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 63337.31 Open 1682.18 30-90 Days A-3 9364.61 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 31784.95 Open 2877.93 91-180 Days A-4 3207.64 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 25077.88 Open 3401.59 <30 Days A-5 2866.12 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 39662.50 Open 4265.13 91-180 Days CB-1 3258.86 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 1760.42 Open 153.89 <30 Days CB-2 237.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 48187.71 Open 4646.02 30-90 Days CB-3 2430.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 109396.53 Open 3053.30 <30 Days E-1 9445.60 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 23515.93 Open 1681.09 <30 Days E-2 1759.65 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 No 110017.28 Open 4060.57 91-180 Days G-1 19974.63 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 77028.14 Open 4863.15 91-180 Days G-2 8160.64 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 63501.27 Open 5380.28 Open G-3 1801.58 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 77694.24 Open 920.86 30-90 Days IG-1 8249.58 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 26989.66 Open 135.43 Open IG-2 1687.98 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 60090.28 Open 6304.96 Open S-1 5560.65 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 2782.32 Open 172.14 30-90 Days S-2 286.90 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 No 1498.69 Open 191.27 <30 Days S-3 73.41 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 21745.37 Open 179.36 <30 Days S-4 3022.09 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 Yes 48197.75 Open 2909.41 91-180 Days S-5 1226.07 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 69093.20 Open 6982.14 Open S-6 8673.54 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 3726.24 Open 130.11 <30 Days S-7 165.32 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 39592.10 Day 1 2001.00 30-90 Days A-0-Q 5624.42 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 5402.52 Day 1 307.33 30-90 Days A-1-Q 864.32 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 51938.76 Day 1 3648.03 30-90 Days A-2-Q 6570.14 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 103575.00 Day 1 4622.25 30-90 Days A-3-Q 12039.33 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 54087.92 Day 1 444.43 <30 Days A-4-Q 9643.81 No Finance