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 45236.37 Day 2 5837.17 30-90 Days L-10 2516.65 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 Yes 60491.37 Day 2 2444.74 Open L-11 7262.08 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 68342.10 Day 2 8272.19 <30 Days L-2 9097.58 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 40707.84 Day 2 1781.41 30-90 Days L-3 6886.35 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 80407.73 Day 2 2783.36 <30 Days L-4 9621.92 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 14564.19 Day 2 542.77 Open L-5 1046.16 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 87662.87 Day 2 532.86 91-180 Days L-6 6900.55 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 109554.35 Day 2 7113.05 <30 Days L-7 10170.76 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 107966.05 Day 2 15066.94 91-180 Days L-8 6461.57 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 61606.43 Day 2 4848.99 91-180 Days L-9 3118.94 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 87671.72 Day 2 12354.12 Open LC-1 3226.23 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 85194.45 Day 2 5834.45 30-90 Days LC-2 4368.91 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 112076.41 Day 2 1964.29 91-180 Days N-1 9087.09 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 77017.68 Day 2 5183.98 Open N-2 6912.53 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 27268.45 Day 2 2410.30 Open N-3 2956.63 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 78052.20 Day 2 1874.18 91-180 Days N-4 5796.02 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 No 57898.59 Day 2 5022.81 91-180 Days N-5 11016.83 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 108390.37 Day 2 7101.71 91-180 Days N-6 17715.07 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 45048.43 Day 2 184.48 30-90 Days N-7 2132.17 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 96009.98 Day 2 4104.83 30-90 Days P-1 10404.21 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 76791.29 Day 2 11187.08 91-180 Days P-2 13704.93 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 32538.45 Day 2 452.92 30-90 Days S-8 2358.04 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 55139.61 Day 2 8262.87 91-180 Days Y-1 1693.20 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 Yes 38034.00 Day 2 5375.67 Open Y-2 3678.51 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 85910.66 Day 2 10980.16 <30 Days Y-3 3.38 No Risk Management