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 12408.24 >= 1 Yr <= 2 Yr 1438.31 <30 Days CB-1 1866.40 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 11874.97 >= 1 Yr <= 2 Yr 1697.40 Open CB-2 1236.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2477.22 >= 1 Yr <= 2 Yr 357.84 <30 Days CB-3 46.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6756.63 >= 1 Yr <= 2 Yr 42.18 30-90 Days E-1 399.57 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 8920.87 >= 1 Yr <= 2 Yr 992.47 <30 Days E-2 716.02 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 4216.68 >= 1 Yr <= 2 Yr 251.95 30-90 Days G-1 800.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5228.77 >= 1 Yr <= 2 Yr 500.94 <30 Days G-2 663.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12694.97 >= 1 Yr <= 2 Yr 40.48 91-180 Days G-3 2286.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6518.56 >= 1 Yr <= 2 Yr 323.54 30-90 Days IG-1 707.70 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 6741.59 >= 1 Yr <= 2 Yr 969.00 Open IG-2 336.46 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 No 1055.26 >= 1 Yr <= 2 Yr 53.74 <30 Days S-1 155.03 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 8007.33 >= 1 Yr <= 2 Yr 1141.19 91-180 Days S-2 662.98 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 551.53 >= 1 Yr <= 2 Yr 13.60 <30 Days S-3 70.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7261.30 >= 1 Yr <= 2 Yr 439.20 91-180 Days S-4 1059.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2645.82 >= 1 Yr <= 2 Yr 26.83 30-90 Days S-5 502.49 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 16339.39 >= 1 Yr <= 2 Yr 1463.79 30-90 Days S-6 1355.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15432.58 >= 1 Yr <= 2 Yr 772.22 <30 Days S-7 2119.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4682.71 >2 Yr <= 3 Yr 658.84 30-90 Days A-0-Q 37.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6277.46 >2 Yr <= 3 Yr 860.94 <30 Days A-1-Q 524.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12474.71 >2 Yr <= 3 Yr 262.32 <30 Days A-2-Q 1692.67 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 11127.17 >2 Yr <= 3 Yr 50.04 30-90 Days A-3-Q 1142.25 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 1136.71 >2 Yr <= 3 Yr 129.49 Open A-4-Q 108.60 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 8155.62 >2 Yr <= 3 Yr 131.72 91-180 Days A-5-Q 1093.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9619.68 >2 Yr <= 3 Yr 1036.30 30-90 Days CB-1-Q 62.32 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 6324.45 >2 Yr <= 3 Yr 882.72 30-90 Days CB-2-Q 170.29 Yes Liberty Mortgage Services Corp. Risk Management