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 No 8653.43 Day 12 350.02 30-90 Days N-7 1729.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2718.82 Day 12 370.70 91-180 Days P-1 54.17 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 Yes 16922.56 Day 12 2536.07 Open P-2 2687.02 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 Other No 15565.05 Day 12 1421.64 <30 Days S-8 682.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 15893.98 Day 12 974.08 30-90 Days Y-1 3102.74 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 Other No 3729.06 Day 12 334.86 30-90 Days Y-2 370.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11888.35 Day 12 1319.48 30-90 Days Y-3 305.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7117.08 Day 12 761.97 30-90 Days Y-4 101.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 7183.19 Day 12 377.51 91-180 Days Z-1 956.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2567.96 Day 12 103.41 <30 Days A-2 217.77 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 Other Yes 12314.10 Day 12 1263.20 <30 Days A-3 1665.44 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 Other Yes 10453.73 Day 12 693.20 30-90 Days A-4 1536.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6723.06 Day 12 87.08 Open A-5 299.28 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 No 2826.42 Day 12 298.62 30-90 Days CB-1 55.38 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 2472.99 Day 12 348.79 30-90 Days CB-2 10.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13842.28 Day 12 1872.72 <30 Days CB-3 576.81 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 Other Yes 16944.23 Day 12 1659.08 <30 Days E-1 259.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13001.29 Day 12 287.72 91-180 Days E-2 214.45 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 No 7536.91 Day 12 695.63 91-180 Days G-1 1477.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1871.04 Day 12 221.53 91-180 Days G-2 138.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10449.90 Day 12 1492.81 91-180 Days G-3 1620.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 39.95 Day 12 4.03 <30 Days IG-1 5.63 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 Other Yes 10070.01 Day 12 87.12 Open IG-2 1569.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 14545.59 Day 12 176.33 <30 Days S-1 434.01 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 Other No 15009.22 Day 12 1333.61 91-180 Days S-2 399.19 No Finance