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 106375.14 91 - 120 Days 8021.65 Open CB-1-Q 1997.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 28290.48 91 - 120 Days 2986.53 Open CB-2-Q 3650.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 102407.92 91 - 120 Days 13405.49 91-180 Days S-1-Q 3936.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 61278.30 91 - 120 Days 428.70 91-180 Days S-2-Q 6774.16 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 50759.97 91 - 120 Days 6663.56 Open S-3-Q 2569.37 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 54096.90 91 - 120 Days 46.15 30-90 Days S-4-Q 6770.12 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 84670.17 91 - 120 Days 758.37 Open CB-3-Q 15980.07 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 58855.79 91 - 120 Days 7735.78 30-90 Days G-1-Q 753.22 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 61915.74 91 - 120 Days 8316.99 91-180 Days G-2-Q 4870.42 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 7612.92 91 - 120 Days 845.21 30-90 Days G-3-Q 1182.38 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 2236.45 91 - 120 Days 243.93 Open S-5-Q 381.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 100821.56 91 - 120 Days 7863.76 30-90 Days S-6-Q 6742.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 47872.11 91 - 120 Days 3955.46 Open S-7-Q 2506.90 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 Non-Financial Corporate Yes 107689.40 91 - 120 Days 9771.51 <30 Days E-1-Q 10834.27 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 73548.27 91 - 120 Days 5576.07 <30 Days E-2-Q 12620.56 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 No 50316.54 91 - 120 Days 589.49 <30 Days IG-1-Q 6036.74 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 105226.35 91 - 120 Days 3671.54 <30 Days IG-2-Q 9936.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 22841.75 91 - 120 Days 2570.20 Open C-1 3185.52 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 3993.65 91 - 120 Days 487.43 91-180 Days CB-4 473.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate No 34591.40 91 - 120 Days 611.62 91-180 Days E-10 810.31 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 80742.27 91 - 120 Days 2341.55 30-90 Days E-3 1100.52 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 No 1674.63 91 - 120 Days 195.14 91-180 Days E-4 155.85 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 55879.07 91 - 120 Days 5435.96 <30 Days E-5 10984.46 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Financial Corporate Yes 36360.72 91 - 120 Days 5439.85 <30 Days E-6 637.56 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 83228.92 91 - 120 Days 2530.79 <30 Days E-7 12003.71 Yes Liberty Capital Markets Inc. Operations