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 10694.82 >4 Yr <= 5 Yr 1530.56 <30 Days A-5-Q 415.56 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 2417.45 >4 Yr <= 5 Yr 0.61 30-90 Days CB-1-Q 159.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1205.94 >4 Yr <= 5 Yr 156.20 91-180 Days CB-2-Q 10.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16445.57 >4 Yr <= 5 Yr 250.21 30-90 Days S-1-Q 2048.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15949.80 >4 Yr <= 5 Yr 1942.91 30-90 Days S-2-Q 566.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1525.10 >4 Yr <= 5 Yr 74.52 30-90 Days S-3-Q 102.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2425.13 >4 Yr <= 5 Yr 188.48 <30 Days S-4-Q 64.85 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 15755.34 >4 Yr <= 5 Yr 686.21 91-180 Days CB-3-Q 1701.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 844.62 >4 Yr <= 5 Yr 80.86 <30 Days G-1-Q 125.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5057.87 >4 Yr <= 5 Yr 268.94 91-180 Days G-2-Q 136.14 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 2922.24 >4 Yr <= 5 Yr 87.31 91-180 Days G-3-Q 9.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14958.17 >4 Yr <= 5 Yr 2234.58 <30 Days S-5-Q 2942.18 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6474.79 >4 Yr <= 5 Yr 964.16 Open S-6-Q 468.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4540.15 >4 Yr <= 5 Yr 195.71 <30 Days S-7-Q 72.03 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 14009.45 >4 Yr <= 5 Yr 1144.84 30-90 Days E-1-Q 1910.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15038.92 >4 Yr <= 5 Yr 494.79 91-180 Days E-2-Q 1422.23 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10061.13 >4 Yr <= 5 Yr 849.24 30-90 Days IG-1-Q 672.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6382.18 >4 Yr <= 5 Yr 323.00 91-180 Days IG-2-Q 1038.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7013.41 >4 Yr <= 5 Yr 16.62 30-90 Days C-1 198.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 14029.62 >4 Yr <= 5 Yr 1065.09 Open CB-4 1630.18 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 4963.36 >4 Yr <= 5 Yr 443.18 Open E-10 711.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1693.94 >4 Yr <= 5 Yr 55.55 Open E-3 250.75 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 2629.27 >4 Yr <= 5 Yr 18.13 Open E-4 370.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 9841.27 >4 Yr <= 5 Yr 7.39 91-180 Days E-5 669.86 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 4884.38 >4 Yr <= 5 Yr 547.89 <30 Days E-6 763.02 Yes Liberty Wealth Management LLC Finance