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 12811.68 271 - 364 Days 928.22 91-180 Days S-5 2490.84 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 14777.15 271 - 364 Days 632.21 30-90 Days S-6 772.37 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 No 13621.45 271 - 364 Days 1635.48 30-90 Days S-7 2346.38 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 11014.99 >= 1 Yr <= 2 Yr 1190.92 Open A-0-Q 1591.21 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 9796.83 >= 1 Yr <= 2 Yr 84.88 91-180 Days A-1-Q 212.57 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 860.34 >= 1 Yr <= 2 Yr 38.52 91-180 Days A-2-Q 171.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7471.24 >= 1 Yr <= 2 Yr 444.48 <30 Days A-3-Q 1160.60 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 No 6655.80 >= 1 Yr <= 2 Yr 149.25 30-90 Days A-4-Q 508.53 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 8542.31 >= 1 Yr <= 2 Yr 462.26 30-90 Days A-5-Q 1640.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7408.44 >= 1 Yr <= 2 Yr 38.16 Open CB-1-Q 491.29 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 623.51 >= 1 Yr <= 2 Yr 38.54 Open CB-2-Q 114.52 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 9228.05 >= 1 Yr <= 2 Yr 389.66 91-180 Days S-1-Q 1268.85 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 10475.64 >= 1 Yr <= 2 Yr 50.26 Open S-2-Q 939.40 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 6571.63 >= 1 Yr <= 2 Yr 131.47 30-90 Days S-3-Q 248.06 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 1358.22 >= 1 Yr <= 2 Yr 52.60 <30 Days S-4-Q 58.03 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 12592.88 >= 1 Yr <= 2 Yr 226.78 <30 Days CB-3-Q 890.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2139.03 >= 1 Yr <= 2 Yr 140.68 30-90 Days G-1-Q 5.68 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 8990.77 >= 1 Yr <= 2 Yr 831.00 Open G-2-Q 1483.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3000.35 >= 1 Yr <= 2 Yr 189.58 Open G-3-Q 340.40 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 No 3396.47 >= 1 Yr <= 2 Yr 374.14 Open S-5-Q 9.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3702.51 >= 1 Yr <= 2 Yr 518.07 30-90 Days S-6-Q 102.24 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 No 1262.09 >= 1 Yr <= 2 Yr 121.89 <30 Days S-7-Q 73.54 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 8140.68 >= 1 Yr <= 2 Yr 261.31 30-90 Days E-1-Q 1162.60 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 No 6542.49 >= 1 Yr <= 2 Yr 192.89 30-90 Days E-2-Q 854.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10294.07 >= 1 Yr <= 2 Yr 177.74 30-90 Days IG-1-Q 114.36 No Legal