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 6612.91 >= 1 Yr <= 2 Yr 825.36 <30 Days IG-2-Q 406.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6903.92 >= 1 Yr <= 2 Yr 922.77 Open C-1 702.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4225.83 >= 1 Yr <= 2 Yr 547.12 Open CB-4 259.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15757.88 >= 1 Yr <= 2 Yr 503.13 91-180 Days E-10 1702.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13115.79 >= 1 Yr <= 2 Yr 136.12 <30 Days E-3 1927.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16895.80 >= 1 Yr <= 2 Yr 548.10 30-90 Days E-4 1274.97 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 Yes 15111.33 >= 1 Yr <= 2 Yr 631.20 Open E-5 245.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16720.58 >= 1 Yr <= 2 Yr 1802.58 30-90 Days E-6 2635.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7110.01 >= 1 Yr <= 2 Yr 164.93 <30 Days E-7 984.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5595.09 >= 1 Yr <= 2 Yr 403.24 Open E-8 58.40 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 Yes 2970.48 >= 1 Yr <= 2 Yr 19.93 91-180 Days E-9 572.45 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 13134.92 >= 1 Yr <= 2 Yr 369.57 91-180 Days G-4 412.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15093.93 >= 1 Yr <= 2 Yr 2215.84 30-90 Days IG-3 882.20 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 3108.28 >= 1 Yr <= 2 Yr 3.71 <30 Days IG-4 206.33 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 231.52 >= 1 Yr <= 2 Yr 8.70 91-180 Days IG-5 12.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 211.47 >= 1 Yr <= 2 Yr 30.87 <30 Days IG-6 11.61 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10303.96 >= 1 Yr <= 2 Yr 1338.98 Open IG-7 259.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1238.08 >= 1 Yr <= 2 Yr 183.18 91-180 Days IG-8 232.52 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 9936.37 >= 1 Yr <= 2 Yr 138.44 91-180 Days L-1 1765.64 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 7924.66 >= 1 Yr <= 2 Yr 152.99 91-180 Days L-10 512.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 529.82 >= 1 Yr <= 2 Yr 41.57 91-180 Days L-11 65.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5319.94 >= 1 Yr <= 2 Yr 716.94 <30 Days L-2 354.80 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 2348.07 >= 1 Yr <= 2 Yr 80.19 91-180 Days L-3 119.24 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 No 3697.48 >= 1 Yr <= 2 Yr 292.77 91-180 Days L-4 489.51 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 9321.96 >= 1 Yr <= 2 Yr 656.22 <30 Days L-5 1689.44 Yes Liberty Mortgage Services Corp. Legal