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 Non-Financial Corporate No 25915.28 75 - 82 Days 1205.46 <30 Days S-3 4726.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 83722.06 75 - 82 Days 2088.67 Open S-4 7375.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 5355.45 75 - 82 Days 218.98 <30 Days S-5 393.90 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 76231.54 75 - 82 Days 7532.35 30-90 Days S-6 10490.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 23477.19 75 - 82 Days 550.20 91-180 Days S-7 1929.36 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 36350.43 83 - 90 Days 3763.38 Open A-0-Q 2509.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 85884.16 83 - 90 Days 2470.16 91-180 Days A-1-Q 3095.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 107376.27 83 - 90 Days 2576.14 <30 Days A-2-Q 11238.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 104558.68 83 - 90 Days 12303.02 <30 Days A-3-Q 1031.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 40647.92 83 - 90 Days 2431.09 <30 Days A-4-Q 340.40 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 94169.50 83 - 90 Days 8213.60 30-90 Days A-5-Q 1051.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 3945.76 83 - 90 Days 424.23 91-180 Days CB-1-Q 321.87 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 23695.75 83 - 90 Days 2065.60 Open CB-2-Q 1594.22 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 14997.11 83 - 90 Days 291.45 91-180 Days S-1-Q 76.07 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 40122.16 83 - 90 Days 3783.89 <30 Days S-2-Q 2957.66 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 61164.14 83 - 90 Days 6390.47 30-90 Days S-3-Q 6463.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 80146.27 83 - 90 Days 2870.25 <30 Days S-4-Q 896.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 94153.35 83 - 90 Days 3849.47 Open CB-3-Q 3491.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 85077.59 83 - 90 Days 3802.16 Open G-1-Q 2513.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 48627.89 83 - 90 Days 2931.89 30-90 Days G-2-Q 3418.67 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 106313.06 83 - 90 Days 9456.72 91-180 Days G-3-Q 11400.29 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 7005.40 83 - 90 Days 932.03 Open S-5-Q 1102.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 42167.99 83 - 90 Days 1675.63 Open S-6-Q 8227.13 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 5696.46 83 - 90 Days 587.94 30-90 Days S-7-Q 125.72 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 82879.97 83 - 90 Days 3540.54 30-90 Days E-1-Q 11907.26 No Treasury