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 10622.79 >= 1 Yr <= 2 Yr 1455.39 Open CB-1 608.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16100.38 >= 1 Yr <= 2 Yr 1821.91 <30 Days CB-2 1279.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6245.66 >= 1 Yr <= 2 Yr 544.68 91-180 Days CB-3 990.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13952.04 >= 1 Yr <= 2 Yr 395.34 <30 Days E-1 871.42 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 6268.02 >= 1 Yr <= 2 Yr 406.95 30-90 Days E-2 1157.16 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 12234.25 >= 1 Yr <= 2 Yr 1111.29 Open G-1 559.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1119.81 >= 1 Yr <= 2 Yr 74.47 30-90 Days G-2 89.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11847.62 >= 1 Yr <= 2 Yr 1650.82 30-90 Days G-3 569.18 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 6730.72 >= 1 Yr <= 2 Yr 994.85 <30 Days IG-1 450.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2697.86 >= 1 Yr <= 2 Yr 120.30 30-90 Days IG-2 80.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4547.22 >= 1 Yr <= 2 Yr 433.50 <30 Days S-1 626.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6953.94 >= 1 Yr <= 2 Yr 142.06 91-180 Days S-2 1367.78 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 Yes 12926.00 >= 1 Yr <= 2 Yr 581.28 Open S-3 2277.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9906.65 >= 1 Yr <= 2 Yr 290.22 91-180 Days S-4 1175.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4431.99 >= 1 Yr <= 2 Yr 556.80 30-90 Days S-5 876.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7295.73 >= 1 Yr <= 2 Yr 527.86 <30 Days S-6 304.85 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 8891.66 >= 1 Yr <= 2 Yr 280.08 30-90 Days S-7 726.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7624.60 >2 Yr <= 3 Yr 142.76 <30 Days A-0-Q 843.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8240.48 >2 Yr <= 3 Yr 246.92 30-90 Days A-1-Q 552.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11533.08 >2 Yr <= 3 Yr 1624.77 30-90 Days A-2-Q 1079.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1929.09 >2 Yr <= 3 Yr 123.47 91-180 Days A-3-Q 20.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8769.77 >2 Yr <= 3 Yr 90.42 30-90 Days A-4-Q 903.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16712.59 >2 Yr <= 3 Yr 546.00 30-90 Days A-5-Q 1594.02 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 15304.73 >2 Yr <= 3 Yr 163.54 91-180 Days CB-1-Q 240.89 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 14337.52 >2 Yr <= 3 Yr 1210.27 91-180 Days CB-2-Q 1945.38 Yes Liberty Capital Markets Inc. Legal