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 5837.11 180 - 270 Days 337.88 91-180 Days E-1 152.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3703.14 180 - 270 Days 256.04 <30 Days E-2 49.58 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4722.88 180 - 270 Days 327.33 <30 Days G-1 370.45 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 6390.30 180 - 270 Days 801.09 <30 Days G-2 29.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1121.64 180 - 270 Days 65.11 <30 Days G-3 182.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3790.93 180 - 270 Days 408.74 <30 Days IG-1 572.57 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 No 13854.86 180 - 270 Days 907.63 91-180 Days IG-2 1934.80 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 Yes 3439.93 180 - 270 Days 334.13 91-180 Days S-1 557.10 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 10218.72 180 - 270 Days 44.93 Open S-2 1681.81 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 Yes 14781.14 180 - 270 Days 1088.39 91-180 Days S-3 1289.78 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 8144.06 180 - 270 Days 652.99 Open S-4 1144.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5534.27 180 - 270 Days 175.77 Open S-5 141.20 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 Yes 13285.15 180 - 270 Days 1987.81 30-90 Days S-6 2591.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13386.28 180 - 270 Days 1643.74 <30 Days S-7 267.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10345.66 271 - 364 Days 1357.73 Open A-0-Q 618.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15964.08 271 - 364 Days 929.04 30-90 Days A-1-Q 1881.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4678.42 271 - 364 Days 323.67 91-180 Days A-2-Q 168.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1742.69 271 - 364 Days 61.74 Open A-3-Q 59.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10250.02 271 - 364 Days 787.90 <30 Days A-4-Q 685.17 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 No 49.38 271 - 364 Days 5.41 91-180 Days A-5-Q 0.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 630.00 271 - 364 Days 24.71 30-90 Days CB-1-Q 30.97 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 Yes 13739.90 271 - 364 Days 1707.63 30-90 Days CB-2-Q 777.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 897.45 271 - 364 Days 54.92 91-180 Days S-1-Q 88.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 116.86 271 - 364 Days 0.36 <30 Days S-2-Q 6.00 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 2088.35 271 - 364 Days 162.39 91-180 Days S-3-Q 307.55 Yes Liberty Mortgage Services Corp. Finance