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 2499.35 >2 Yr <= 3 Yr 199.81 Open S-2 215.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14292.48 >2 Yr <= 3 Yr 1905.25 30-90 Days S-3 1337.86 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 16717.96 >2 Yr <= 3 Yr 1445.48 Open S-4 473.37 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 No 15679.51 >2 Yr <= 3 Yr 1160.94 <30 Days S-5 1926.57 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 6576.74 >2 Yr <= 3 Yr 251.07 <30 Days S-6 898.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5877.79 >2 Yr <= 3 Yr 830.89 Open S-7 709.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7658.56 >3 Yr <= 4 Yr 670.77 Open A-0-Q 93.35 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 14756.66 >3 Yr <= 4 Yr 665.80 Open A-1-Q 2759.31 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 5631.45 >3 Yr <= 4 Yr 364.31 <30 Days A-2-Q 1014.78 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 7931.80 >3 Yr <= 4 Yr 1130.92 <30 Days A-3-Q 413.04 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 10051.56 >3 Yr <= 4 Yr 890.59 Open A-4-Q 1621.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15668.06 >3 Yr <= 4 Yr 489.74 91-180 Days A-5-Q 1576.39 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 13719.75 >3 Yr <= 4 Yr 1012.55 Open CB-1-Q 2551.49 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 No 7254.72 >3 Yr <= 4 Yr 204.37 <30 Days CB-2-Q 1112.96 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 5538.52 >3 Yr <= 4 Yr 577.76 Open S-1-Q 1055.67 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 6684.68 >3 Yr <= 4 Yr 545.20 30-90 Days S-2-Q 654.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2748.40 >3 Yr <= 4 Yr 292.59 91-180 Days S-3-Q 253.37 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 11536.66 >3 Yr <= 4 Yr 740.02 Open S-4-Q 1553.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6913.50 >3 Yr <= 4 Yr 563.77 <30 Days CB-3-Q 1154.38 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 1938.89 >3 Yr <= 4 Yr 111.69 30-90 Days G-1-Q 45.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 7267.09 >3 Yr <= 4 Yr 718.51 <30 Days G-2-Q 113.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6515.38 >3 Yr <= 4 Yr 220.77 91-180 Days G-3-Q 5.19 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 7623.19 >3 Yr <= 4 Yr 917.14 <30 Days S-5-Q 968.07 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 12547.73 >3 Yr <= 4 Yr 1201.24 Open S-6-Q 1355.71 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 639.91 >3 Yr <= 4 Yr 17.89 30-90 Days S-7-Q 19.38 No Finance