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 45544.08 Day 17 1350.51 30-90 Days G-2-Q 1914.02 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 4974.46 Day 17 698.33 30-90 Days G-3-Q 175.98 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 4995.36 Day 17 478.79 <30 Days S-5-Q 503.20 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 No 4474.04 Day 17 11.79 Open S-6-Q 833.21 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 74721.83 Day 17 9145.09 <30 Days S-7-Q 11793.77 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 Yes 66660.49 Day 17 1499.24 91-180 Days E-1-Q 8550.88 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 Sovereign Yes 43079.52 Day 17 1759.86 91-180 Days E-2-Q 5215.42 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 Yes 63211.82 Day 17 80.60 <30 Days IG-1-Q 11048.64 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 113260.11 Day 17 15090.76 <30 Days IG-2-Q 11116.71 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 No 49405.97 Day 17 2451.47 91-180 Days C-1 6789.82 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 81741.71 Day 17 7579.07 91-180 Days CB-4 1765.07 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 84443.77 Day 17 10893.91 <30 Days E-10 7963.40 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 83383.47 Day 17 8338.77 30-90 Days E-3 12976.36 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 52999.27 Day 17 6461.31 Open E-4 9118.57 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 No 70360.08 Day 17 7272.76 <30 Days E-5 13371.34 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 No 74045.90 Day 17 382.05 91-180 Days E-6 6607.34 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 Sovereign Yes 85454.71 Day 17 4292.54 91-180 Days E-7 3417.32 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 106277.82 Day 17 7738.07 <30 Days E-8 19316.35 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 5473.42 Day 17 583.49 30-90 Days E-9 84.94 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 65360.59 Day 17 723.31 Open G-4 6276.80 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 No 57558.76 Day 17 6670.48 91-180 Days IG-3 862.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 65242.59 Day 17 1816.54 30-90 Days IG-4 6025.14 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 88994.36 Day 17 7937.19 <30 Days IG-5 12451.18 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 87003.39 Day 17 4070.66 91-180 Days IG-6 2524.48 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 103245.39 Day 17 5949.88 30-90 Days IG-7 3899.27 Yes Liberty Mortgage Services Corp. Treasury