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 6009.71 >= 1 Yr <= 2 Yr 592.72 Open IG-2-Q 863.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7812.40 >= 1 Yr <= 2 Yr 137.27 Open C-1 1386.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9535.86 >= 1 Yr <= 2 Yr 352.40 <30 Days CB-4 724.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9350.78 >= 1 Yr <= 2 Yr 1352.46 <30 Days E-10 360.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11978.05 >= 1 Yr <= 2 Yr 582.58 <30 Days E-3 535.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 195.30 >= 1 Yr <= 2 Yr 28.87 91-180 Days E-4 13.63 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 4108.99 >= 1 Yr <= 2 Yr 167.06 Open E-5 200.33 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 12747.30 >= 1 Yr <= 2 Yr 1247.44 91-180 Days E-6 593.31 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 16544.80 >= 1 Yr <= 2 Yr 890.48 30-90 Days E-7 2435.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 16322.16 >= 1 Yr <= 2 Yr 1876.21 Open E-8 769.10 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 Yes 14898.73 >= 1 Yr <= 2 Yr 1190.65 <30 Days E-9 1549.16 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 Yes 9387.26 >= 1 Yr <= 2 Yr 537.60 91-180 Days G-4 1218.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4385.51 >= 1 Yr <= 2 Yr 28.21 30-90 Days IG-3 13.30 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 9502.98 >= 1 Yr <= 2 Yr 347.29 <30 Days IG-4 1131.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14407.74 >= 1 Yr <= 2 Yr 1664.73 91-180 Days IG-5 464.23 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 10052.08 >= 1 Yr <= 2 Yr 1016.38 30-90 Days IG-6 1370.26 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 16948.65 >= 1 Yr <= 2 Yr 1738.07 <30 Days IG-7 72.29 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 9491.18 >= 1 Yr <= 2 Yr 7.82 Open IG-8 299.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1771.36 >= 1 Yr <= 2 Yr 64.39 <30 Days L-1 238.85 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 4674.31 >= 1 Yr <= 2 Yr 443.63 Open L-10 250.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8043.05 >= 1 Yr <= 2 Yr 235.25 Open L-11 562.16 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 8964.74 >= 1 Yr <= 2 Yr 278.91 30-90 Days L-2 1204.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2043.32 >= 1 Yr <= 2 Yr 128.21 Open L-3 237.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8794.78 >= 1 Yr <= 2 Yr 641.75 91-180 Days L-4 1541.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1051.59 >= 1 Yr <= 2 Yr 74.70 91-180 Days L-5 26.13 No Finance