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 9047.92 Day 24 430.19 <30 Days Y-4 48.15 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 Other Yes 295.30 Day 24 6.76 30-90 Days Z-1 49.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 17124.99 Day 24 762.82 <30 Days A-2 3381.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12808.87 Day 24 1792.09 30-90 Days A-3 239.37 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 10638.50 Day 24 1242.94 Open A-4 2073.96 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 Other Yes 477.02 Day 24 46.43 30-90 Days A-5 88.50 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 2065.63 Day 24 255.16 91-180 Days CB-1 9.64 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 Other No 14593.25 Day 24 75.45 91-180 Days CB-2 1640.71 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 6767.16 Day 24 639.46 91-180 Days CB-3 871.01 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 Other No 4344.73 Day 24 638.82 91-180 Days E-1 408.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 3518.44 Day 24 104.15 91-180 Days E-2 148.36 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 1790.17 Day 24 129.67 Open G-1 262.09 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 Other No 5054.37 Day 24 661.69 91-180 Days G-2 993.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10900.23 Day 24 344.25 Open G-3 699.75 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 14074.38 Day 24 618.63 30-90 Days IG-1 854.96 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 1486.17 Day 24 18.01 Open IG-2 79.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 13370.25 Day 24 1432.04 30-90 Days S-1 1776.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2495.53 Day 24 206.26 <30 Days S-2 40.18 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 Other No 7928.83 Day 24 745.38 <30 Days S-3 191.02 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 13077.66 Day 24 61.45 <30 Days S-4 235.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1946.52 Day 24 214.16 Open S-5 352.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14573.12 Day 24 2042.37 Open S-6 1713.92 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 15389.80 Day 24 936.08 30-90 Days S-7 623.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5943.47 Day 25 780.41 <30 Days A-0-Q 340.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 117.35 Day 25 14.87 <30 Days A-1-Q 10.03 No Finance