Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 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 International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8212.36 Day 54 504.12 30-90 Days IG-1-Q 650.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14401.35 Day 54 153.90 30-90 Days IG-2-Q 2754.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2583.63 Day 54 322.40 30-90 Days C-1 296.77 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9473.73 Day 54 1343.65 Open CB-4 1554.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1549.43 Day 54 148.72 <30 Days E-10 5.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12718.19 Day 54 368.25 Open E-3 3.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16006.11 Day 54 1453.18 30-90 Days E-4 2762.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14604.42 Day 54 1032.36 91-180 Days E-5 1881.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6618.08 Day 54 308.43 Open E-6 351.93 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 395.42 Day 54 36.41 91-180 Days E-7 75.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13197.95 Day 54 483.56 Open E-8 2333.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3381.90 Day 54 269.49 91-180 Days E-9 184.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2632.36 Day 54 372.97 30-90 Days G-4 318.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14819.55 Day 54 1281.47 <30 Days IG-3 838.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2931.94 Day 54 414.24 91-180 Days IG-4 550.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14866.78 Day 54 2009.65 30-90 Days IG-5 2519.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 192.98 Day 54 15.91 30-90 Days IG-6 15.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15296.08 Day 54 1292.98 Open IG-7 2287.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5924.66 Day 54 639.60 30-90 Days IG-8 328.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14979.46 Day 54 15.11 Open L-1 107.63 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2756.91 Day 54 18.93 <30 Days L-10 177.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5248.46 Day 54 264.88 91-180 Days L-11 968.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13707.36 Day 54 1803.11 91-180 Days L-2 793.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7037.74 Day 54 577.99 30-90 Days L-3 960.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2878.83 Day 54 168.93 <30 Days L-4 470.52 No Treasury