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 Other Yes 7327.03 Day 9 726.37 <30 Days A-1-Q 1014.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6438.92 Day 9 272.29 Open A-2-Q 885.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 812.46 Day 9 64.64 30-90 Days A-3-Q 1.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2792.44 Day 9 258.37 30-90 Days A-4-Q 523.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10060.23 Day 9 705.88 91-180 Days A-5-Q 1988.96 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16584.03 Day 9 1224.79 <30 Days CB-1-Q 2120.80 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14029.73 Day 9 1298.51 30-90 Days CB-2-Q 1101.06 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 Other No 3977.69 Day 9 503.05 <30 Days S-1-Q 1.28 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 Other Yes 15779.73 Day 9 2310.50 30-90 Days S-2-Q 2148.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15372.09 Day 9 1196.48 30-90 Days S-3-Q 1041.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14491.13 Day 9 41.47 30-90 Days S-4-Q 2016.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2391.36 Day 9 23.33 <30 Days CB-3-Q 144.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5798.88 Day 9 746.02 <30 Days G-1-Q 670.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4362.01 Day 9 461.57 <30 Days G-2-Q 153.18 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 Other No 7796.36 Day 9 1066.02 30-90 Days G-3-Q 1336.72 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 Other Yes 13301.15 Day 9 1269.44 30-90 Days S-5-Q 2303.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14746.53 Day 9 187.97 Open S-6-Q 22.53 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 9182.42 Day 9 567.39 30-90 Days S-7-Q 1029.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 17035.97 Day 9 1793.20 30-90 Days E-1-Q 307.52 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 Other Yes 16981.84 Day 9 1505.58 <30 Days E-2-Q 638.84 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 Other No 13243.48 Day 9 277.32 91-180 Days IG-1-Q 2207.98 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 Other No 2384.50 Day 9 12.62 91-180 Days IG-2-Q 432.66 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 Other Yes 16006.16 Day 9 666.08 <30 Days C-1 1268.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11939.76 Day 9 1311.63 Open CB-4 257.94 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 Other No 5363.20 Day 9 233.10 Open E-10 204.97 Yes Liberty Wealth Management LLC Legal