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 Yes 7214.63 83 - 90 Days 841.32 30-90 Days IG-2 860.61 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 No 8692.34 83 - 90 Days 1052.28 Open S-1 1057.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6287.54 83 - 90 Days 788.60 <30 Days S-2 775.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4116.22 83 - 90 Days 291.76 <30 Days S-3 799.78 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 15063.65 83 - 90 Days 980.06 <30 Days S-4 514.01 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5054.16 83 - 90 Days 543.32 <30 Days S-5 929.75 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 Yes 8154.06 83 - 90 Days 700.94 91-180 Days S-6 764.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2267.99 83 - 90 Days 10.50 Open S-7 103.03 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 5396.22 91 - 120 Days 628.59 Open A-0-Q 633.85 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 13049.14 91 - 120 Days 930.07 Open A-1-Q 503.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8946.07 91 - 120 Days 1184.14 <30 Days A-2-Q 1223.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12545.60 91 - 120 Days 1290.15 <30 Days A-3-Q 906.24 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 6977.38 91 - 120 Days 739.31 30-90 Days A-4-Q 1061.53 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 No 4691.25 91 - 120 Days 329.79 30-90 Days A-5-Q 335.40 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 13951.81 91 - 120 Days 152.98 Open CB-1-Q 1786.56 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 7482.23 91 - 120 Days 568.04 30-90 Days CB-2-Q 167.07 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 3974.27 91 - 120 Days 382.04 Open S-1-Q 609.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7664.51 91 - 120 Days 479.45 91-180 Days S-2-Q 1157.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5997.02 91 - 120 Days 281.38 <30 Days S-3-Q 35.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2713.81 91 - 120 Days 32.21 91-180 Days S-4-Q 76.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10950.80 91 - 120 Days 308.06 Open CB-3-Q 145.21 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 2651.94 91 - 120 Days 270.11 91-180 Days G-1-Q 147.36 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 No 8739.75 91 - 120 Days 202.07 <30 Days G-2-Q 675.06 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 2609.89 91 - 120 Days 258.40 Open G-3-Q 274.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 3136.55 91 - 120 Days 403.63 Open S-5-Q 555.97 Yes Liberty Capital Markets Inc. Risk Management