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 11450.38 >= 1 Yr <= 2 Yr 1574.23 91-180 Days CB-1 2053.08 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 Yes 16776.42 >= 1 Yr <= 2 Yr 1687.15 Open CB-2 2177.16 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 13702.60 >= 1 Yr <= 2 Yr 1475.20 Open CB-3 1708.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4898.43 >= 1 Yr <= 2 Yr 38.03 <30 Days E-1 834.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15189.83 >= 1 Yr <= 2 Yr 2238.51 <30 Days E-2 1287.81 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 1258.33 >= 1 Yr <= 2 Yr 83.50 <30 Days G-1 91.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5652.64 >= 1 Yr <= 2 Yr 415.03 Open G-2 632.23 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 14142.38 >= 1 Yr <= 2 Yr 2030.16 30-90 Days G-3 505.34 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 12637.84 >= 1 Yr <= 2 Yr 267.61 30-90 Days IG-1 1355.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10754.71 >= 1 Yr <= 2 Yr 822.35 30-90 Days IG-2 1218.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16623.52 >= 1 Yr <= 2 Yr 1555.52 Open S-1 1725.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16516.54 >= 1 Yr <= 2 Yr 1562.09 30-90 Days S-2 3080.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2970.68 >= 1 Yr <= 2 Yr 371.42 <30 Days S-3 437.43 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 13076.72 >= 1 Yr <= 2 Yr 834.91 <30 Days S-4 1789.27 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 1713.68 >= 1 Yr <= 2 Yr 51.63 30-90 Days S-5 6.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 9597.88 >= 1 Yr <= 2 Yr 360.85 91-180 Days S-6 1252.38 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 514.31 >= 1 Yr <= 2 Yr 16.26 91-180 Days S-7 46.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9033.73 >2 Yr <= 3 Yr 1289.68 <30 Days A-0-Q 693.04 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 Yes 13930.74 >2 Yr <= 3 Yr 1730.55 Open A-1-Q 891.61 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16892.99 >2 Yr <= 3 Yr 759.41 30-90 Days A-2-Q 78.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6230.94 >2 Yr <= 3 Yr 812.12 91-180 Days A-3-Q 762.10 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 11226.17 >2 Yr <= 3 Yr 10.37 <30 Days A-4-Q 1935.07 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 14134.25 >2 Yr <= 3 Yr 1818.39 91-180 Days A-5-Q 1018.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8415.94 >2 Yr <= 3 Yr 432.78 Open CB-1-Q 1655.32 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 14459.22 >2 Yr <= 3 Yr 1228.57 30-90 Days CB-2-Q 1940.12 Yes Liberty Mortgage Services Corp. Legal