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 GSE No 11917.47 Open 6.22 <30 Days CB-3 830.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 72725.63 Open 5746.84 <30 Days E-1 12837.65 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1412.78 Open 178.46 91-180 Days E-2 165.70 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 7971.19 Open 93.47 91-180 Days G-1 689.17 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 14993.32 Open 761.24 30-90 Days G-2 1038.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 86707.74 Open 9597.69 91-180 Days G-3 11814.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 97593.66 Open 4206.24 91-180 Days IG-1 10710.57 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 54416.13 Open 6535.88 91-180 Days IG-2 9324.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 15882.80 Open 1919.72 30-90 Days S-1 1231.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 59631.04 Open 4209.47 <30 Days S-2 1573.53 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 70450.66 Open 7034.88 <30 Days S-3 3577.62 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 36616.20 Open 1864.46 <30 Days S-4 6057.83 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 50838.59 Open 3974.62 <30 Days S-5 9241.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 65451.79 Open 2326.76 Open S-6 9859.70 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1043.40 Open 51.23 91-180 Days S-7 94.25 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 109867.65 Day 1 1973.63 30-90 Days A-0-Q 6066.28 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 GSE No 46509.23 Day 1 4982.57 Open A-1-Q 458.47 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 92908.26 Day 1 2964.04 <30 Days A-2-Q 6413.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 95183.29 Day 1 12565.06 91-180 Days A-3-Q 17766.04 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 22597.39 Day 1 1997.42 Open A-4-Q 1689.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 92378.89 Day 1 969.75 30-90 Days A-5-Q 7995.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 22066.31 Day 1 62.90 91-180 Days CB-1-Q 749.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 88094.27 Day 1 4530.72 Open CB-2-Q 7746.52 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 81442.44 Day 1 10714.05 Open S-1-Q 12811.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 100173.81 Day 1 7013.88 30-90 Days S-2-Q 4520.17 No Legal