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 2450.08 >4 Yr <= 5 Yr 147.50 91-180 Days L-3 336.16 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 14894.81 >4 Yr <= 5 Yr 499.01 30-90 Days L-4 1326.42 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 16565.91 >4 Yr <= 5 Yr 2007.46 Open L-5 2146.20 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 8922.97 >4 Yr <= 5 Yr 133.63 <30 Days L-6 216.32 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 5800.02 >4 Yr <= 5 Yr 618.03 91-180 Days L-7 1071.73 Yes Liberty Wealth Management LLC 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 528.70 >4 Yr <= 5 Yr 35.82 30-90 Days L-8 25.11 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 Yes 11541.69 >4 Yr <= 5 Yr 460.19 91-180 Days L-9 1851.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 12405.98 >4 Yr <= 5 Yr 1065.63 Open LC-1 2400.87 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 1070.22 >4 Yr <= 5 Yr 67.82 <30 Days LC-2 180.79 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 8197.62 >4 Yr <= 5 Yr 1003.14 Open N-1 756.11 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 7756.45 >4 Yr <= 5 Yr 620.10 91-180 Days N-2 642.33 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 2378.64 >4 Yr <= 5 Yr 351.81 30-90 Days N-3 441.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 4435.37 >4 Yr <= 5 Yr 576.47 Open N-4 34.36 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 15888.55 >4 Yr <= 5 Yr 821.84 <30 Days N-5 3168.29 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 3406.21 >4 Yr <= 5 Yr 197.02 30-90 Days N-6 0.49 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 14714.05 >4 Yr <= 5 Yr 1715.38 Open N-7 1441.15 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 14631.22 >4 Yr <= 5 Yr 549.82 91-180 Days P-1 365.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 7007.49 >4 Yr <= 5 Yr 959.91 Open P-2 1066.81 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 3746.47 >4 Yr <= 5 Yr 420.45 30-90 Days S-8 450.26 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 16236.31 >4 Yr <= 5 Yr 1323.88 Open Y-1 2621.52 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 305.61 >4 Yr <= 5 Yr 33.66 91-180 Days Y-2 50.61 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 10208.39 >4 Yr <= 5 Yr 772.21 91-180 Days Y-3 862.59 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 4711.12 >4 Yr <= 5 Yr 86.81 30-90 Days Y-4 432.76 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 11771.92 >4 Yr <= 5 Yr 1581.91 91-180 Days Z-1 1020.57 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 13271.66 >4 Yr <= 5 Yr 555.84 30-90 Days A-2 1577.42 No Risk Management