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 86874.41 Day 23 6304.96 Open LC-2 2730.39 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 1384.27 Day 23 136.34 Open N-1 175.98 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 112015.61 Day 23 15516.88 <30 Days N-2 14363.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 58810.62 Day 23 4649.33 30-90 Days N-3 10719.29 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 32243.05 Day 23 3158.00 91-180 Days N-4 430.79 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 16699.54 Day 23 1088.56 Open N-5 2370.64 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 50318.28 Day 23 5021.35 91-180 Days N-6 8283.36 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 50458.98 Day 23 281.07 <30 Days N-7 7213.28 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 104316.79 Day 23 4866.51 <30 Days P-1 11120.21 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 99614.67 Day 23 14746.24 Open P-2 3490.92 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 12046.62 Day 23 109.96 91-180 Days S-8 1576.91 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 No 89405.20 Day 23 1685.13 91-180 Days Y-1 8917.70 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 Yes 75821.25 Day 23 9462.01 91-180 Days Y-2 5603.15 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 81582.53 Day 23 155.95 91-180 Days Y-3 8773.73 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 88610.02 Day 23 8224.86 30-90 Days Y-4 3562.45 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 18535.12 Day 23 2109.92 91-180 Days Z-1 112.86 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 95315.51 Day 23 8252.19 91-180 Days A-2 7162.33 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 100716.15 Day 23 12541.78 30-90 Days A-3 7668.24 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 24585.33 Day 23 390.73 30-90 Days A-4 1797.46 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 60015.07 Day 23 8501.34 Open A-5 4977.29 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 43376.05 Day 23 462.27 30-90 Days CB-1 6412.41 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 28210.10 Day 23 2229.65 Open CB-2 3526.45 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 18945.70 Day 23 2821.21 91-180 Days CB-3 3742.77 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 19152.35 Day 23 1940.51 91-180 Days E-1 3735.76 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 83401.49 Day 23 10043.07 91-180 Days E-2 4953.63 Yes Liberty Mortgage Services Corp. Operations