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 7951.68 >4 Yr <= 5 Yr 807.57 30-90 Days E-1-Q 1475.42 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 Non-Regulated Fund Yes 9661.02 >4 Yr <= 5 Yr 1055.09 <30 Days E-2-Q 1418.37 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 12378.21 >4 Yr <= 5 Yr 515.09 <30 Days IG-1-Q 811.34 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 16054.27 >4 Yr <= 5 Yr 1974.69 30-90 Days IG-2-Q 1448.75 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 2662.46 >4 Yr <= 5 Yr 199.97 <30 Days C-1 328.40 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 No 2934.16 >4 Yr <= 5 Yr 231.20 <30 Days CB-4 554.44 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 10251.33 >4 Yr <= 5 Yr 1113.99 91-180 Days E-10 1257.20 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 1326.35 >4 Yr <= 5 Yr 28.24 30-90 Days E-3 161.32 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 6279.91 >4 Yr <= 5 Yr 516.70 Open E-4 1005.84 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 4772.42 >4 Yr <= 5 Yr 596.08 <30 Days E-5 156.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 8916.49 >4 Yr <= 5 Yr 40.42 Open E-6 1269.63 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 14832.07 >4 Yr <= 5 Yr 1096.74 30-90 Days E-7 2073.68 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 9749.16 >4 Yr <= 5 Yr 559.59 <30 Days E-8 1804.10 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 2841.97 >4 Yr <= 5 Yr 212.78 91-180 Days E-9 431.71 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 14221.55 >4 Yr <= 5 Yr 1153.61 30-90 Days G-4 2287.37 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 2086.87 >4 Yr <= 5 Yr 202.93 <30 Days IG-3 163.96 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 6433.47 >4 Yr <= 5 Yr 246.09 91-180 Days IG-4 417.74 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 15431.25 >4 Yr <= 5 Yr 1987.31 91-180 Days IG-5 2938.09 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 16664.69 >4 Yr <= 5 Yr 362.70 Open IG-6 3332.88 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 805.30 >4 Yr <= 5 Yr 30.18 91-180 Days IG-7 57.43 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 4387.29 >4 Yr <= 5 Yr 457.26 91-180 Days IG-8 480.48 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 6140.08 >4 Yr <= 5 Yr 66.27 <30 Days L-1 244.01 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 14412.87 >4 Yr <= 5 Yr 770.25 <30 Days L-10 1912.79 Yes Liberty Capital Markets Inc. 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 5678.72 >4 Yr <= 5 Yr 412.17 91-180 Days L-11 645.70 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 1172.44 >4 Yr <= 5 Yr 80.09 <30 Days L-2 186.66 Yes Liberty Capital Markets Inc. Risk Management