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 6132.70 68 - 74 Days 845.10 Open S-2-Q 504.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 8663.01 68 - 74 Days 886.36 30-90 Days S-3-Q 621.68 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 No 5721.90 68 - 74 Days 175.48 91-180 Days S-4-Q 106.53 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 Yes 15080.37 68 - 74 Days 2014.41 <30 Days CB-3-Q 1387.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9509.87 68 - 74 Days 1245.30 30-90 Days G-1-Q 884.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5054.84 68 - 74 Days 201.49 30-90 Days G-2-Q 954.90 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8247.14 68 - 74 Days 1200.15 30-90 Days G-3-Q 1036.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 952.13 68 - 74 Days 62.13 <30 Days S-5-Q 74.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16296.92 68 - 74 Days 2256.21 91-180 Days S-6-Q 256.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 705.76 68 - 74 Days 22.11 91-180 Days S-7-Q 17.24 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 11967.64 68 - 74 Days 1472.75 91-180 Days E-1-Q 1479.94 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3102.41 68 - 74 Days 282.33 Open E-2-Q 216.54 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 11415.89 68 - 74 Days 1128.63 Open IG-1-Q 1391.15 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5899.00 68 - 74 Days 877.63 <30 Days IG-2-Q 142.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12444.65 68 - 74 Days 492.81 30-90 Days C-1 2031.53 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 12631.94 68 - 74 Days 249.90 <30 Days CB-4 2132.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 867.77 68 - 74 Days 35.35 <30 Days E-10 28.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1404.22 68 - 74 Days 176.71 Open E-3 79.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10244.08 68 - 74 Days 168.61 Open E-4 579.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9110.86 68 - 74 Days 267.28 30-90 Days E-5 1067.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14047.44 68 - 74 Days 1709.81 91-180 Days E-6 212.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3869.88 68 - 74 Days 537.19 30-90 Days E-7 84.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13180.12 68 - 74 Days 1474.06 Open E-8 1408.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13357.03 68 - 74 Days 901.79 91-180 Days E-9 1872.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 8059.23 68 - 74 Days 120.56 30-90 Days G-4 799.24 Yes Liberty Mortgage Services Corp. Finance