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 50197.95 Day 19 4976.91 Open N-6 2940.75 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 49862.82 Day 19 5330.53 Open N-7 8701.45 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 32562.15 Day 19 3051.13 30-90 Days P-1 2328.17 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 57371.85 Day 19 3734.75 <30 Days P-2 1650.43 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 No 57439.11 Day 19 5814.98 <30 Days S-8 1771.72 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 17504.25 Day 19 2129.96 Open Y-1 424.07 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 Yes 8832.44 Day 19 674.68 91-180 Days Y-2 1091.38 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 52549.93 Day 19 633.18 91-180 Days Y-3 4245.93 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 73434.30 Day 19 4893.38 Open Y-4 4698.06 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 34265.61 Day 19 177.04 Open Z-1 307.58 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 70245.15 Day 19 1674.80 30-90 Days A-2 3868.02 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 No 69055.54 Day 19 7401.26 Open A-3 5656.00 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 16782.57 Day 19 1193.01 30-90 Days A-4 312.59 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 25202.14 Day 19 2400.21 Open A-5 2671.42 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 64917.03 Day 19 4221.65 30-90 Days CB-1 8380.57 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 63176.84 Day 19 4519.96 Open CB-2 3790.87 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 10449.46 Day 19 726.67 Open CB-3 269.46 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 1105.46 Day 19 22.23 <30 Days E-1 12.31 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 Yes 97525.46 Day 19 12690.69 <30 Days E-2 7092.55 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 Yes 225.56 Day 19 9.76 Open G-1 26.25 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 73689.71 Day 19 9729.33 <30 Days G-2 13608.64 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 90604.62 Day 19 3801.60 <30 Days G-3 18096.34 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 93735.15 Day 19 14016.42 91-180 Days IG-1 5728.76 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 89357.58 Day 19 6670.19 30-90 Days IG-2 16498.04 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 9248.25 Day 19 676.31 30-90 Days S-1 871.84 Yes Liberty International Finance Ltd. Finance