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 81196.81 Day 35 5185.27 Open S-2-Q 11266.93 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 36217.68 Day 35 3142.89 30-90 Days S-3-Q 1169.07 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 40402.54 Day 35 2760.75 <30 Days S-4-Q 984.98 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 85815.30 Day 35 6500.75 91-180 Days CB-3-Q 7287.49 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 107004.93 Day 35 1640.50 30-90 Days G-1-Q 21281.70 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 54714.57 Day 35 1969.44 30-90 Days G-2-Q 5377.12 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 22731.86 Day 35 1543.37 91-180 Days G-3-Q 3374.35 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 42397.08 Day 35 6070.72 Open S-5-Q 7496.72 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 5846.10 Day 35 251.92 Open S-6-Q 475.35 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 77250.40 Day 35 9186.66 91-180 Days S-7-Q 14987.95 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 63787.03 Day 35 468.33 Open E-1-Q 4061.97 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 83050.47 Day 35 9003.38 <30 Days E-2-Q 14891.10 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 40116.43 Day 35 141.72 Open IG-1-Q 1687.91 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 13560.78 Day 35 1343.01 30-90 Days IG-2-Q 1917.93 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 78589.78 Day 35 9381.65 30-90 Days C-1 402.91 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 96473.40 Day 35 3933.64 Open CB-4 18176.91 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 69513.02 Day 35 1981.39 30-90 Days E-10 12419.88 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 89656.00 Day 35 8277.10 <30 Days E-3 10780.41 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 71554.38 Day 35 4533.90 Open E-4 511.94 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 107362.71 Day 35 5828.37 <30 Days E-5 17661.86 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 52878.41 Day 35 2414.87 <30 Days E-6 1123.41 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 72998.12 Day 35 6220.48 Open E-7 12137.35 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 30596.25 Day 35 4579.34 30-90 Days E-8 4962.49 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 Yes 36825.48 Day 35 1370.11 <30 Days E-9 4293.38 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 1309.73 Day 35 107.24 30-90 Days G-4 160.98 Yes Liberty International Finance Ltd. Legal