Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.14: Total Collateral Required Due to a 2 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.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14830.36 Day 57 2209.34 30-90 Days E-6 2168.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2335.90 Day 57 323.98 91-180 Days E-7 382.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 805.11 Day 57 22.20 30-90 Days E-8 80.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12505.50 Day 57 1579.00 <30 Days E-9 1554.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13578.29 Day 57 1095.91 30-90 Days G-4 143.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13706.04 Day 57 1529.59 30-90 Days IG-3 2309.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7816.23 Day 57 384.65 Open IG-4 517.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10949.13 Day 57 715.26 Open IG-5 2061.14 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16922.05 Day 57 1406.96 30-90 Days IG-6 520.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5007.96 Day 57 113.04 <30 Days IG-7 667.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2775.73 Day 57 192.71 30-90 Days IG-8 429.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2364.97 Day 57 179.59 30-90 Days L-1 30.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13265.72 Day 57 1933.27 Open L-10 362.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2709.67 Day 57 285.65 30-90 Days L-11 414.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14288.33 Day 57 255.35 <30 Days L-2 2794.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9180.64 Day 57 496.38 Open L-3 876.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1640.69 Day 57 27.96 Open L-4 234.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 722.12 Day 57 76.85 91-180 Days L-5 29.47 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10231.02 Day 57 383.32 30-90 Days L-6 1131.08 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8256.95 Day 57 145.10 <30 Days L-7 243.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7416.39 Day 57 447.44 91-180 Days L-8 294.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 72.69 Day 57 0.76 91-180 Days L-9 13.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7389.19 Day 57 210.79 Open LC-1 654.45 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8774.54 Day 57 729.47 30-90 Days LC-2 532.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2264.02 Day 57 200.49 <30 Days N-1 377.46 No Operations