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 46931.84 Day 28 4419.18 30-90 Days S-1 7738.08 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 52973.81 Day 28 3297.57 <30 Days S-2 3750.74 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 94950.62 Day 28 2572.59 <30 Days S-3 5713.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 17039.48 Day 28 1352.54 Open S-4 1629.22 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 68541.80 Day 28 9564.63 91-180 Days S-5 12995.55 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 51344.01 Day 28 884.08 Open S-6 3886.75 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 5094.33 Day 28 718.00 91-180 Days S-7 7.94 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 58878.01 Day 29 643.99 30-90 Days A-0-Q 8329.71 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 104083.89 Day 29 2258.03 Open A-1-Q 4095.30 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 86616.85 Day 29 2100.32 Open A-2-Q 15938.08 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 Yes 79502.90 Day 29 2775.87 91-180 Days A-3-Q 14912.67 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 59338.85 Day 29 6431.34 Open A-4-Q 7858.37 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 44493.28 Day 29 4911.74 <30 Days A-5-Q 1494.25 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 88314.24 Day 29 9495.58 Open CB-1-Q 5660.86 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 85669.70 Day 29 1434.18 <30 Days CB-2-Q 2811.34 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 33266.49 Day 29 4559.38 <30 Days S-1-Q 1458.42 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 28801.81 Day 29 3100.72 Open S-2-Q 3960.23 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 37062.44 Day 29 3335.72 91-180 Days S-3-Q 6704.95 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 68227.24 Day 29 3671.02 Open S-4-Q 6453.91 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 79736.57 Day 29 6554.97 <30 Days CB-3-Q 14843.13 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 37799.92 Day 29 601.40 <30 Days G-1-Q 933.99 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 108399.84 Day 29 2474.45 30-90 Days G-2-Q 20414.61 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 55749.39 Day 29 7181.64 Open G-3-Q 3290.31 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 33260.43 Day 29 2862.15 Open S-5-Q 2913.30 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 53853.32 Day 29 7065.35 <30 Days S-6-Q 10264.72 Yes Liberty Mortgage Services Corp. Finance