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 91434.11 Open 703.18 Open L-3 12772.02 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 55175.76 Open 6804.43 Open L-4 2064.28 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 15738.11 Open 997.95 91-180 Days L-5 500.64 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 77622.47 Open 7839.11 Open L-6 10901.17 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 67825.89 Open 3814.29 91-180 Days L-7 10150.19 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 30340.16 Open 282.43 Open L-8 2940.23 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 83153.72 Open 2941.84 <30 Days L-9 3449.94 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 108170.95 Open 15817.35 <30 Days LC-1 6960.70 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 40270.00 Open 2435.66 <30 Days LC-2 5153.92 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 No 107714.02 Open 11396.87 <30 Days N-1 6946.13 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 89988.81 Open 12632.52 91-180 Days N-2 13554.73 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 99191.12 Open 8446.86 30-90 Days N-3 5899.18 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 73315.49 Open 10064.12 30-90 Days N-4 3761.54 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 27081.43 Open 1699.76 Open N-5 1464.60 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 63446.43 Open 1455.36 91-180 Days N-6 4726.04 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 69360.16 Open 10018.11 Open N-7 9215.59 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 58875.81 Open 6011.60 30-90 Days P-1 8121.95 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 77598.58 Open 3687.68 Open P-2 844.28 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 29379.05 Open 4058.32 91-180 Days S-8 3662.71 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 103963.16 Open 2971.20 91-180 Days Y-1 18658.37 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 72751.02 Open 804.75 30-90 Days Y-2 6051.88 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 16923.26 Open 2331.38 30-90 Days Y-3 3194.31 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 23164.01 Open 242.80 <30 Days Y-4 2382.48 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 51579.20 Open 4077.95 30-90 Days Z-1 7377.79 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 44910.76 Open 6350.93 <30 Days A-2 6874.63 Yes Liberty Mortgage Services Corp. Operations