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 9298.80 Day 43 843.98 Open E-1 230.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9679.43 Day 43 983.88 Open E-2 1292.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3467.76 Day 43 60.99 91-180 Days G-1 688.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 969.72 Day 43 70.42 30-90 Days G-2 71.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6955.33 Day 43 717.31 30-90 Days G-3 1292.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7055.49 Day 43 397.84 Open IG-1 1123.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5740.18 Day 43 296.79 91-180 Days IG-2 783.69 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 1059.48 Day 43 154.30 91-180 Days S-1 65.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5395.28 Day 43 676.86 Open S-2 791.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16983.28 Day 43 2436.63 91-180 Days S-3 3350.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5786.52 Day 43 691.53 30-90 Days S-4 488.50 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 No 16281.37 Day 43 1627.78 30-90 Days S-5 2453.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9740.25 Day 43 1223.74 30-90 Days S-6 1718.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 17044.07 Day 43 1011.08 <30 Days S-7 2110.54 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 7918.49 Day 44 589.83 Open A-0-Q 1541.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14459.36 Day 44 1608.75 <30 Days A-1-Q 2159.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 14930.23 Day 44 173.62 <30 Days A-2-Q 2410.65 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 No 15902.46 Day 44 1642.83 30-90 Days A-3-Q 2541.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7046.59 Day 44 579.24 <30 Days A-4-Q 834.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11779.58 Day 44 501.96 Open A-5-Q 75.77 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5462.76 Day 44 500.78 <30 Days CB-1-Q 134.91 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7354.85 Day 44 670.87 Open CB-2-Q 586.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1288.14 Day 44 101.92 30-90 Days S-1-Q 215.50 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 No 5064.91 Day 44 402.44 Open S-2-Q 729.81 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 No 11477.64 Day 44 596.38 30-90 Days S-3-Q 1396.43 Yes Liberty Mortgage Services Corp. Legal