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 Sovereign Yes 21191.33 Day 60 867.13 30-90 Days S-6 2998.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 101212.58 Day 60 3504.19 <30 Days S-7 1315.39 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 45043.87 61 - 67 Days 5464.45 30-90 Days A-0-Q 1178.08 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 47550.09 61 - 67 Days 6835.32 Open A-1-Q 5192.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 82113.16 61 - 67 Days 2013.22 91-180 Days A-2-Q 240.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 61512.22 61 - 67 Days 3687.88 91-180 Days A-3-Q 4111.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 37585.23 61 - 67 Days 3353.33 91-180 Days A-4-Q 2997.48 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 36897.76 61 - 67 Days 4904.90 Open A-5-Q 1468.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 25587.68 61 - 67 Days 3747.32 30-90 Days CB-1-Q 1804.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 11010.52 61 - 67 Days 728.11 91-180 Days CB-2-Q 606.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 13187.08 61 - 67 Days 1490.04 91-180 Days S-1-Q 1919.92 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 11920.75 61 - 67 Days 1115.56 <30 Days S-2-Q 224.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 71598.08 61 - 67 Days 2237.19 Open S-3-Q 73.29 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 25820.28 61 - 67 Days 2063.08 <30 Days S-4-Q 3850.02 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 10198.04 61 - 67 Days 1498.27 91-180 Days CB-3-Q 1278.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 3639.49 61 - 67 Days 477.13 Open G-1-Q 33.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 113249.14 61 - 67 Days 7286.59 <30 Days G-2-Q 16193.27 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 69662.84 61 - 67 Days 4574.93 <30 Days G-3-Q 5244.08 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 5472.56 61 - 67 Days 741.54 91-180 Days S-5-Q 604.72 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 55742.43 61 - 67 Days 5907.04 91-180 Days S-6-Q 10408.63 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 100057.67 61 - 67 Days 558.26 Open S-7-Q 8906.61 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 64004.88 61 - 67 Days 5296.21 Open E-1-Q 9525.45 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 48601.47 61 - 67 Days 4295.71 30-90 Days E-2-Q 7217.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 9179.70 61 - 67 Days 203.74 <30 Days IG-1-Q 865.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 111820.52 61 - 67 Days 11307.82 Open IG-2-Q 7505.47 Yes Liberty Capital Markets Inc. Operations