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 59121.53 >2 Yr <= 3 Yr 4869.72 91-180 Days S-2 2321.92 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 20855.61 >2 Yr <= 3 Yr 635.38 Open S-3 767.82 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 69974.31 >2 Yr <= 3 Yr 10326.30 Open S-4 8025.75 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 86581.03 >2 Yr <= 3 Yr 2265.35 91-180 Days S-5 16492.94 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 98127.95 >2 Yr <= 3 Yr 12462.22 <30 Days S-6 2836.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 91666.82 >2 Yr <= 3 Yr 9117.85 <30 Days S-7 8162.53 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 4645.90 >3 Yr <= 4 Yr 202.45 Open A-0-Q 846.63 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 110455.22 >3 Yr <= 4 Yr 2416.15 <30 Days A-1-Q 20669.67 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 10448.95 >3 Yr <= 4 Yr 1360.53 91-180 Days A-2-Q 1922.53 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 58740.95 >3 Yr <= 4 Yr 4939.23 30-90 Days A-3-Q 4797.95 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 58769.88 >3 Yr <= 4 Yr 8793.18 <30 Days A-4-Q 1299.55 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 11565.81 >3 Yr <= 4 Yr 1100.63 Open A-5-Q 196.25 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 25156.65 >3 Yr <= 4 Yr 211.18 <30 Days CB-1-Q 129.74 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 8783.46 >3 Yr <= 4 Yr 582.66 <30 Days CB-2-Q 290.80 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 78948.69 >3 Yr <= 4 Yr 9482.49 Open S-1-Q 7766.20 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 69207.01 >3 Yr <= 4 Yr 2305.88 30-90 Days S-2-Q 1072.63 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 76837.80 >3 Yr <= 4 Yr 5614.30 Open S-3-Q 15091.69 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 3437.11 >3 Yr <= 4 Yr 495.62 <30 Days S-4-Q 576.66 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 28171.80 >3 Yr <= 4 Yr 2248.36 30-90 Days CB-3-Q 4670.24 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 8182.66 >3 Yr <= 4 Yr 102.89 <30 Days G-1-Q 368.46 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 95574.39 >3 Yr <= 4 Yr 12734.42 Open G-2-Q 9423.44 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 39508.57 >3 Yr <= 4 Yr 5387.99 91-180 Days G-3-Q 3483.38 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 23335.99 >3 Yr <= 4 Yr 3445.43 30-90 Days S-5-Q 4123.26 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 19785.35 >3 Yr <= 4 Yr 1255.88 Open S-6-Q 836.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 29558.04 >3 Yr <= 4 Yr 2740.22 <30 Days S-7-Q 1027.16 No Risk Management