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 91646.55 Day 50 9567.51 <30 Days A-2-Q 2671.22 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 No 77053.78 Day 50 865.76 30-90 Days A-3-Q 10797.48 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 72717.92 Day 50 5709.68 91-180 Days A-4-Q 6092.98 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 54220.30 Day 50 3799.58 <30 Days A-5-Q 10709.92 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 22798.64 Day 50 1244.31 91-180 Days CB-1-Q 684.28 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 109507.61 Day 50 13390.58 91-180 Days CB-2-Q 10051.44 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 58960.03 Day 50 2300.30 Open S-1-Q 4826.58 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 66427.47 Day 50 1130.64 91-180 Days S-2-Q 12462.14 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 106832.34 Day 50 1960.96 91-180 Days S-3-Q 190.48 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 22807.22 Day 50 2143.65 30-90 Days S-4-Q 3116.46 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 4319.78 Day 50 485.99 91-180 Days CB-3-Q 671.54 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 83879.80 Day 50 8718.22 30-90 Days G-1-Q 14099.12 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 81243.19 Day 50 8991.11 Open G-2-Q 11308.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 21816.54 Day 50 3015.32 Open G-3-Q 166.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 27752.45 Day 50 2339.03 30-90 Days S-5-Q 2692.50 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 53735.40 Day 50 5945.16 30-90 Days S-6-Q 1041.66 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 Yes 54732.06 Day 50 5443.87 <30 Days S-7-Q 9730.23 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 90034.75 Day 50 1927.77 30-90 Days E-1-Q 15350.72 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 104076.20 Day 50 15071.51 91-180 Days E-2-Q 12648.67 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 94151.34 Day 50 8093.78 <30 Days IG-1-Q 16741.52 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 75519.03 Day 50 3605.22 30-90 Days IG-2-Q 4641.97 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 22028.90 Day 50 1540.95 30-90 Days C-1 601.58 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 61756.93 Day 50 6505.19 30-90 Days CB-4 641.49 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 6430.69 Day 50 0.79 <30 Days E-10 443.17 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 31753.09 Day 50 1987.54 <30 Days E-3 3977.73 Yes Liberty Capital Markets Inc. Legal