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 Retail Yes 9963.19 Day 1 631.24 30-90 Days N-3 347.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 81694.40 Day 1 4837.64 91-180 Days N-4 11171.15 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 16836.40 Day 1 1720.50 30-90 Days N-5 3295.70 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 44510.34 Day 1 822.38 30-90 Days N-6 4103.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 7532.32 Day 1 946.18 <30 Days N-7 395.15 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 Retail Yes 49952.13 Day 1 6527.04 Open P-1 423.03 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 71162.73 Day 1 6820.27 91-180 Days P-2 13099.91 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 48845.58 Day 1 7130.57 30-90 Days S-8 9055.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 67469.26 Day 1 8630.00 91-180 Days Y-1 1343.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 70959.88 Day 1 5170.56 30-90 Days Y-2 13371.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 109317.56 Day 1 4904.72 <30 Days Y-3 20201.46 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 Retail Yes 39115.59 Day 1 781.11 Open Y-4 4378.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 9960.86 Day 1 771.34 <30 Days Z-1 581.03 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 87264.33 Day 1 2683.82 <30 Days A-2 527.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 40400.58 Day 1 1356.30 30-90 Days A-3 4828.60 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 14255.77 Day 1 701.34 Open A-4 267.71 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 99008.75 Day 1 9533.34 91-180 Days A-5 12463.89 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 64010.31 Day 1 1895.10 <30 Days CB-1 9198.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 110361.90 Day 1 16347.43 91-180 Days CB-2 15490.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 49395.00 Day 1 5837.10 Open CB-3 196.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 102959.43 Day 1 11518.21 <30 Days E-1 8043.07 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 78471.48 Day 1 363.69 Open E-2 7297.72 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 6046.63 Day 1 478.60 91-180 Days G-1 1070.86 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 68164.80 Day 1 3628.16 <30 Days G-2 12467.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 35363.24 Day 1 3293.38 <30 Days G-3 4112.97 Yes Liberty International Finance Ltd. Legal