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 No 26934.25 Day 35 3046.89 <30 Days S-3 718.88 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 102182.39 Day 35 945.21 <30 Days S-4 7018.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 47525.59 Day 35 6028.21 Open S-5 2683.99 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 Yes 12972.33 Day 35 469.74 91-180 Days S-6 2277.12 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 112765.61 Day 35 14896.76 91-180 Days S-7 6768.89 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 31520.04 Day 36 3466.50 30-90 Days A-0-Q 1988.69 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 40424.03 Day 36 5774.02 Open A-1-Q 3440.80 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 101337.67 Day 36 2058.50 Open A-2-Q 19509.09 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 77536.33 Day 36 4591.44 30-90 Days A-3-Q 1722.74 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 Yes 31800.18 Day 36 1383.82 <30 Days A-4-Q 2847.96 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 1721.36 Day 36 96.84 91-180 Days A-5-Q 328.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 100689.85 Day 36 12880.88 30-90 Days CB-1-Q 1299.53 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 35904.76 Day 36 4533.03 <30 Days CB-2-Q 1711.88 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 78442.51 Day 36 10889.11 <30 Days S-1-Q 9485.42 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 103553.23 Day 36 8060.44 30-90 Days S-2-Q 9182.87 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 106058.52 Day 36 6803.80 91-180 Days S-3-Q 17097.96 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 88495.07 Day 36 4286.65 91-180 Days S-4-Q 13329.36 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 111225.13 Day 36 9691.73 30-90 Days CB-3-Q 21801.90 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 100940.61 Day 36 5925.38 30-90 Days G-1-Q 6233.56 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 15895.41 Day 36 728.08 91-180 Days G-2-Q 946.26 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 11919.88 Day 36 183.91 91-180 Days G-3-Q 261.65 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 6239.17 Day 36 748.05 30-90 Days S-5-Q 1084.38 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 3366.90 Day 36 285.61 91-180 Days S-6-Q 113.60 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 85267.57 Day 36 9145.61 30-90 Days S-7-Q 14392.42 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 36122.09 Day 36 1571.19 <30 Days E-1-Q 4780.06 Yes Liberty Capital Markets Inc. Risk Management