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 978.04 75 - 82 Days 120.47 Open A-4 124.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7804.42 75 - 82 Days 1096.13 <30 Days A-5 873.79 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 15596.94 75 - 82 Days 2248.20 91-180 Days CB-1 797.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3568.48 75 - 82 Days 487.37 30-90 Days CB-2 278.36 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 No 5889.21 75 - 82 Days 79.04 <30 Days CB-3 791.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13373.62 75 - 82 Days 965.62 Open E-1 1099.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16323.99 75 - 82 Days 1744.06 <30 Days E-2 1950.84 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 854.70 75 - 82 Days 31.95 30-90 Days G-1 40.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3990.55 75 - 82 Days 95.70 30-90 Days G-2 260.55 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 7715.30 75 - 82 Days 441.61 30-90 Days G-3 451.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13655.30 75 - 82 Days 961.21 30-90 Days IG-1 1439.79 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1841.19 75 - 82 Days 193.80 <30 Days IG-2 107.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13434.62 75 - 82 Days 1538.56 91-180 Days S-1 1272.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10878.03 75 - 82 Days 1398.78 30-90 Days S-2 575.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9743.54 75 - 82 Days 4.12 Open S-3 1506.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 12161.36 75 - 82 Days 1457.87 30-90 Days S-4 71.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15533.97 75 - 82 Days 1918.47 30-90 Days S-5 2349.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1275.73 75 - 82 Days 133.90 30-90 Days S-6 218.00 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16207.18 75 - 82 Days 708.55 Open S-7 1531.74 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 16874.34 83 - 90 Days 1266.79 30-90 Days A-0-Q 418.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2656.00 83 - 90 Days 17.36 30-90 Days A-1-Q 111.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14866.42 83 - 90 Days 1348.08 91-180 Days A-2-Q 141.05 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 No 3656.31 83 - 90 Days 382.53 <30 Days A-3-Q 120.78 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2250.55 83 - 90 Days 27.75 30-90 Days A-4-Q 297.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11353.30 83 - 90 Days 152.82 <30 Days A-5-Q 710.74 No Legal