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 12197.32 >2 Yr <= 3 Yr 1314.49 <30 Days G-4 1460.20 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 3450.36 >2 Yr <= 3 Yr 199.78 30-90 Days IG-3 580.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9885.95 >2 Yr <= 3 Yr 804.92 91-180 Days IG-4 1851.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14200.45 >2 Yr <= 3 Yr 1898.53 Open IG-5 2427.87 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 Yes 1591.35 >2 Yr <= 3 Yr 28.29 91-180 Days IG-6 102.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2173.72 >2 Yr <= 3 Yr 239.53 30-90 Days IG-7 420.44 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 3261.20 >2 Yr <= 3 Yr 354.18 91-180 Days IG-8 458.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10249.65 >2 Yr <= 3 Yr 321.08 Open L-1 1761.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 12190.03 >2 Yr <= 3 Yr 1392.91 30-90 Days L-10 1461.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13299.55 >2 Yr <= 3 Yr 1948.62 Open L-11 1017.81 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 2610.45 >2 Yr <= 3 Yr 129.10 Open L-2 415.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4053.72 >2 Yr <= 3 Yr 77.90 <30 Days L-3 412.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7328.42 >2 Yr <= 3 Yr 472.76 Open L-4 80.81 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 16604.02 >2 Yr <= 3 Yr 2430.39 30-90 Days L-5 2861.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12645.45 >2 Yr <= 3 Yr 187.30 30-90 Days L-6 534.76 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 25.67 >2 Yr <= 3 Yr 1.70 Open L-7 3.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 912.29 >2 Yr <= 3 Yr 18.83 Open L-8 113.68 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 507.21 >2 Yr <= 3 Yr 61.69 Open L-9 57.85 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 13733.70 >2 Yr <= 3 Yr 1701.85 91-180 Days LC-1 1978.99 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 2673.78 >2 Yr <= 3 Yr 310.56 30-90 Days LC-2 184.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16071.43 >2 Yr <= 3 Yr 217.07 <30 Days N-1 1923.42 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 5261.25 >2 Yr <= 3 Yr 383.29 Open N-2 802.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4099.25 >2 Yr <= 3 Yr 380.74 <30 Days N-3 190.50 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 12163.84 >2 Yr <= 3 Yr 1170.35 <30 Days N-4 15.17 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 6608.68 >2 Yr <= 3 Yr 774.21 Open N-5 362.95 No Risk Management