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 13744.86 >2 Yr <= 3 Yr 224.78 91-180 Days G-4 1902.29 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 No 8891.90 >2 Yr <= 3 Yr 1072.95 30-90 Days IG-3 1733.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15349.32 >2 Yr <= 3 Yr 713.41 91-180 Days IG-4 2828.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 10250.09 >2 Yr <= 3 Yr 1036.66 91-180 Days IG-5 660.65 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 6917.79 >2 Yr <= 3 Yr 79.01 <30 Days IG-6 739.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5838.30 >2 Yr <= 3 Yr 418.43 30-90 Days IG-7 60.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15327.97 >2 Yr <= 3 Yr 1699.93 30-90 Days IG-8 2298.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7542.49 >2 Yr <= 3 Yr 774.01 <30 Days L-1 23.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4506.02 >2 Yr <= 3 Yr 485.38 30-90 Days L-10 317.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7282.69 >2 Yr <= 3 Yr 1049.11 <30 Days L-11 472.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6848.19 >2 Yr <= 3 Yr 18.61 <30 Days L-2 554.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11338.36 >2 Yr <= 3 Yr 1100.18 30-90 Days L-3 246.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12796.91 >2 Yr <= 3 Yr 326.26 Open L-4 1256.00 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 11984.89 >2 Yr <= 3 Yr 491.93 Open L-5 2229.36 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 No 12499.41 >2 Yr <= 3 Yr 1636.73 Open L-6 1942.15 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 9052.87 >2 Yr <= 3 Yr 270.58 <30 Days L-7 956.00 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 13190.96 >2 Yr <= 3 Yr 1290.83 Open L-8 223.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1658.29 >2 Yr <= 3 Yr 81.81 <30 Days L-9 159.16 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 15995.09 >2 Yr <= 3 Yr 1501.90 Open LC-1 2791.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3075.21 >2 Yr <= 3 Yr 157.64 Open LC-2 512.89 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12078.35 >2 Yr <= 3 Yr 568.16 <30 Days N-1 1712.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4834.85 >2 Yr <= 3 Yr 418.24 30-90 Days N-2 352.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14227.09 >2 Yr <= 3 Yr 53.26 91-180 Days N-3 1076.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4113.45 >2 Yr <= 3 Yr 316.38 Open N-4 488.96 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 7807.99 >2 Yr <= 3 Yr 687.65 <30 Days N-5 904.10 Yes Liberty Wealth Management LLC Operations