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 400.51 >4 Yr <= 5 Yr 24.02 30-90 Days E-7 26.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3873.76 >4 Yr <= 5 Yr 343.78 91-180 Days E-8 405.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 28.40 >4 Yr <= 5 Yr 1.56 <30 Days E-9 3.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14774.13 >4 Yr <= 5 Yr 428.64 <30 Days G-4 1507.25 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 193.23 >4 Yr <= 5 Yr 13.62 91-180 Days IG-3 10.98 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 5049.93 >4 Yr <= 5 Yr 120.34 Open IG-4 711.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 11942.11 >4 Yr <= 5 Yr 1202.13 91-180 Days IG-5 1734.93 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 Yes 11664.23 >4 Yr <= 5 Yr 1566.55 30-90 Days IG-6 731.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13317.05 >4 Yr <= 5 Yr 1220.58 91-180 Days IG-7 1438.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15146.99 >4 Yr <= 5 Yr 1592.87 30-90 Days IG-8 2578.37 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 14368.82 >4 Yr <= 5 Yr 571.02 91-180 Days L-1 444.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14380.63 >4 Yr <= 5 Yr 1677.51 30-90 Days L-10 1931.74 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 Yes 12228.80 >4 Yr <= 5 Yr 437.85 <30 Days L-11 1664.87 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 14106.13 >4 Yr <= 5 Yr 1393.40 <30 Days L-2 1488.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5723.71 >4 Yr <= 5 Yr 332.72 30-90 Days L-3 424.43 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 13103.52 >4 Yr <= 5 Yr 945.22 Open L-4 1631.16 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 12878.06 >4 Yr <= 5 Yr 598.52 Open L-5 2357.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 17037.61 >4 Yr <= 5 Yr 1758.91 30-90 Days L-6 2295.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5718.56 >4 Yr <= 5 Yr 467.90 Open L-7 861.27 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 16399.66 >4 Yr <= 5 Yr 1219.95 91-180 Days L-8 1684.57 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 2574.42 >4 Yr <= 5 Yr 241.30 30-90 Days L-9 262.33 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 No 11511.10 >4 Yr <= 5 Yr 694.27 <30 Days LC-1 1816.72 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 10564.73 >4 Yr <= 5 Yr 171.87 <30 Days LC-2 1758.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 2266.55 >4 Yr <= 5 Yr 99.07 Open N-1 85.98 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 12791.74 >4 Yr <= 5 Yr 1231.14 Open N-2 1933.97 No Finance