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 13510.76 151 - 179 Days 1290.11 <30 Days Y-2 229.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 12201.17 151 - 179 Days 757.81 Open Y-3 1498.50 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 11726.77 151 - 179 Days 45.84 <30 Days Y-4 868.79 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 10288.78 151 - 179 Days 216.72 <30 Days Z-1 1913.13 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 No 8018.63 151 - 179 Days 219.60 30-90 Days A-2 837.01 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 4638.21 151 - 179 Days 591.69 30-90 Days A-3 87.44 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 2739.46 151 - 179 Days 192.72 30-90 Days A-4 535.87 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 13851.56 151 - 179 Days 483.10 91-180 Days A-5 1868.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4941.60 151 - 179 Days 277.12 Open CB-1 153.36 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 178.44 151 - 179 Days 12.85 91-180 Days CB-2 28.38 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 547.62 151 - 179 Days 9.94 91-180 Days CB-3 41.26 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 3956.69 151 - 179 Days 114.59 Open E-1 308.97 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 Yes 14784.98 151 - 179 Days 2018.37 <30 Days E-2 280.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8939.24 151 - 179 Days 161.74 91-180 Days G-1 794.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2280.86 151 - 179 Days 228.51 Open G-2 51.57 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 8303.49 151 - 179 Days 691.33 91-180 Days G-3 734.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11959.21 151 - 179 Days 918.61 Open IG-1 1454.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11690.84 151 - 179 Days 744.03 91-180 Days IG-2 2281.41 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 1605.94 151 - 179 Days 48.85 <30 Days S-1 136.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1464.34 151 - 179 Days 190.52 91-180 Days S-2 221.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13624.46 151 - 179 Days 1561.87 91-180 Days S-3 1546.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3597.29 151 - 179 Days 134.81 30-90 Days S-4 101.83 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 7134.17 151 - 179 Days 968.76 30-90 Days S-5 257.24 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 5072.15 151 - 179 Days 468.12 91-180 Days S-6 297.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5296.68 151 - 179 Days 705.38 Open S-7 408.75 No Operations