Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.15: Total Collateral Required Due to a 3 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.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 100481.91 Day 1 12284.79 91-180 Days A-5-Q 13195.67 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 91954.79 Day 1 4012.87 91-180 Days CB-1-Q 16219.68 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 87807.76 Day 1 7788.12 91-180 Days CB-2-Q 12677.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 99662.13 Day 1 14591.97 91-180 Days S-1-Q 16320.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 45952.89 Day 1 3835.23 <30 Days S-2-Q 467.01 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 88573.03 Day 1 6638.38 Open S-3-Q 1693.32 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 83520.93 Day 1 4091.64 91-180 Days S-4-Q 14347.18 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 53693.63 Day 1 7929.80 30-90 Days CB-3-Q 4103.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 12628.36 Day 1 1456.24 <30 Days G-1-Q 2278.19 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 58895.35 Day 1 4849.88 Open G-2-Q 3136.97 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 51663.19 Day 1 1169.53 91-180 Days G-3-Q 2784.56 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 112254.15 Day 1 12211.51 91-180 Days S-5-Q 6017.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 25508.16 Day 1 525.82 <30 Days S-6-Q 3791.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 89273.08 Day 1 8483.98 91-180 Days S-7-Q 89.08 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 101106.95 Day 1 9742.69 <30 Days E-1-Q 18769.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 34673.33 Day 1 3073.01 30-90 Days E-2-Q 4873.77 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 75712.65 Day 1 9477.33 <30 Days IG-1-Q 1454.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 67643.10 Day 1 301.06 Open IG-2-Q 5426.15 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 90980.14 Day 1 13164.24 30-90 Days C-1 12616.07 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 99738.24 Day 1 4092.52 91-180 Days CB-4 13259.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 61796.72 Day 1 3457.99 <30 Days E-10 5199.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 3698.20 Day 1 528.15 30-90 Days E-3 737.61 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 23570.55 Day 1 2653.06 91-180 Days E-4 3724.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 36315.72 Day 1 1736.79 91-180 Days E-5 790.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 4667.75 Day 1 144.96 91-180 Days E-6 607.58 Yes Liberty Mortgage Services Corp. Operations