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 6651.90 Day 56 464.88 Open L-2 1059.98 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9025.20 Day 56 903.75 Open L-3 1277.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10508.90 Day 56 924.27 Open L-4 2088.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16498.85 Day 56 2352.69 <30 Days L-5 1464.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8315.85 Day 56 474.58 Open L-6 761.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13122.43 Day 56 1721.13 91-180 Days L-7 834.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8042.96 Day 56 122.35 <30 Days L-8 744.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13489.21 Day 56 498.59 Open L-9 1064.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15562.68 Day 56 632.12 91-180 Days LC-1 1740.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8865.55 Day 56 53.77 Open LC-2 128.24 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 10224.10 Day 56 1281.98 Open N-1 85.62 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 Yes 3682.19 Day 56 532.85 30-90 Days N-2 700.28 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 368.00 Day 56 32.99 91-180 Days N-3 73.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10421.28 Day 56 1238.47 91-180 Days N-4 411.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4712.36 Day 56 349.14 30-90 Days N-5 150.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13942.72 Day 56 2005.37 <30 Days N-6 579.68 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 1580.87 Day 56 148.28 <30 Days N-7 35.41 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 Yes 15168.71 Day 56 349.84 30-90 Days P-1 285.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16217.48 Day 56 2018.95 30-90 Days P-2 3046.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3426.05 Day 56 296.19 Open S-8 527.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15243.67 Day 56 263.45 30-90 Days Y-1 2023.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12356.11 Day 56 569.29 <30 Days Y-2 2132.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16918.42 Day 56 2005.12 Open Y-3 1410.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6764.20 Day 56 588.31 91-180 Days Y-4 1069.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5871.62 Day 56 751.65 Open Z-1 1121.35 No Operations