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 94543.52 83 - 90 Days 2271.83 91-180 Days CB-1-Q 9513.84 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 98766.14 83 - 90 Days 752.25 30-90 Days CB-2-Q 6285.93 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 43540.24 83 - 90 Days 2866.62 91-180 Days S-1-Q 7862.95 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 25799.05 83 - 90 Days 703.11 91-180 Days S-2-Q 1820.40 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 Yes 109369.63 83 - 90 Days 11012.54 Open S-3-Q 16280.09 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 45076.68 83 - 90 Days 458.05 Open S-4-Q 3617.76 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 100662.54 83 - 90 Days 10284.82 <30 Days CB-3-Q 15267.09 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 42298.85 83 - 90 Days 393.19 <30 Days G-1-Q 1175.66 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 10696.32 83 - 90 Days 425.89 <30 Days G-2-Q 1848.31 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 28532.96 83 - 90 Days 1852.67 91-180 Days G-3-Q 4963.95 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 40665.68 83 - 90 Days 818.13 Open S-5-Q 4311.06 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 60583.54 83 - 90 Days 7659.10 91-180 Days S-6-Q 5388.99 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 82769.26 83 - 90 Days 11286.31 30-90 Days S-7-Q 129.75 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 No 65259.56 83 - 90 Days 4019.32 30-90 Days E-1-Q 6239.21 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 12922.62 83 - 90 Days 781.00 <30 Days E-2-Q 266.95 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 75369.73 83 - 90 Days 9091.57 <30 Days IG-1-Q 14365.22 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 82620.48 83 - 90 Days 116.35 30-90 Days IG-2-Q 16147.97 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 57744.87 83 - 90 Days 8098.40 Open C-1 2247.98 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 2433.91 83 - 90 Days 223.57 30-90 Days CB-4 152.85 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 68438.65 83 - 90 Days 838.68 30-90 Days E-10 2045.17 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 14389.05 83 - 90 Days 1087.56 91-180 Days E-3 2761.19 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 29670.44 83 - 90 Days 4375.23 30-90 Days E-4 68.55 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 97220.37 83 - 90 Days 11069.67 <30 Days E-5 7772.66 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 Yes 8747.99 83 - 90 Days 659.66 Open E-6 1313.27 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 87383.02 83 - 90 Days 7497.33 <30 Days E-7 7561.55 Yes Liberty Wealth Management LLC Legal