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 10275.43 Day 59 242.82 30-90 Days LC-1 39.34 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 31719.35 Day 59 1506.01 30-90 Days LC-2 3895.20 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 60524.35 Day 59 1411.12 91-180 Days N-1 5921.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 61739.02 Day 59 4615.39 30-90 Days N-2 1705.12 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 Yes 42700.08 Day 59 50.53 <30 Days N-3 3803.86 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 24498.37 Day 59 2125.58 <30 Days N-4 2002.84 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 88192.54 Day 59 5495.64 91-180 Days N-5 7084.57 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 88796.91 Day 59 6290.77 <30 Days N-6 8586.16 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 54245.60 Day 59 1685.05 91-180 Days N-7 5515.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 15517.54 Day 59 1436.22 <30 Days P-1 2873.94 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 Yes 33362.43 Day 59 55.18 30-90 Days P-2 2463.09 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 105893.28 Day 59 13424.52 91-180 Days S-8 18274.75 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 110914.29 Day 59 13786.86 91-180 Days Y-1 5873.78 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 Yes 37083.99 Day 59 5346.06 30-90 Days Y-2 6038.95 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 8017.08 Day 59 688.84 91-180 Days Y-3 368.89 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 64219.44 Day 59 3136.50 91-180 Days Y-4 5974.53 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 9963.05 Day 59 1482.37 Open Z-1 1781.47 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 59268.13 Day 59 3430.10 30-90 Days A-2 4773.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 59682.61 Day 59 8449.94 91-180 Days A-3 3159.60 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 65172.47 Day 59 7185.79 <30 Days A-4 5826.37 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 26012.86 Day 59 2793.13 91-180 Days A-5 5144.86 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 18019.19 Day 59 709.22 <30 Days CB-1 588.72 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 72760.62 Day 59 3522.01 30-90 Days CB-2 13403.37 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 36674.05 Day 59 2628.68 30-90 Days CB-3 2047.58 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 No 86614.74 Day 59 4814.24 Open E-1 2430.02 No Operations