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 Yes 49324.54 Day 31 6320.84 Open S-3-Q 676.14 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 Yes 66371.13 Day 31 6164.72 Open S-4-Q 3844.80 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 92650.85 Day 31 435.94 91-180 Days CB-3-Q 13849.37 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 57773.82 Day 31 4323.52 <30 Days G-1-Q 4385.94 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 37746.20 Day 31 4704.75 <30 Days G-2-Q 1784.39 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 4528.44 Day 31 139.64 <30 Days G-3-Q 601.87 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 60048.90 Day 31 488.61 <30 Days S-5-Q 7751.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 60758.93 Day 31 8628.48 91-180 Days S-6-Q 10734.22 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 53644.00 Day 31 3361.23 30-90 Days S-7-Q 1273.66 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 50913.24 Day 31 7630.76 91-180 Days E-1-Q 2109.38 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 57482.95 Day 31 7099.31 30-90 Days E-2-Q 4048.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 24615.67 Day 31 2191.66 Open IG-1-Q 1754.32 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 110280.02 Day 31 14384.38 Open IG-2-Q 5720.60 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 47608.48 Day 31 7015.04 91-180 Days C-1 6475.21 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 85498.21 Day 31 9733.65 <30 Days CB-4 6678.34 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 14830.43 Day 31 1297.89 <30 Days E-10 1226.01 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 21652.83 Day 31 178.20 <30 Days E-3 3734.23 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 87209.23 Day 31 3099.17 30-90 Days E-4 2383.51 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 81811.70 Day 31 9975.37 30-90 Days E-5 14008.97 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 77510.97 Day 31 8627.43 Open E-6 14712.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 51850.53 Day 31 4252.56 30-90 Days E-7 632.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 13208.91 Day 31 441.31 Open E-8 1697.17 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 81438.39 Day 31 565.67 91-180 Days E-9 8492.05 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 93843.06 Day 31 11907.82 91-180 Days G-4 16457.97 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 98861.87 Day 31 14411.69 <30 Days IG-3 16166.31 No Risk Management