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 29.28 Day 1 3.00 30-90 Days IG-1 4.37 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 25223.17 Day 1 482.35 91-180 Days IG-2 3424.99 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 57361.19 Day 1 1212.57 30-90 Days S-1 1526.02 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 6333.72 Day 1 945.86 91-180 Days S-2 556.38 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 76753.98 Day 1 7827.06 <30 Days S-3 6294.90 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 Yes 92014.99 Day 1 11303.93 Open S-4 12316.94 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 45870.06 Day 1 693.84 Open S-5 3014.36 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 112663.46 Day 1 10487.52 Open S-6 17699.56 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 85113.37 Day 1 11151.11 30-90 Days S-7 13103.85 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 Yes 5478.03 Day 2 435.40 Open A-0-Q 229.57 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 49271.95 Day 2 3403.85 91-180 Days A-1-Q 6465.66 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 75324.31 Day 2 772.40 <30 Days A-2-Q 6940.44 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 No 98990.93 Day 2 3589.47 <30 Days A-3-Q 6056.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 17301.79 Day 2 1541.47 <30 Days A-4-Q 780.55 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 55066.19 Day 2 4001.02 <30 Days A-5-Q 1417.21 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 73794.50 Day 2 6915.32 91-180 Days CB-1-Q 5972.70 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 44866.14 Day 2 2536.54 <30 Days CB-2-Q 5901.52 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 53431.37 Day 2 1876.49 <30 Days S-1-Q 4405.92 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 Yes 21271.35 Day 2 2425.23 91-180 Days S-2-Q 2134.65 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 45728.23 Day 2 456.00 30-90 Days S-3-Q 4001.69 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 10426.87 Day 2 938.38 <30 Days S-4-Q 1409.74 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 6250.40 Day 2 635.52 Open CB-3-Q 363.20 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 35028.11 Day 2 4242.98 Open G-1-Q 286.88 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 53577.14 Day 2 327.48 <30 Days G-2-Q 9559.65 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 59045.73 Day 2 1374.76 Open G-3-Q 466.92 Yes Liberty Mortgage Services Corp. Legal