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 No 15139.36 121 - 150 Days 1127.65 <30 Days A-3-Q 2552.56 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 48387.46 121 - 150 Days 1281.99 Open A-4-Q 1239.66 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 39195.06 121 - 150 Days 5635.84 91-180 Days A-5-Q 6363.24 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 24568.38 121 - 150 Days 1665.58 91-180 Days CB-1-Q 684.26 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 9576.85 121 - 150 Days 341.02 <30 Days CB-2-Q 1859.32 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 3774.59 121 - 150 Days 78.91 <30 Days S-1-Q 612.74 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 6637.47 121 - 150 Days 126.16 Open S-2-Q 729.56 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 9369.25 121 - 150 Days 581.73 <30 Days S-3-Q 1780.52 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 74760.98 121 - 150 Days 9373.24 91-180 Days S-4-Q 11646.73 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 18484.93 121 - 150 Days 2545.17 91-180 Days CB-3-Q 2865.81 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 44132.38 121 - 150 Days 3098.19 Open G-1-Q 8302.88 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 74965.54 121 - 150 Days 6567.80 91-180 Days G-2-Q 13162.13 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 42276.80 121 - 150 Days 5395.44 <30 Days G-3-Q 1666.02 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 71336.24 121 - 150 Days 534.16 <30 Days S-5-Q 5449.33 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 No 95437.98 121 - 150 Days 11825.56 <30 Days S-6-Q 5272.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 90142.75 121 - 150 Days 2210.18 91-180 Days S-7-Q 13066.58 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 9478.50 121 - 150 Days 603.36 91-180 Days E-1-Q 1812.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 497.11 121 - 150 Days 30.14 Open E-2-Q 36.78 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 81135.93 121 - 150 Days 11085.09 30-90 Days IG-1-Q 5248.51 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 67737.98 121 - 150 Days 2601.90 91-180 Days IG-2-Q 11739.14 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 83211.85 121 - 150 Days 4699.68 30-90 Days C-1 16566.89 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 32341.32 121 - 150 Days 3578.79 <30 Days CB-4 4733.38 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 57012.55 121 - 150 Days 7896.36 <30 Days E-10 4224.01 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 48064.66 121 - 150 Days 6668.48 <30 Days E-3 3684.29 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 67944.23 121 - 150 Days 7341.58 Open E-4 6884.60 No Operations