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 7161.17 >4 Yr <= 5 Yr 75.32 30-90 Days E-7 197.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16753.95 >4 Yr <= 5 Yr 87.70 30-90 Days E-8 1879.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4248.22 >4 Yr <= 5 Yr 259.90 30-90 Days E-9 642.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 700.16 >4 Yr <= 5 Yr 40.83 <30 Days G-4 96.55 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 6085.52 >4 Yr <= 5 Yr 774.03 <30 Days IG-3 458.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11285.56 >4 Yr <= 5 Yr 18.23 30-90 Days IG-4 860.82 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 1391.71 >4 Yr <= 5 Yr 74.71 Open IG-5 220.94 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3287.04 >4 Yr <= 5 Yr 262.75 30-90 Days IG-6 600.52 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 Yes 11630.65 >4 Yr <= 5 Yr 110.84 91-180 Days IG-7 1569.98 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 9223.98 >4 Yr <= 5 Yr 67.23 <30 Days IG-8 157.75 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 12576.64 >4 Yr <= 5 Yr 999.53 <30 Days L-1 137.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2974.19 >4 Yr <= 5 Yr 189.97 Open L-10 450.02 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 15280.14 >4 Yr <= 5 Yr 231.58 91-180 Days L-11 76.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10663.65 >4 Yr <= 5 Yr 298.12 <30 Days L-2 884.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3005.07 >4 Yr <= 5 Yr 15.15 Open L-3 327.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7827.27 >4 Yr <= 5 Yr 172.60 91-180 Days L-4 1298.75 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 No 7010.09 >4 Yr <= 5 Yr 626.53 <30 Days L-5 194.96 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 4294.92 >4 Yr <= 5 Yr 572.10 Open L-6 20.22 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 16221.03 >4 Yr <= 5 Yr 1511.02 91-180 Days L-7 209.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 656.26 >4 Yr <= 5 Yr 54.12 <30 Days L-8 46.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7034.25 >4 Yr <= 5 Yr 477.53 30-90 Days L-9 919.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6239.42 >4 Yr <= 5 Yr 424.40 <30 Days LC-1 185.83 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 15100.46 >4 Yr <= 5 Yr 854.11 Open LC-2 1019.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15284.89 >4 Yr <= 5 Yr 2279.11 Open N-1 1790.96 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 14743.92 >4 Yr <= 5 Yr 1273.12 30-90 Days N-2 2758.60 No Risk Management