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 35249.41 Day 1 2648.54 <30 Days N-3 5549.95 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 No 29219.88 Day 1 3908.92 30-90 Days N-4 3057.75 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 22528.90 Day 1 1326.38 <30 Days N-5 1312.98 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 Yes 755.24 Day 1 16.11 91-180 Days N-6 118.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 48658.62 Day 1 6688.69 Open N-7 1662.92 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 84281.38 Day 1 7271.31 30-90 Days P-1 9377.03 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 21808.18 Day 1 2678.13 91-180 Days P-2 3568.66 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 101658.80 Day 1 7750.94 91-180 Days S-8 4848.15 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 5720.93 Day 1 402.11 91-180 Days Y-1 724.80 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 8685.07 Day 1 768.86 91-180 Days Y-2 1519.84 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 87524.19 Day 1 3534.25 <30 Days Y-3 7107.69 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 15493.51 Day 1 1735.09 91-180 Days Y-4 621.71 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 No 74048.87 Day 1 9229.85 Open Z-1 4739.57 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 72728.03 Day 1 6187.71 30-90 Days A-2 11949.51 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 Yes 12477.10 Day 1 261.41 30-90 Days A-3 376.49 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 16.61 Day 1 1.56 <30 Days A-4 2.13 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 2815.66 Day 1 305.12 91-180 Days A-5 325.79 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 29510.08 Day 1 3262.78 <30 Days CB-1 3692.14 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 97032.46 Day 1 5736.26 30-90 Days CB-2 10970.82 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 28342.83 Day 1 2172.92 Open CB-3 2970.51 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 37810.17 Day 1 3645.92 <30 Days E-1 446.08 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 59200.98 Day 1 5476.01 91-180 Days E-2 9511.41 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 748.12 Day 1 94.86 <30 Days G-1 53.25 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 5510.05 Day 1 758.20 <30 Days G-2 836.87 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 7667.24 Day 1 329.77 91-180 Days G-3 1260.67 No Legal