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 55652.07 Day 7 2952.00 Open E-3 7149.89 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 102652.88 Day 7 10582.81 91-180 Days E-4 4002.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 17925.13 Day 7 2301.38 91-180 Days E-5 1471.34 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 103346.46 Day 7 412.55 Open E-6 18541.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 68209.46 Day 7 7875.15 91-180 Days E-7 13484.60 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 79190.59 Day 7 11654.97 91-180 Days E-8 273.96 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 70036.13 Day 7 7535.61 Open E-9 582.80 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 82355.68 Day 7 11027.76 91-180 Days G-4 10243.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 47670.75 Day 7 4108.95 30-90 Days IG-3 104.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 99181.20 Day 7 14513.92 Open IG-4 13654.82 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 24559.64 Day 7 2445.40 91-180 Days IG-5 2045.52 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 30073.91 Day 7 185.35 <30 Days IG-6 3326.52 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 39662.05 Day 7 3358.93 <30 Days IG-7 1042.05 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 Yes 26055.66 Day 7 2250.88 30-90 Days IG-8 258.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 4114.46 Day 7 369.54 30-90 Days L-1 164.73 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 53369.62 Day 7 7599.19 <30 Days L-10 4341.47 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 GSE No 19483.13 Day 7 2862.90 91-180 Days L-11 1987.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 17189.87 Day 7 1696.48 91-180 Days L-2 2870.26 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 90994.15 Day 7 2500.19 91-180 Days L-3 8770.35 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 50980.64 Day 7 3830.15 30-90 Days L-4 8116.08 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 57510.11 Day 7 2901.84 91-180 Days L-5 6867.57 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 53084.43 Day 7 5426.59 <30 Days L-6 469.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 22090.71 Day 7 194.31 Open L-7 139.54 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 66383.97 Day 7 7549.45 91-180 Days L-8 2361.37 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 31513.25 Day 7 3899.94 <30 Days L-9 1726.43 Yes Liberty International Finance Ltd. Legal