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 72768.12 Open 647.89 91-180 Days A-3 5435.49 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 Yes 22019.37 Open 1522.17 91-180 Days A-4 2402.77 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 96651.93 Open 6294.88 30-90 Days A-5 6894.05 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 Yes 23564.50 Open 1610.53 Open CB-1 619.37 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 39508.09 Open 3120.87 Open CB-2 2692.37 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 108608.17 Open 8254.21 91-180 Days CB-3 14475.92 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 47294.09 Open 4548.82 91-180 Days E-1 1676.72 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 46331.68 Open 45.03 <30 Days E-2 1637.16 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 53197.93 Open 1765.83 91-180 Days G-1 4579.18 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 48426.89 Open 6590.29 30-90 Days G-2 9200.52 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 Yes 17448.05 Open 1356.69 30-90 Days G-3 1592.32 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 90805.58 Open 1708.27 <30 Days IG-1 2184.67 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 30163.50 Open 293.49 30-90 Days IG-2 5439.72 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 84941.97 Open 7618.02 91-180 Days S-1 6944.45 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 Yes 24862.25 Open 3230.01 Open S-2 2181.59 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 36475.12 Open 106.84 Open S-3 5951.99 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 95757.26 Open 12423.17 91-180 Days S-4 3499.57 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 82142.15 Open 620.21 Open S-5 12414.29 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 81996.92 Open 5643.75 Open S-6 16236.06 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 93462.89 Open 8161.94 30-90 Days S-7 16728.29 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 6251.82 Day 1 183.15 <30 Days A-0-Q 618.61 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 62205.99 Day 1 1403.11 91-180 Days A-1-Q 7015.18 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 14460.11 Day 1 125.99 Open A-2-Q 439.21 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 Yes 27968.43 Day 1 399.50 30-90 Days A-3-Q 3340.33 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 21901.14 Day 1 3021.09 Open A-4-Q 4266.79 Yes Liberty Mortgage Services Corp. Legal