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 16872.17 >4 Yr <= 5 Yr 1196.71 30-90 Days N-3 2782.47 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 No 7325.09 >4 Yr <= 5 Yr 923.99 91-180 Days N-4 934.48 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 7771.71 >4 Yr <= 5 Yr 234.01 30-90 Days N-5 763.19 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 Yes 8627.10 >4 Yr <= 5 Yr 368.33 Open N-6 133.72 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 4662.99 >4 Yr <= 5 Yr 183.18 Open N-7 507.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10666.10 >4 Yr <= 5 Yr 1065.35 91-180 Days P-1 1349.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3255.30 >4 Yr <= 5 Yr 400.06 91-180 Days P-2 624.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4457.50 >4 Yr <= 5 Yr 72.02 <30 Days S-8 104.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5702.58 >4 Yr <= 5 Yr 96.43 30-90 Days Y-1 17.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 13386.47 >4 Yr <= 5 Yr 758.21 Open Y-2 1074.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9407.66 >4 Yr <= 5 Yr 69.51 30-90 Days Y-3 380.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 11444.16 >4 Yr <= 5 Yr 1467.45 Open Y-4 947.81 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 3656.83 >4 Yr <= 5 Yr 4.39 <30 Days Z-1 232.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 7284.81 >4 Yr <= 5 Yr 451.23 <30 Days A-2 132.96 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 16388.55 >4 Yr <= 5 Yr 1298.46 30-90 Days A-3 290.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14753.82 >4 Yr <= 5 Yr 1773.11 <30 Days A-4 1392.42 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 11303.92 >4 Yr <= 5 Yr 353.17 Open A-5 2106.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 10817.81 >4 Yr <= 5 Yr 1595.16 <30 Days CB-1 1717.79 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 8328.94 >4 Yr <= 5 Yr 372.55 Open CB-2 1005.66 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 2833.49 >4 Yr <= 5 Yr 157.16 91-180 Days CB-3 486.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12667.69 >4 Yr <= 5 Yr 659.88 91-180 Days E-1 1732.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 8680.83 >4 Yr <= 5 Yr 1039.46 <30 Days E-2 1390.26 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 13389.05 >4 Yr <= 5 Yr 655.59 30-90 Days G-1 325.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 15211.00 >4 Yr <= 5 Yr 1425.12 <30 Days G-2 2036.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16761.28 >4 Yr <= 5 Yr 1391.36 <30 Days G-3 147.01 Yes Liberty National Bank Risk Management