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 89206.82 Day 38 6452.42 <30 Days Z-1 14470.12 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 108807.20 Day 38 7916.87 91-180 Days A-2 109.95 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 No 12937.22 Day 38 1368.44 91-180 Days A-3 1077.70 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 498.34 Day 38 2.59 30-90 Days A-4 97.97 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 7488.67 Day 38 790.28 Open A-5 1483.79 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 69203.69 Day 38 4462.12 91-180 Days CB-1 6903.26 No Finance
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 5186.37 Day 38 528.93 30-90 Days CB-2 406.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 108256.21 Day 38 12374.85 <30 Days CB-3 18309.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE Yes 11822.80 Day 38 890.20 <30 Days E-1 1987.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 40173.21 Day 38 1902.04 91-180 Days E-2 7196.16 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 8206.27 Day 38 211.88 91-180 Days G-1 509.75 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 69299.50 Day 38 1700.90 Open G-2 412.98 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 Yes 24239.75 Day 38 849.91 <30 Days G-3 1205.29 No Risk Management
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 62362.33 Day 38 6328.84 91-180 Days IG-1 7525.80 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 78519.62 Day 38 2097.16 Open IG-2 12710.83 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 97862.07 Day 38 7910.89 30-90 Days S-1 2503.12 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 44313.93 Day 38 700.29 Open S-2 2814.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 107811.08 Day 38 2678.11 <30 Days S-3 11279.66 No Legal
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 8843.50 Day 38 1064.94 30-90 Days S-4 706.89 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 45672.90 Day 38 5715.22 91-180 Days S-5 4344.72 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 12320.77 Day 38 531.32 <30 Days S-6 2048.12 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 90397.83 Day 38 4944.77 30-90 Days S-7 18052.78 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 29506.26 Day 39 2359.07 <30 Days A-0-Q 1229.71 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 No 31570.77 Day 39 2383.64 91-180 Days A-1-Q 3710.43 No Treasury
2025-10-08 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade GSE No 55727.18 Day 39 3688.16 91-180 Days A-2-Q 2353.02 No Finance