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 42427.73 Day 28 1918.88 30-90 Days A-2-Q 4698.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 36151.06 Day 28 1083.27 <30 Days A-3-Q 4376.07 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 111396.56 Day 28 13013.29 <30 Days A-4-Q 18683.02 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 103384.49 Day 28 2472.24 Open A-5-Q 18788.40 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 24220.63 Day 28 918.30 30-90 Days CB-1-Q 1182.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 5682.89 Day 28 694.05 Open CB-2-Q 533.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 709.99 Day 28 59.91 30-90 Days S-1-Q 41.39 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 Yes 76006.99 Day 28 1049.30 30-90 Days S-2-Q 13662.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 39201.98 Day 28 4886.23 91-180 Days S-3-Q 3241.95 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 52160.14 Day 28 4466.75 91-180 Days S-4-Q 2647.32 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 99096.30 Day 28 5927.19 Open CB-3-Q 7828.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 35833.61 Day 28 3148.79 Open G-1-Q 5537.50 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 101492.90 Day 28 1433.57 30-90 Days G-2-Q 14245.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 91387.76 Day 28 2540.59 30-90 Days G-3-Q 7764.14 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 57649.98 Day 28 464.76 91-180 Days S-5-Q 7919.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 54260.19 Day 28 7278.48 30-90 Days S-6-Q 9110.63 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 90445.54 Day 28 3844.22 <30 Days S-7-Q 7807.18 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 81317.71 Day 28 2285.96 Open E-1-Q 12277.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 32892.59 Day 28 4244.92 30-90 Days E-2-Q 2620.07 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 3154.51 Day 28 263.82 91-180 Days IG-1-Q 430.89 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 85812.05 Day 28 674.88 <30 Days IG-2-Q 10016.83 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 3178.19 Day 28 338.11 <30 Days C-1 262.82 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 17199.27 Day 28 495.41 30-90 Days CB-4 2340.17 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 7093.24 Day 28 100.67 Open E-10 209.89 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 76917.27 Day 28 3462.65 Open E-3 8736.87 Yes Liberty Capital Markets Inc. Operations