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 5678.52 >2 Yr <= 3 Yr 257.59 <30 Days N-6 167.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2866.72 >2 Yr <= 3 Yr 105.55 <30 Days N-7 27.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10264.57 >2 Yr <= 3 Yr 1319.38 Open P-1 1766.21 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 Yes 15449.92 >2 Yr <= 3 Yr 282.84 Open P-2 1257.33 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 Yes 15713.52 >2 Yr <= 3 Yr 1827.92 Open S-8 247.08 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 13885.16 >2 Yr <= 3 Yr 1701.92 30-90 Days Y-1 1905.65 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 1945.45 >2 Yr <= 3 Yr 177.12 <30 Days Y-2 86.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16481.19 >2 Yr <= 3 Yr 960.96 <30 Days Y-3 1204.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1171.18 >2 Yr <= 3 Yr 7.03 30-90 Days Y-4 142.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9775.15 >2 Yr <= 3 Yr 371.35 91-180 Days Z-1 1751.47 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 2260.17 >2 Yr <= 3 Yr 3.14 <30 Days A-2 446.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11206.87 >2 Yr <= 3 Yr 94.27 Open A-3 704.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7247.00 >2 Yr <= 3 Yr 864.18 91-180 Days A-4 245.86 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 10994.61 >2 Yr <= 3 Yr 925.66 30-90 Days A-5 235.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10384.11 >2 Yr <= 3 Yr 1326.94 91-180 Days CB-1 1132.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5076.67 >2 Yr <= 3 Yr 368.40 Open CB-2 129.40 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 6398.43 >2 Yr <= 3 Yr 88.31 30-90 Days CB-3 1237.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15652.54 >2 Yr <= 3 Yr 864.86 Open E-1 1680.06 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 5239.15 >2 Yr <= 3 Yr 504.55 91-180 Days E-2 340.93 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 16928.76 >2 Yr <= 3 Yr 1888.31 91-180 Days G-1 3209.03 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 9567.69 >2 Yr <= 3 Yr 722.51 <30 Days G-2 665.82 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 13423.60 >2 Yr <= 3 Yr 1775.55 <30 Days G-3 89.34 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 4971.05 >2 Yr <= 3 Yr 27.89 <30 Days IG-1 620.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 13806.73 >2 Yr <= 3 Yr 1336.62 Open IG-2 1320.04 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 225.49 >2 Yr <= 3 Yr 20.68 30-90 Days S-1 44.55 No Legal