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 29591.36 Day 58 2030.12 30-90 Days G-3-Q 717.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 77881.14 Day 58 4380.80 Open S-5-Q 9619.63 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 97291.53 Day 58 11182.11 <30 Days S-6-Q 12301.51 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 59451.20 Day 58 3763.47 30-90 Days S-7-Q 8980.20 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 Yes 75075.60 Day 58 8214.97 <30 Days E-1-Q 9074.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 19167.86 Day 58 774.25 <30 Days E-2-Q 2755.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 66550.94 Day 58 2753.63 Open IG-1-Q 6704.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 15632.72 Day 58 994.60 <30 Days IG-2-Q 3052.05 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 40650.20 Day 58 3810.92 Open C-1 2979.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 73091.60 Day 58 5509.54 30-90 Days CB-4 10350.09 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 45176.99 Day 58 887.57 <30 Days E-10 718.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 99897.21 Day 58 13363.10 Open E-3 306.99 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 63483.30 Day 58 8033.11 Open E-4 9575.84 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 98910.29 Day 58 6568.05 <30 Days E-5 9764.19 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 97977.04 Day 58 4949.77 30-90 Days E-6 7102.31 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 68188.21 Day 58 3159.06 Open E-7 6490.13 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 15037.43 Day 58 1423.19 91-180 Days E-8 470.33 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 64616.83 Day 58 6351.23 <30 Days E-9 2046.50 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 40676.55 Day 58 42.69 <30 Days G-4 7633.77 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 82802.21 Day 58 5340.57 91-180 Days IG-3 7266.35 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 89368.39 Day 58 13180.51 Open IG-4 3951.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 62472.36 Day 58 5656.94 Open IG-5 1051.95 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 73748.21 Day 58 9245.62 91-180 Days IG-6 1500.63 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 112545.53 Day 58 4467.60 Open IG-7 16081.38 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 24341.76 Day 58 1090.13 Open IG-8 4371.94 No Legal