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 10880.76 Perpetual 368.85 30-90 Days L-10 1852.09 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 10743.61 Perpetual 456.95 30-90 Days L-11 862.80 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 14644.21 Perpetual 1875.62 30-90 Days L-2 349.04 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 16040.30 Perpetual 1675.81 30-90 Days L-3 2393.18 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 15993.92 Perpetual 437.48 Open L-4 397.53 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 9080.09 Perpetual 628.35 Open L-5 185.85 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 836.88 Perpetual 90.14 <30 Days L-6 59.37 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 16230.93 Perpetual 2221.30 30-90 Days L-7 2957.93 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 13216.25 Perpetual 984.41 Open L-8 2419.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 16309.61 Perpetual 1830.07 30-90 Days L-9 2604.80 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 14731.02 Perpetual 561.97 Open LC-1 2716.93 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 12100.79 Perpetual 562.05 <30 Days LC-2 284.95 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 11668.53 Perpetual 496.13 91-180 Days N-1 1140.75 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 2297.06 Perpetual 248.01 30-90 Days N-2 4.73 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 16480.57 Perpetual 61.03 Open N-3 2395.86 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 3507.75 Perpetual 74.28 30-90 Days N-4 301.65 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 16287.19 Perpetual 60.86 30-90 Days N-5 2360.58 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 1944.60 Perpetual 86.88 91-180 Days N-6 158.99 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 1753.39 Perpetual 146.02 30-90 Days N-7 186.63 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 14796.37 Perpetual 747.53 <30 Days P-1 2103.49 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 14401.49 Perpetual 1784.48 30-90 Days P-2 1812.95 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 9161.37 Perpetual 1163.30 30-90 Days S-8 540.39 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 Yes 7483.27 Perpetual 283.49 Open Y-1 1219.69 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 13521.97 Perpetual 1634.75 30-90 Days Y-2 649.54 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 15410.61 Perpetual 1982.35 Open Y-3 750.06 No Treasury