Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.14: Total Collateral Required Due to a 2 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.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 11006.49 Day 1 1547.17 30-90 Days A-5-Q 1779.63 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 16414.24 Day 1 191.29 <30 Days CB-1-Q 900.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 87845.60 Day 1 6687.39 <30 Days CB-2-Q 13573.44 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 94942.86 Day 1 151.67 30-90 Days S-1-Q 6192.16 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 42369.52 Day 1 5116.79 30-90 Days S-2-Q 6791.43 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 50222.60 Day 1 1253.54 30-90 Days S-3-Q 3647.46 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 9157.84 Day 1 1372.93 <30 Days S-4-Q 158.37 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 12801.29 Day 1 864.02 Open CB-3-Q 658.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 1461.84 Day 1 181.35 30-90 Days G-1-Q 182.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 95396.10 Day 1 3177.53 30-90 Days G-2-Q 18135.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 2494.47 Day 1 18.28 Open G-3-Q 386.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 73937.90 Day 1 9436.55 91-180 Days S-5-Q 9424.02 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 62000.96 Day 1 3213.06 30-90 Days S-6-Q 666.98 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 84182.09 Day 1 6452.73 <30 Days S-7-Q 3402.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 62679.70 Day 1 4310.71 <30 Days E-1-Q 10453.40 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 86538.61 Day 1 199.35 30-90 Days E-2-Q 3297.39 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 33345.20 Day 1 3839.56 30-90 Days IG-1-Q 2802.05 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 21327.71 Day 1 558.94 Open IG-2-Q 1107.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 21386.93 Day 1 2854.25 30-90 Days C-1 427.52 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 54949.66 Day 1 3948.07 91-180 Days CB-4 9090.17 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 70909.61 Day 1 177.01 91-180 Days E-10 11816.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 93169.07 Day 1 11157.63 Open E-3 137.13 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 23685.82 Day 1 1429.54 <30 Days E-4 465.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 3834.13 Day 1 545.27 30-90 Days E-5 390.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 74627.74 Day 1 10249.83 Open E-6 14743.34 Yes Liberty Mortgage Services Corp. Operations