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 No 79078.73 Day 2 2588.65 <30 Days Y-4 2589.08 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 80193.71 Day 2 7657.01 <30 Days Z-1 11798.19 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 Retail No 91843.01 Day 2 3143.15 91-180 Days A-2 7287.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 92891.15 Day 2 3895.74 Open A-3 8644.53 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 32416.56 Day 2 1169.27 91-180 Days A-4 271.28 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 6852.84 Day 2 305.26 30-90 Days A-5 1086.96 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 21127.19 Day 2 352.25 30-90 Days CB-1 3073.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 108984.11 Day 2 7401.08 30-90 Days CB-2 16399.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 79602.81 Day 2 4235.82 30-90 Days CB-3 9254.77 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 13065.30 Day 2 733.18 91-180 Days E-1 325.31 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 59996.27 Day 2 5557.82 91-180 Days E-2 3432.65 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 32973.19 Day 2 1459.34 30-90 Days G-1 4306.47 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 No 34786.59 Day 2 3219.30 30-90 Days G-2 1669.13 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 47659.34 Day 2 3343.81 Open G-3 1634.15 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 45214.46 Day 2 2986.51 Open IG-1 6237.02 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 Retail No 82658.56 Day 2 7891.15 30-90 Days IG-2 9548.85 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail Yes 31118.24 Day 2 983.41 30-90 Days S-1 2918.78 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 67032.13 Day 2 5669.26 91-180 Days S-2 3602.56 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 63492.10 Day 2 8014.99 <30 Days S-3 1130.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 2212.30 Day 2 40.64 Open S-4 17.21 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 108215.46 Day 2 6533.76 <30 Days S-5 2301.61 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 64969.08 Day 2 2335.81 Open S-6 11474.81 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 44844.59 Day 2 3641.12 30-90 Days S-7 2382.16 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 Yes 80858.62 Day 3 8050.54 <30 Days A-0-Q 14544.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 4024.74 Day 3 453.01 <30 Days A-1-Q 77.93 Yes Liberty International Finance Ltd. Legal