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 9033.37 >3 Yr <= 4 Yr 630.98 <30 Days L-3 5.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1402.98 >3 Yr <= 4 Yr 31.75 Open L-4 139.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2741.60 >3 Yr <= 4 Yr 365.33 <30 Days L-5 16.49 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 5348.37 >3 Yr <= 4 Yr 671.53 Open L-6 245.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13606.33 >3 Yr <= 4 Yr 1671.27 30-90 Days L-7 2567.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7529.31 >3 Yr <= 4 Yr 238.34 30-90 Days L-8 89.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11852.14 >3 Yr <= 4 Yr 1608.25 <30 Days L-9 229.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2961.09 >3 Yr <= 4 Yr 337.25 Open LC-1 495.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2876.52 >3 Yr <= 4 Yr 397.53 Open LC-2 280.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10417.83 >3 Yr <= 4 Yr 1276.51 <30 Days N-1 1379.45 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 13218.03 >3 Yr <= 4 Yr 756.92 <30 Days N-2 759.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16804.96 >3 Yr <= 4 Yr 68.30 Open N-3 1083.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6982.54 >3 Yr <= 4 Yr 65.34 <30 Days N-4 371.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16902.12 >3 Yr <= 4 Yr 2433.54 30-90 Days N-5 1077.16 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 9499.44 >3 Yr <= 4 Yr 435.61 <30 Days N-6 566.01 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 2942.49 >3 Yr <= 4 Yr 16.78 Open N-7 506.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2433.81 >3 Yr <= 4 Yr 13.27 30-90 Days P-1 208.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2535.37 >3 Yr <= 4 Yr 150.64 Open P-2 189.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12364.92 >3 Yr <= 4 Yr 546.01 Open S-8 1540.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14845.75 >3 Yr <= 4 Yr 1903.55 91-180 Days Y-1 2926.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1635.52 >3 Yr <= 4 Yr 33.04 91-180 Days Y-2 119.16 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 16688.75 >3 Yr <= 4 Yr 1490.91 Open Y-3 1295.50 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 8323.88 >3 Yr <= 4 Yr 808.85 Open Y-4 1094.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8674.24 >3 Yr <= 4 Yr 303.86 <30 Days Z-1 98.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2092.47 >3 Yr <= 4 Yr 153.55 Open A-2 156.99 Yes Liberty National Bank Legal