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 Central Bank Yes 74021.20 Day 7 2892.29 91-180 Days Y-3 10942.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 84353.15 Day 7 4632.23 <30 Days Y-4 9415.35 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 80655.38 Day 7 383.15 91-180 Days Z-1 8863.78 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 5317.13 Day 7 382.35 <30 Days A-2 740.00 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 63520.08 Day 7 2100.95 30-90 Days A-3 5431.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 39358.89 Day 7 422.92 91-180 Days A-4 3295.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 1998.77 Day 7 203.54 30-90 Days A-5 60.03 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 70808.27 Day 7 5066.79 30-90 Days CB-1 4090.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 35452.03 Day 7 4286.82 91-180 Days CB-2 6654.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 2555.64 Day 7 65.78 30-90 Days CB-3 61.09 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 Central Bank No 37788.42 Day 7 1705.79 30-90 Days E-1 943.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 53962.16 Day 7 3497.13 Open E-2 4938.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 78005.44 Day 7 3359.44 <30 Days G-1 5356.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 6494.58 Day 7 893.90 30-90 Days G-2 1170.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 11713.10 Day 7 869.77 <30 Days G-3 3.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 62016.34 Day 7 572.90 <30 Days IG-1 2899.04 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 34821.72 Day 7 1407.90 Open IG-2 989.47 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 Central Bank Yes 41680.06 Day 7 1903.55 Open S-1 3475.29 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 51414.17 Day 7 4439.97 <30 Days S-2 5125.88 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 79178.10 Day 7 11144.40 91-180 Days S-3 477.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 68983.12 Day 7 1412.07 Open S-4 8660.12 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 46890.20 Day 7 2230.04 30-90 Days S-5 4125.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank Yes 101033.88 Day 7 9646.64 Open S-6 6019.53 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 Central Bank No 61440.59 Day 7 4906.07 30-90 Days S-7 11956.47 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 55381.47 Day 8 4082.74 Open A-0-Q 3208.07 No Treasury