01 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 23730.96 83 - 90 Days 1653.71 <30 Days E-5 1122.34 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 469.90 83 - 90 Days 13.07 30-90 Days E-6 5.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 88227.13 83 - 90 Days 4268.76 91-180 Days E-7 17114.10 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 52077.51 83 - 90 Days 7055.45 30-90 Days E-8 6086.19 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business Yes 102436.82 83 - 90 Days 3921.30 <30 Days E-9 13511.46 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 No 80446.18 83 - 90 Days 9638.84 Open G-4 9805.36 No Finance