Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.15: Total Collateral Required Due to a 3 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.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8231.14 Day 10 482.59 Open S-6 188.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11335.29 Day 10 510.17 <30 Days S-7 283.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1920.46 Day 11 0.92 30-90 Days A-0-Q 17.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16946.51 Day 11 240.28 30-90 Days A-1-Q 3107.49 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9647.59 Day 11 1208.35 <30 Days A-2-Q 405.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1378.12 Day 11 131.66 <30 Days A-3-Q 237.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1888.25 Day 11 166.37 Open A-4-Q 269.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13945.38 Day 11 1322.08 Open A-5-Q 360.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6005.72 Day 11 30.55 Open CB-1-Q 650.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 825.07 Day 11 87.41 Open CB-2-Q 22.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2152.78 Day 11 160.68 30-90 Days S-1-Q 346.66 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 26.86 Day 11 3.49 Open S-2-Q 4.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14787.83 Day 11 1015.80 30-90 Days S-3-Q 1714.14 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6140.80 Day 11 79.99 91-180 Days S-4-Q 360.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3775.93 Day 11 82.95 <30 Days CB-3-Q 633.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 482.16 Day 11 40.58 <30 Days G-1-Q 50.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9366.40 Day 11 75.06 30-90 Days G-2-Q 1073.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7131.44 Day 11 1059.80 30-90 Days G-3-Q 1186.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14907.22 Day 11 1377.20 30-90 Days S-5-Q 62.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7273.32 Day 11 674.51 91-180 Days S-6-Q 1393.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16464.05 Day 11 2084.98 30-90 Days S-7-Q 477.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12573.45 Day 11 1566.92 91-180 Days E-1-Q 1852.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 684.19 Day 11 22.58 91-180 Days E-2-Q 90.50 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13523.90 Day 11 229.07 Open IG-1-Q 376.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6516.31 Day 11 335.74 Open IG-2-Q 807.32 Yes Liberty Mortgage Services Corp. Treasury