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 49297.03 Day 37 3094.05 91-180 Days CB-1-Q 8065.76 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 71549.82 Day 37 419.51 Open CB-2-Q 1676.08 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 6031.17 Day 37 38.20 <30 Days S-1-Q 1160.37 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 62059.35 Day 37 7204.95 Open S-2-Q 1435.38 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 59516.99 Day 37 5821.51 <30 Days S-3-Q 10793.73 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 1808.43 Day 37 66.33 30-90 Days S-4-Q 283.38 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 22593.72 Day 37 1319.24 Open CB-3-Q 2929.69 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 95667.16 Day 37 14099.02 Open G-1-Q 7259.17 No Operations
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 80707.23 Day 37 1437.54 91-180 Days G-2-Q 5365.41 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 29926.09 Day 37 1576.57 91-180 Days G-3-Q 5258.56 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 No 102047.44 Day 37 992.84 <30 Days S-5-Q 1049.07 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 No 43786.68 Day 37 1166.18 91-180 Days S-6-Q 8496.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 113198.33 Day 37 3699.57 30-90 Days S-7-Q 14310.92 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 26904.49 Day 37 2285.61 Open E-1-Q 3411.75 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 68705.38 Day 37 7555.32 91-180 Days E-2-Q 8105.14 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 54476.30 Day 37 5265.13 <30 Days IG-1-Q 7759.50 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 17231.04 Day 37 1851.91 30-90 Days IG-2-Q 1493.89 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 103753.64 Day 37 5086.91 Open C-1 7595.38 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 23800.35 Day 37 2426.06 Open CB-4 1865.67 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 69617.87 Day 37 3082.09 <30 Days E-10 11545.04 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 96638.43 Day 37 4138.04 Open E-3 16190.35 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 23598.51 Day 37 2473.98 91-180 Days E-4 2076.35 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 108642.18 Day 37 7483.21 Open E-5 19743.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 89252.06 Day 37 610.35 91-180 Days E-6 7456.45 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 39809.32 Day 37 3763.23 <30 Days E-7 5230.88 Yes Liberty Mortgage Services Corp. Risk Management