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 51896.22 Open 3512.42 91-180 Days L-3 1736.99 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 48335.39 Open 2948.46 <30 Days L-4 6861.29 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 74644.81 Open 8600.59 91-180 Days L-5 12639.04 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 15139.66 Open 1847.61 30-90 Days L-6 2548.99 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 20712.53 Open 1876.92 91-180 Days L-7 2547.46 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 12224.38 Open 422.07 30-90 Days L-8 1738.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 111686.63 Open 7678.31 91-180 Days L-9 20116.62 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 107085.86 Open 9377.00 91-180 Days LC-1 17457.31 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 21343.66 Open 1849.37 <30 Days LC-2 3274.24 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 20852.56 Open 1141.98 91-180 Days N-1 1984.73 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 68787.87 Open 9861.63 91-180 Days N-2 5285.62 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 No 62277.51 Open 6039.63 91-180 Days N-3 4579.05 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 No 74219.99 Open 10461.28 91-180 Days N-4 4539.69 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 82865.18 Open 7874.47 30-90 Days N-5 11011.25 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 22277.93 Open 15.43 91-180 Days N-6 3427.56 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 No 108770.83 Open 16145.75 Open N-7 14267.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 96724.32 Open 9635.29 30-90 Days P-1 8158.00 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 24531.69 Open 2975.16 91-180 Days P-2 3769.58 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 50201.54 Open 7303.89 91-180 Days S-8 1846.87 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 Yes 43420.43 Open 1272.33 Open Y-1 2572.22 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 No 67184.20 Open 3006.13 <30 Days Y-2 18.51 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 No 20263.66 Open 574.58 30-90 Days Y-3 2988.66 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 100050.54 Open 9546.86 <30 Days Y-4 19718.81 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 45716.40 Open 3857.89 <30 Days Z-1 7435.65 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 42444.79 Open 1056.34 30-90 Days A-2 7708.42 No Treasury