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 14561.48 >4 Yr <= 5 Yr 783.23 91-180 Days N-3 892.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5631.88 >4 Yr <= 5 Yr 311.83 91-180 Days N-4 107.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7432.33 >4 Yr <= 5 Yr 498.85 <30 Days N-5 733.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4741.14 >4 Yr <= 5 Yr 282.69 30-90 Days N-6 475.61 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 8702.89 >4 Yr <= 5 Yr 1235.09 Open N-7 1262.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6619.33 >4 Yr <= 5 Yr 532.83 <30 Days P-1 835.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11997.07 >4 Yr <= 5 Yr 456.78 <30 Days P-2 369.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11062.83 >4 Yr <= 5 Yr 182.26 <30 Days S-8 1866.17 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 1832.81 >4 Yr <= 5 Yr 125.41 Open Y-1 356.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14136.30 >4 Yr <= 5 Yr 1609.10 <30 Days Y-2 2312.53 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 Yes 4929.46 >4 Yr <= 5 Yr 379.38 91-180 Days Y-3 95.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1295.10 >4 Yr <= 5 Yr 7.41 <30 Days Y-4 92.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 4016.46 >4 Yr <= 5 Yr 545.41 91-180 Days Z-1 274.05 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 6806.96 >4 Yr <= 5 Yr 793.69 Open A-2 1201.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 341.68 >4 Yr <= 5 Yr 34.83 30-90 Days A-3 14.34 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 4367.58 >4 Yr <= 5 Yr 468.42 91-180 Days A-4 634.46 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 10008.62 >4 Yr <= 5 Yr 58.25 30-90 Days A-5 962.51 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 Yes 15670.46 >4 Yr <= 5 Yr 225.85 Open CB-1 1189.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13078.06 >4 Yr <= 5 Yr 1928.52 Open CB-2 2573.83 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 13674.03 >4 Yr <= 5 Yr 123.94 Open CB-3 2228.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3513.49 >4 Yr <= 5 Yr 147.77 30-90 Days E-1 169.09 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 7960.15 >4 Yr <= 5 Yr 299.74 <30 Days E-2 706.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 11217.13 >4 Yr <= 5 Yr 612.74 30-90 Days G-1 241.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8674.43 >4 Yr <= 5 Yr 358.22 Open G-2 1351.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 118.68 >4 Yr <= 5 Yr 14.98 91-180 Days G-3 10.43 No Legal