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 96159.88 Day 1 724.49 91-180 Days N-3 7164.86 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 99065.34 Day 1 9316.25 30-90 Days N-4 8717.88 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 51542.26 Day 1 1325.96 <30 Days N-5 8864.11 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 26419.59 Day 1 3008.54 <30 Days N-6 2605.90 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 Yes 72493.35 Day 1 8610.33 Open N-7 8200.91 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 No 46905.60 Day 1 1740.06 Open P-1 7661.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 3424.69 Day 1 231.00 <30 Days P-2 466.36 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 1206.09 Day 1 145.03 Open S-8 65.77 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 30093.22 Day 1 3491.49 <30 Days Y-1 3182.41 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 112051.54 Day 1 12164.74 91-180 Days Y-2 17312.17 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 36713.48 Day 1 5238.47 Open Y-3 439.21 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 32382.20 Day 1 205.27 <30 Days Y-4 2428.49 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 8723.67 Day 1 130.98 30-90 Days Z-1 652.79 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 57264.72 Day 1 2686.77 Open A-2 4015.81 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 No 5643.42 Day 1 223.66 91-180 Days A-3 826.28 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 12885.69 Day 1 372.83 30-90 Days A-4 583.25 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 81333.93 Day 1 11123.97 30-90 Days A-5 6704.37 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 103497.08 Day 1 7693.48 91-180 Days CB-1 6116.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 100725.75 Day 1 12489.32 30-90 Days CB-2 15186.03 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 No 92327.53 Day 1 4158.55 <30 Days CB-3 16893.62 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 28573.83 Day 1 121.58 <30 Days E-1 2824.95 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 Yes 53793.32 Day 1 139.75 Open E-2 135.36 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 36890.15 Day 1 335.12 30-90 Days G-1 682.88 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 28831.11 Day 1 1987.88 91-180 Days G-2 5011.74 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 6370.49 Day 1 753.71 Open G-3 758.37 No Finance