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 Non-Regulated Fund Yes 530.36 >2 Yr <= 3 Yr 7.51 Open L-6 98.38 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 Non-Regulated Fund Yes 5629.78 >2 Yr <= 3 Yr 527.31 <30 Days L-7 590.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 2877.43 >2 Yr <= 3 Yr 62.03 30-90 Days L-8 447.75 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 13446.35 >2 Yr <= 3 Yr 968.03 91-180 Days L-9 875.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 14065.62 >2 Yr <= 3 Yr 94.41 Open LC-1 1838.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 12724.17 >2 Yr <= 3 Yr 1555.65 <30 Days LC-2 301.43 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 Non-Regulated Fund Yes 10443.69 >2 Yr <= 3 Yr 221.08 <30 Days N-1 255.92 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 Non-Regulated Fund Yes 15415.82 >2 Yr <= 3 Yr 170.81 <30 Days N-2 731.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 2439.79 >2 Yr <= 3 Yr 363.92 30-90 Days N-3 475.53 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 3040.38 >2 Yr <= 3 Yr 205.57 Open N-4 601.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 4710.50 >2 Yr <= 3 Yr 448.54 91-180 Days N-5 445.47 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 Non-Regulated Fund No 12387.94 >2 Yr <= 3 Yr 966.10 30-90 Days N-6 1403.29 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 Non-Regulated Fund No 13966.47 >2 Yr <= 3 Yr 1428.02 91-180 Days N-7 1880.47 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 2084.44 >2 Yr <= 3 Yr 78.99 30-90 Days P-1 71.89 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 13817.98 >2 Yr <= 3 Yr 994.02 91-180 Days P-2 1480.70 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 Non-Regulated Fund No 8403.53 >2 Yr <= 3 Yr 816.10 30-90 Days S-8 1358.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 6498.83 >2 Yr <= 3 Yr 244.11 <30 Days Y-1 24.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 14996.85 >2 Yr <= 3 Yr 498.79 <30 Days Y-2 731.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 15354.48 >2 Yr <= 3 Yr 1397.70 <30 Days Y-3 1477.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 11263.70 >2 Yr <= 3 Yr 890.43 91-180 Days Y-4 497.92 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 Non-Regulated Fund Yes 8383.64 >2 Yr <= 3 Yr 726.04 Open Z-1 999.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 5781.73 >2 Yr <= 3 Yr 379.18 91-180 Days A-2 687.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 12630.10 >2 Yr <= 3 Yr 91.41 30-90 Days A-3 2058.64 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 Non-Regulated Fund No 4999.90 >2 Yr <= 3 Yr 321.04 91-180 Days A-4 695.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 15461.60 >2 Yr <= 3 Yr 2231.60 30-90 Days A-5 2430.90 No Treasury