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 4462.74 >= 1 Yr <= 2 Yr 310.29 30-90 Days L-6 356.82 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 16833.90 >= 1 Yr <= 2 Yr 1452.90 Open L-7 614.82 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 4811.73 >= 1 Yr <= 2 Yr 87.09 Open L-8 114.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1180.79 >= 1 Yr <= 2 Yr 18.93 <30 Days L-9 106.75 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 7878.43 >= 1 Yr <= 2 Yr 528.11 30-90 Days LC-1 295.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13144.10 >= 1 Yr <= 2 Yr 1268.41 30-90 Days LC-2 2284.33 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 4618.01 >= 1 Yr <= 2 Yr 653.23 91-180 Days N-1 507.67 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 12782.29 >= 1 Yr <= 2 Yr 638.78 30-90 Days N-2 1015.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1490.55 >= 1 Yr <= 2 Yr 188.13 <30 Days N-3 45.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11780.64 >= 1 Yr <= 2 Yr 1724.79 30-90 Days N-4 849.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14317.25 >= 1 Yr <= 2 Yr 332.74 Open N-5 1899.92 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 Yes 15376.09 >= 1 Yr <= 2 Yr 260.61 91-180 Days N-6 2443.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8736.65 >= 1 Yr <= 2 Yr 657.34 Open N-7 415.64 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 12365.60 >= 1 Yr <= 2 Yr 409.21 30-90 Days P-1 2117.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4407.97 >= 1 Yr <= 2 Yr 92.09 30-90 Days P-2 418.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 11907.96 >= 1 Yr <= 2 Yr 1008.00 Open S-8 1610.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9845.95 >= 1 Yr <= 2 Yr 577.57 Open Y-1 1360.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12023.40 >= 1 Yr <= 2 Yr 855.01 Open Y-2 2094.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7529.28 >= 1 Yr <= 2 Yr 78.40 Open Y-3 679.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2793.16 >= 1 Yr <= 2 Yr 337.19 91-180 Days Y-4 528.22 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 3408.60 >= 1 Yr <= 2 Yr 162.64 91-180 Days Z-1 365.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6819.82 >= 1 Yr <= 2 Yr 370.10 91-180 Days A-2 1206.40 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 3665.20 >= 1 Yr <= 2 Yr 386.77 <30 Days A-3 328.61 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 Yes 13097.56 >= 1 Yr <= 2 Yr 907.52 Open A-4 1920.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6243.71 >= 1 Yr <= 2 Yr 86.13 <30 Days A-5 421.44 Yes Liberty National Bank Legal