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 11374.39 Day 35 910.23 91-180 Days S-6 1989.74 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 113515.08 Day 35 2095.59 <30 Days S-7 12086.77 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 Yes 52135.18 Day 36 5132.96 Open A-0-Q 2789.47 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 Yes 34608.99 Day 36 3449.85 30-90 Days A-1-Q 3062.34 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 102816.08 Day 36 12389.92 30-90 Days A-2-Q 15835.09 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 Yes 100601.56 Day 36 3080.96 30-90 Days A-3-Q 8505.50 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 15177.88 Day 36 1702.53 <30 Days A-4-Q 2087.43 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 Yes 76752.45 Day 36 2954.03 <30 Days A-5-Q 5394.11 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 19001.13 Day 36 1824.92 91-180 Days CB-1-Q 239.00 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 109808.17 Day 36 5075.00 30-90 Days CB-2-Q 13211.15 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 74749.09 Day 36 681.60 91-180 Days S-1-Q 13928.08 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 82251.13 Day 36 1472.53 30-90 Days S-2-Q 1684.83 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 Yes 82495.29 Day 36 7116.40 30-90 Days S-3-Q 13383.81 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 36847.48 Day 36 2084.53 <30 Days S-4-Q 65.92 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 69799.49 Day 36 3572.89 Open CB-3-Q 11574.28 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 7135.04 Day 36 132.83 91-180 Days G-1-Q 491.81 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 61784.22 Day 36 2005.69 Open G-2-Q 847.67 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 105706.09 Day 36 13648.65 91-180 Days G-3-Q 18218.86 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 18548.29 Day 36 1450.55 30-90 Days S-5-Q 2840.42 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 92801.10 Day 36 6699.37 91-180 Days S-6-Q 4714.38 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 Yes 69139.54 Day 36 6370.42 91-180 Days S-7-Q 3734.47 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 81690.85 Day 36 12245.83 <30 Days E-1-Q 14012.53 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 88723.04 Day 36 2515.43 91-180 Days E-2-Q 16742.19 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign Yes 81844.69 Day 36 8352.88 91-180 Days IG-1-Q 9231.66 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 44951.84 Day 36 4569.41 30-90 Days IG-2-Q 3458.37 Yes Liberty Mortgage Services Corp. Legal