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 No 7954.03 121 - 150 Days 1008.51 Open A-3-Q 1348.89 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 Yes 3549.23 121 - 150 Days 508.87 30-90 Days A-4-Q 218.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9728.20 121 - 150 Days 276.49 30-90 Days A-5-Q 1616.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2945.03 121 - 150 Days 189.94 91-180 Days CB-1-Q 382.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9065.29 121 - 150 Days 1033.41 30-90 Days CB-2-Q 800.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4972.26 121 - 150 Days 146.46 91-180 Days S-1-Q 545.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16304.46 121 - 150 Days 560.76 91-180 Days S-2-Q 1968.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3330.11 121 - 150 Days 25.79 <30 Days S-3-Q 408.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9315.68 121 - 150 Days 413.15 Open S-4-Q 378.04 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 15679.58 121 - 150 Days 1430.43 <30 Days CB-3-Q 2989.06 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 12600.64 121 - 150 Days 440.59 30-90 Days G-1-Q 431.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16043.00 121 - 150 Days 665.62 Open G-2-Q 730.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2129.26 121 - 150 Days 285.71 Open G-3-Q 315.21 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 Yes 2181.20 121 - 150 Days 140.54 91-180 Days S-5-Q 256.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 20.70 121 - 150 Days 1.52 <30 Days S-6-Q 0.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 8705.95 121 - 150 Days 93.21 <30 Days S-7-Q 1523.85 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 13367.98 121 - 150 Days 420.09 91-180 Days E-1-Q 2221.62 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 16742.66 121 - 150 Days 1274.24 <30 Days E-2-Q 527.84 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 No 2857.30 121 - 150 Days 392.21 Open IG-1-Q 77.13 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 3981.56 121 - 150 Days 237.89 <30 Days IG-2-Q 706.41 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 1370.47 121 - 150 Days 116.18 Open C-1 149.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 743.43 121 - 150 Days 12.90 <30 Days CB-4 123.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4376.08 121 - 150 Days 275.92 Open E-10 657.79 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 15797.58 121 - 150 Days 338.90 30-90 Days E-3 552.69 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 12861.97 121 - 150 Days 1603.14 <30 Days E-4 2007.98 Yes Liberty Wealth Management LLC Finance