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 1783.12 >3 Yr <= 4 Yr 138.45 91-180 Days E-1-Q 4.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16533.44 >3 Yr <= 4 Yr 1939.31 <30 Days E-2-Q 662.22 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 4998.83 >3 Yr <= 4 Yr 16.94 <30 Days IG-1-Q 195.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 17102.78 >3 Yr <= 4 Yr 2007.77 Open IG-2-Q 3160.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15880.38 >3 Yr <= 4 Yr 1006.07 Open C-1 264.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8150.75 >3 Yr <= 4 Yr 373.60 91-180 Days CB-4 524.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13510.30 >3 Yr <= 4 Yr 1058.78 Open E-10 486.68 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 12771.92 >3 Yr <= 4 Yr 29.93 <30 Days E-3 1633.53 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 7841.61 >3 Yr <= 4 Yr 437.36 91-180 Days E-4 214.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 14614.01 >3 Yr <= 4 Yr 1117.60 <30 Days E-5 2905.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6388.47 >3 Yr <= 4 Yr 637.43 Open E-6 1024.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11367.87 >3 Yr <= 4 Yr 1418.49 Open E-7 1284.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9256.71 >3 Yr <= 4 Yr 1102.13 30-90 Days E-8 165.42 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 9623.31 >3 Yr <= 4 Yr 1162.83 <30 Days E-9 1841.36 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 3756.17 >3 Yr <= 4 Yr 365.36 30-90 Days G-4 142.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8686.37 >3 Yr <= 4 Yr 608.90 Open IG-3 622.35 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 444.62 >3 Yr <= 4 Yr 54.81 30-90 Days IG-4 63.56 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 Yes 13129.11 >3 Yr <= 4 Yr 266.87 30-90 Days IG-5 2325.88 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 104.90 >3 Yr <= 4 Yr 12.93 30-90 Days IG-6 0.18 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 16077.10 >3 Yr <= 4 Yr 1330.76 <30 Days IG-7 2616.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 219.58 >3 Yr <= 4 Yr 5.22 30-90 Days IG-8 28.89 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 2906.00 >3 Yr <= 4 Yr 297.98 <30 Days L-1 499.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 269.74 >3 Yr <= 4 Yr 25.34 91-180 Days L-10 46.70 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 14471.75 >3 Yr <= 4 Yr 1010.65 91-180 Days L-11 2216.74 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 Yes 2558.38 >3 Yr <= 4 Yr 383.09 Open L-2 256.84 Yes Liberty Capital Markets Inc. Operations