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 Yes 16240.97 Day 12 2075.75 <30 Days IG-2 1736.35 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 55129.06 Day 12 1041.82 Open S-1 1929.16 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 41534.02 Day 12 1970.54 Open S-2 4281.20 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 No 69547.33 Day 12 7910.66 <30 Days S-3 6098.75 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 36631.87 Day 12 4296.04 Open S-4 5275.29 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 41407.06 Day 12 1885.23 30-90 Days S-5 4372.59 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 79783.02 Day 12 2649.60 Open S-6 1415.31 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 89283.12 Day 12 9817.30 91-180 Days S-7 12725.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 94010.68 Day 13 6482.21 Open A-0-Q 18265.17 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 38077.03 Day 13 3713.48 30-90 Days A-1-Q 2671.56 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 68312.16 Day 13 1678.41 Open A-2-Q 2291.71 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 64699.87 Day 13 4033.51 30-90 Days A-3-Q 8055.53 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 61790.35 Day 13 2818.28 <30 Days A-4-Q 3568.47 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 15462.27 Day 13 2128.17 91-180 Days A-5-Q 696.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 39852.64 Day 13 2571.53 Open CB-1-Q 3424.49 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 60164.16 Day 13 7977.85 Open CB-2-Q 8108.21 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 90152.86 Day 13 243.16 <30 Days S-1-Q 10063.32 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 90785.98 Day 13 8850.38 Open S-2-Q 10558.76 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 26819.30 Day 13 3423.70 <30 Days S-3-Q 525.66 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 Yes 108826.13 Day 13 3704.19 Open S-4-Q 4242.09 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 88891.86 Day 13 12546.32 30-90 Days CB-3-Q 13647.52 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 4916.25 Day 13 43.48 91-180 Days G-1-Q 826.46 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 27142.49 Day 13 1777.63 30-90 Days G-2-Q 1303.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 32003.01 Day 13 785.96 30-90 Days G-3-Q 3754.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 77043.16 Day 13 6800.52 30-90 Days S-5-Q 8615.28 Yes Liberty International Finance Ltd. Finance