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 61016.29 Open 4117.98 30-90 Days E-1-Q 10041.56 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 16539.47 Open 1400.81 Open E-2-Q 147.65 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 46672.44 Open 900.54 Open IG-1-Q 5971.19 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 16954.49 Open 1089.18 91-180 Days IG-2-Q 414.53 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 22714.41 Open 1796.64 <30 Days C-1 228.20 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 No 6647.14 Open 785.27 91-180 Days CB-4 600.07 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 69789.33 Open 5438.81 Open E-10 2936.44 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 12738.35 Open 230.73 30-90 Days E-3 2291.46 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 32752.28 Open 76.07 30-90 Days E-4 4285.77 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 70679.91 Open 1463.76 <30 Days E-5 10070.19 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 12665.26 Open 900.73 <30 Days E-6 1154.51 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 37965.33 Open 3905.38 30-90 Days E-7 1201.17 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 70186.03 Open 5888.88 <30 Days E-8 1884.11 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 70262.59 Open 7230.41 Open E-9 12416.14 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 41974.35 Open 2679.90 91-180 Days G-4 5404.74 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 63042.32 Open 3309.08 <30 Days IG-3 12210.63 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 42417.19 Open 1399.32 30-90 Days IG-4 3338.59 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 13553.39 Open 1140.07 <30 Days IG-5 1509.10 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 23904.76 Open 1897.34 <30 Days IG-6 2594.75 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 21588.29 Open 51.49 Open IG-7 2088.78 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 9154.19 Open 162.26 Open IG-8 1777.06 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 63547.79 Open 4493.36 91-180 Days L-1 6447.28 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 32476.23 Open 4368.12 30-90 Days L-10 1296.96 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 61515.29 Open 5670.35 91-180 Days L-11 1427.06 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 55858.38 Open 3899.60 91-180 Days L-2 7901.15 No Risk Management