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 24819.19 Day 17 3589.95 91-180 Days N-4 804.34 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 99777.09 Day 17 1818.74 <30 Days N-5 11611.56 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 64540.58 Day 17 3781.55 <30 Days N-6 656.71 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 27781.95 Day 17 3667.85 91-180 Days N-7 1090.43 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 22083.29 Day 17 630.78 <30 Days P-1 4063.61 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 2939.91 Day 17 20.35 <30 Days P-2 250.61 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 82754.39 Day 17 9900.87 30-90 Days S-8 9099.78 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 72776.41 Day 17 1076.68 Open Y-1 5696.99 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 73197.87 Day 17 9210.01 Open Y-2 13364.22 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 53697.83 Day 17 1494.45 Open Y-3 6120.45 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 76204.19 Day 17 7709.70 <30 Days Y-4 6110.49 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 12911.06 Day 17 871.48 30-90 Days Z-1 1637.05 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 84417.30 Day 17 9243.72 91-180 Days A-2 11195.98 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 91479.03 Day 17 8833.23 91-180 Days A-3 12752.16 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 23693.52 Day 17 1117.02 30-90 Days A-4 4626.95 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 No 73957.50 Day 17 3944.18 91-180 Days A-5 6663.88 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 90728.93 Day 17 13079.20 91-180 Days CB-1 8048.86 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 78166.11 Day 17 6614.45 30-90 Days CB-2 7697.64 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 59171.89 Day 17 8821.21 30-90 Days CB-3 1848.92 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 104798.92 Day 17 13581.56 30-90 Days E-1 4822.07 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 76827.29 Day 17 1294.18 30-90 Days E-2 8511.26 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 89815.80 Day 17 3375.24 <30 Days G-1 15092.14 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 27898.63 Day 17 3217.03 30-90 Days G-2 5254.89 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 88937.45 Day 17 1334.15 30-90 Days G-3 9947.55 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 18868.72 Day 17 62.56 Open IG-1 594.76 Yes Liberty International Finance Ltd. Treasury