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 6816.11 >2 Yr <= 3 Yr 664.55 30-90 Days N-6 532.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8549.14 >2 Yr <= 3 Yr 351.41 <30 Days N-7 1628.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10406.17 >2 Yr <= 3 Yr 585.76 <30 Days P-1 1234.34 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 Yes 6408.86 >2 Yr <= 3 Yr 554.39 30-90 Days P-2 20.42 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 No 3727.37 >2 Yr <= 3 Yr 544.36 91-180 Days S-8 70.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11447.80 >2 Yr <= 3 Yr 507.01 <30 Days Y-1 157.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8978.13 >2 Yr <= 3 Yr 1263.76 Open Y-2 1341.06 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 10872.94 >2 Yr <= 3 Yr 451.58 <30 Days Y-3 1625.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5037.16 >2 Yr <= 3 Yr 166.83 91-180 Days Y-4 648.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12468.65 >2 Yr <= 3 Yr 1232.04 30-90 Days Z-1 1863.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3694.77 >2 Yr <= 3 Yr 418.13 91-180 Days A-2 558.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13027.90 >2 Yr <= 3 Yr 1122.18 91-180 Days A-3 918.26 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 Yes 5367.15 >2 Yr <= 3 Yr 492.31 Open A-4 525.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11972.37 >2 Yr <= 3 Yr 984.30 Open A-5 832.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 170.51 >2 Yr <= 3 Yr 7.36 30-90 Days CB-1 0.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3535.96 >2 Yr <= 3 Yr 413.56 <30 Days CB-2 24.81 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 3821.43 >2 Yr <= 3 Yr 488.87 91-180 Days CB-3 321.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9745.21 >2 Yr <= 3 Yr 970.13 30-90 Days E-1 1283.13 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 9738.48 >2 Yr <= 3 Yr 562.33 30-90 Days E-2 1874.62 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 5351.18 >2 Yr <= 3 Yr 489.03 91-180 Days G-1 799.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14225.63 >2 Yr <= 3 Yr 236.47 91-180 Days G-2 354.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 4189.84 >2 Yr <= 3 Yr 529.88 30-90 Days G-3 179.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15081.12 >2 Yr <= 3 Yr 1022.68 30-90 Days IG-1 481.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2672.24 >2 Yr <= 3 Yr 197.98 30-90 Days IG-2 23.38 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 No 12386.25 >2 Yr <= 3 Yr 1303.80 91-180 Days S-1 1047.80 Yes Liberty Capital Markets Inc. Risk Management