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 No 3300.35 >3 Yr <= 4 Yr 125.33 30-90 Days N-6 114.18 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 4575.19 >3 Yr <= 4 Yr 410.28 Open N-7 148.43 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 15137.06 >3 Yr <= 4 Yr 145.19 91-180 Days P-1 2109.97 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 11196.75 >3 Yr <= 4 Yr 301.59 91-180 Days P-2 1462.32 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 12855.72 >3 Yr <= 4 Yr 1057.72 30-90 Days S-8 1893.79 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 No 13830.53 >3 Yr <= 4 Yr 288.73 30-90 Days Y-1 538.72 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 13876.43 >3 Yr <= 4 Yr 1574.97 <30 Days Y-2 498.14 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 11176.88 >3 Yr <= 4 Yr 261.08 <30 Days Y-3 1690.34 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 5032.54 >3 Yr <= 4 Yr 344.67 91-180 Days Y-4 1004.01 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 2611.23 >3 Yr <= 4 Yr 278.34 <30 Days Z-1 165.78 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 4428.35 >3 Yr <= 4 Yr 238.71 Open A-2 634.21 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 5289.43 >3 Yr <= 4 Yr 437.27 30-90 Days A-3 952.41 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 No 5419.28 >3 Yr <= 4 Yr 83.02 Open A-4 250.87 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 13832.39 >3 Yr <= 4 Yr 655.07 <30 Days A-5 2427.47 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 Yes 5836.70 >3 Yr <= 4 Yr 90.65 91-180 Days CB-1 614.54 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 Yes 4232.19 >3 Yr <= 4 Yr 241.98 <30 Days CB-2 258.68 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 1468.25 >3 Yr <= 4 Yr 117.26 Open CB-3 210.75 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 15211.95 >3 Yr <= 4 Yr 410.91 30-90 Days E-1 528.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 14612.38 >3 Yr <= 4 Yr 675.13 91-180 Days E-2 2653.07 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 5070.49 >3 Yr <= 4 Yr 707.75 Open G-1 772.69 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 8504.71 >3 Yr <= 4 Yr 772.07 30-90 Days G-2 312.61 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 6365.80 >3 Yr <= 4 Yr 45.28 Open G-3 943.16 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 16643.06 >3 Yr <= 4 Yr 2378.25 91-180 Days IG-1 1512.04 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 12227.23 >3 Yr <= 4 Yr 1170.82 Open IG-2 488.34 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 14298.41 >3 Yr <= 4 Yr 291.04 30-90 Days S-1 618.29 No Operations