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 15095.94 >2 Yr <= 3 Yr 2165.64 91-180 Days CB-1 2083.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 13369.12 >2 Yr <= 3 Yr 299.49 91-180 Days CB-2 2367.86 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 Non-Regulated Fund No 1505.69 >2 Yr <= 3 Yr 46.04 <30 Days CB-3 146.72 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 5557.36 >2 Yr <= 3 Yr 789.98 Open E-1 828.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 15488.29 >2 Yr <= 3 Yr 1153.50 Open E-2 2272.27 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 12262.53 >2 Yr <= 3 Yr 1672.48 Open G-1 2207.04 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 5355.13 >2 Yr <= 3 Yr 60.29 Open G-2 857.79 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 356.86 >2 Yr <= 3 Yr 6.98 30-90 Days G-3 9.11 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 14811.92 >2 Yr <= 3 Yr 898.14 30-90 Days IG-1 1137.64 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 8166.90 >2 Yr <= 3 Yr 913.37 Open IG-2 1383.04 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 11196.11 >2 Yr <= 3 Yr 226.94 91-180 Days S-1 107.96 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 13776.06 >2 Yr <= 3 Yr 778.92 <30 Days S-2 1990.63 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 4990.83 >2 Yr <= 3 Yr 636.93 30-90 Days S-3 347.01 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 11406.60 >2 Yr <= 3 Yr 235.37 91-180 Days S-4 1438.89 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 Non-Regulated Fund No 13096.32 >2 Yr <= 3 Yr 1928.66 91-180 Days S-5 1204.36 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 Yes 256.64 >2 Yr <= 3 Yr 25.72 <30 Days S-6 36.18 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 5985.75 >2 Yr <= 3 Yr 568.79 91-180 Days S-7 934.90 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 7294.93 >3 Yr <= 4 Yr 3.95 91-180 Days A-0-Q 1137.77 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 15080.19 >3 Yr <= 4 Yr 2220.84 30-90 Days A-1-Q 53.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 4064.86 >3 Yr <= 4 Yr 73.45 30-90 Days A-2-Q 304.14 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 Yes 1433.33 >3 Yr <= 4 Yr 64.61 30-90 Days A-3-Q 102.77 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 290.84 >3 Yr <= 4 Yr 36.82 91-180 Days A-4-Q 14.06 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 14113.89 >3 Yr <= 4 Yr 1737.79 91-180 Days A-5-Q 197.87 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 8892.82 >3 Yr <= 4 Yr 608.58 91-180 Days CB-1-Q 739.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 11047.98 >3 Yr <= 4 Yr 830.68 91-180 Days CB-2-Q 1438.57 Yes Liberty Mortgage Services Corp. Risk Management