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 12324.46 271 - 364 Days 1212.23 91-180 Days S-5 1921.44 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 9621.10 271 - 364 Days 611.89 Open S-6 1357.42 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 Yes 3460.28 271 - 364 Days 329.97 <30 Days S-7 315.04 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1698.35 >= 1 Yr <= 2 Yr 157.23 Open A-0-Q 56.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12635.78 >= 1 Yr <= 2 Yr 1457.44 30-90 Days A-1-Q 539.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8865.10 >= 1 Yr <= 2 Yr 1222.49 30-90 Days A-2-Q 626.39 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 135.60 >= 1 Yr <= 2 Yr 18.19 <30 Days A-3-Q 21.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2726.34 >= 1 Yr <= 2 Yr 298.64 <30 Days A-4-Q 537.51 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 Yes 15616.19 >= 1 Yr <= 2 Yr 366.75 <30 Days A-5-Q 2912.57 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 12402.03 >= 1 Yr <= 2 Yr 1725.09 91-180 Days CB-1-Q 35.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4394.86 >= 1 Yr <= 2 Yr 506.16 <30 Days CB-2-Q 369.21 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8494.55 >= 1 Yr <= 2 Yr 629.42 <30 Days S-1-Q 1295.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4122.65 >= 1 Yr <= 2 Yr 397.48 <30 Days S-2-Q 699.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12476.39 >= 1 Yr <= 2 Yr 1833.94 30-90 Days S-3-Q 2298.61 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 1673.57 >= 1 Yr <= 2 Yr 120.61 91-180 Days S-4-Q 9.91 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16860.73 >= 1 Yr <= 2 Yr 1184.02 <30 Days CB-3-Q 167.62 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 14159.64 >= 1 Yr <= 2 Yr 1195.09 <30 Days G-1-Q 1845.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7111.62 >= 1 Yr <= 2 Yr 283.92 91-180 Days G-2-Q 175.00 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 1537.45 >= 1 Yr <= 2 Yr 98.47 30-90 Days G-3-Q 232.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16982.27 >= 1 Yr <= 2 Yr 1821.83 91-180 Days S-5-Q 1466.28 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 405.90 >= 1 Yr <= 2 Yr 8.02 <30 Days S-6-Q 39.44 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 Yes 6001.38 >= 1 Yr <= 2 Yr 76.29 91-180 Days S-7-Q 308.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13051.80 >= 1 Yr <= 2 Yr 54.04 Open E-1-Q 2307.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 984.25 >= 1 Yr <= 2 Yr 136.99 30-90 Days E-2-Q 2.12 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 1733.45 >= 1 Yr <= 2 Yr 245.73 <30 Days IG-1-Q 63.45 Yes Liberty Mortgage Services Corp. Risk Management