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 674.46 >3 Yr <= 4 Yr 20.46 <30 Days A-3 89.37 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 4366.70 >3 Yr <= 4 Yr 423.56 30-90 Days A-4 615.84 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 13328.41 >3 Yr <= 4 Yr 1015.59 Open A-5 906.52 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 214.00 >3 Yr <= 4 Yr 2.33 30-90 Days CB-1 9.34 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 11067.10 >3 Yr <= 4 Yr 160.60 30-90 Days CB-2 2179.23 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 4691.96 >3 Yr <= 4 Yr 173.72 <30 Days CB-3 467.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8057.51 >3 Yr <= 4 Yr 1.49 Open E-1 1551.28 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 8196.73 >3 Yr <= 4 Yr 12.06 91-180 Days E-2 533.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3365.77 >3 Yr <= 4 Yr 63.28 91-180 Days G-1 443.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15524.08 >3 Yr <= 4 Yr 120.36 91-180 Days G-2 1608.35 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 4108.99 >3 Yr <= 4 Yr 528.90 91-180 Days G-3 678.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 11051.13 >3 Yr <= 4 Yr 1342.72 Open IG-1 249.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5297.68 >3 Yr <= 4 Yr 522.15 30-90 Days IG-2 174.40 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 6673.12 >3 Yr <= 4 Yr 294.16 Open S-1 600.00 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 Yes 16378.67 >3 Yr <= 4 Yr 1732.38 <30 Days S-2 1727.91 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 5944.11 >3 Yr <= 4 Yr 739.17 Open S-3 694.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8901.65 >3 Yr <= 4 Yr 493.30 91-180 Days S-4 165.91 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 119.22 >3 Yr <= 4 Yr 10.55 <30 Days S-5 8.08 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 7755.14 >3 Yr <= 4 Yr 429.23 <30 Days S-6 1071.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14808.90 >3 Yr <= 4 Yr 239.21 <30 Days S-7 411.54 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 Yes 6329.22 >4 Yr <= 5 Yr 735.37 Open A-0-Q 814.29 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 6926.87 >4 Yr <= 5 Yr 591.47 91-180 Days A-1-Q 411.13 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 8021.69 >4 Yr <= 5 Yr 66.50 Open A-2-Q 396.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4035.91 >4 Yr <= 5 Yr 133.95 91-180 Days A-3-Q 294.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 14510.97 >4 Yr <= 5 Yr 1998.33 91-180 Days A-4-Q 1154.04 Yes Liberty Wealth Management LLC Operations