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 No 9768.42 Open 706.20 <30 Days E-1-Q 1492.22 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 113374.86 Open 7341.37 30-90 Days E-2-Q 18197.15 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 40471.95 Open 14.19 <30 Days IG-1-Q 3285.30 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 37022.10 Open 3451.43 Open IG-2-Q 5786.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 41431.30 Open 4195.75 30-90 Days C-1 7204.01 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 35188.43 Open 4162.04 Open CB-4 5702.85 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 89727.44 Open 1432.96 91-180 Days E-10 14415.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 83687.62 Open 7666.65 Open E-3 2611.17 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 5081.10 Open 746.15 Open E-4 710.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 75871.93 Open 4966.14 91-180 Days E-5 8337.00 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 26367.11 Open 950.85 Open E-6 1290.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 37745.30 Open 159.98 91-180 Days E-7 4629.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 89390.57 Open 2439.68 Open E-8 1141.11 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 19920.16 Open 741.52 <30 Days E-9 3719.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 99997.73 Open 9352.25 Open G-4 8956.68 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 98993.47 Open 6596.27 <30 Days IG-3 6955.02 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 45577.83 Open 2945.30 Open IG-4 4820.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 10520.81 Open 1423.23 30-90 Days IG-5 1301.63 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 37293.19 Open 779.81 30-90 Days IG-6 4287.29 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 78706.00 Open 3092.20 <30 Days IG-7 13284.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 37030.38 Open 3861.22 30-90 Days IG-8 1186.58 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 9114.22 Open 784.74 91-180 Days L-1 327.42 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 48636.19 Open 3610.57 30-90 Days L-10 3634.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 57846.61 Open 553.76 30-90 Days L-11 5556.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 89259.84 Open 1339.45 30-90 Days L-2 8744.22 Yes Liberty Capital Markets Inc. Risk Management