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 40610.17 68 - 74 Days 1967.13 <30 Days IG-3 6714.51 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 5153.08 68 - 74 Days 664.62 30-90 Days IG-4 195.48 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 Sovereign Yes 26072.78 68 - 74 Days 277.09 <30 Days IG-5 2260.83 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 2682.87 68 - 74 Days 85.63 91-180 Days IG-6 212.55 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 Sovereign Yes 54105.86 68 - 74 Days 5851.05 Open IG-7 6800.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 73591.59 68 - 74 Days 1376.12 <30 Days IG-8 11598.21 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 No 98995.62 68 - 74 Days 766.32 91-180 Days L-1 4465.84 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 No 19118.03 68 - 74 Days 603.29 <30 Days L-10 3547.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 43327.17 68 - 74 Days 2229.00 Open L-11 3682.74 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 38182.10 68 - 74 Days 2671.48 Open L-2 4181.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 51311.05 68 - 74 Days 5674.92 91-180 Days L-3 9566.32 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 51189.41 68 - 74 Days 3137.51 Open L-4 3349.62 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 81294.51 68 - 74 Days 2809.59 91-180 Days L-5 13911.88 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 44237.23 68 - 74 Days 4099.78 Open L-6 860.63 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 2858.10 68 - 74 Days 13.18 <30 Days L-7 527.06 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 54032.57 68 - 74 Days 6614.20 30-90 Days L-8 9970.96 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 21785.97 68 - 74 Days 2322.56 91-180 Days L-9 4177.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 55685.52 68 - 74 Days 4267.57 Open LC-1 8767.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 32586.84 68 - 74 Days 1301.13 Open LC-2 4385.58 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 79707.40 68 - 74 Days 1940.85 30-90 Days N-1 1016.20 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 32481.92 68 - 74 Days 2597.33 Open N-2 1693.52 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 88510.30 68 - 74 Days 5712.81 91-180 Days N-3 7764.05 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 48389.44 68 - 74 Days 164.09 <30 Days N-4 3355.00 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 68014.73 68 - 74 Days 1196.36 Open N-5 4086.00 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 12232.15 68 - 74 Days 388.61 91-180 Days N-6 2201.05 No Finance