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 Yes 11913.52 68 - 74 Days 722.07 <30 Days N-7 1592.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12540.41 68 - 74 Days 295.11 <30 Days P-1 2483.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10020.33 68 - 74 Days 369.88 <30 Days P-2 1245.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14261.10 68 - 74 Days 1216.93 30-90 Days S-8 1643.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16189.93 68 - 74 Days 938.64 91-180 Days Y-1 251.63 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 No 1851.68 68 - 74 Days 255.42 <30 Days Y-2 309.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8842.65 68 - 74 Days 523.92 <30 Days Y-3 402.33 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 3432.91 68 - 74 Days 232.33 <30 Days Y-4 238.07 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5018.80 68 - 74 Days 25.95 Open Z-1 946.26 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 2827.49 68 - 74 Days 25.62 <30 Days A-2 341.37 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 No 4133.42 68 - 74 Days 546.74 <30 Days A-3 385.66 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 4965.53 68 - 74 Days 325.43 Open A-4 782.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15984.52 68 - 74 Days 1759.76 <30 Days A-5 18.75 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 No 8268.09 68 - 74 Days 155.94 30-90 Days CB-1 159.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1866.81 68 - 74 Days 159.65 91-180 Days CB-2 148.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15360.21 68 - 74 Days 2153.46 91-180 Days CB-3 982.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12007.01 68 - 74 Days 1544.45 <30 Days E-1 2316.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9067.19 68 - 74 Days 299.58 Open E-2 168.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6344.79 68 - 74 Days 896.76 30-90 Days G-1 416.56 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 8375.46 68 - 74 Days 165.81 91-180 Days G-2 1447.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11374.23 68 - 74 Days 1253.53 91-180 Days G-3 1175.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16944.52 68 - 74 Days 2361.85 <30 Days IG-1 1685.86 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5582.98 68 - 74 Days 529.20 Open IG-2 58.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13597.11 68 - 74 Days 1224.99 <30 Days S-1 1638.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2134.39 68 - 74 Days 2.50 91-180 Days S-2 312.15 No Finance