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 2983.56 >3 Yr <= 4 Yr 3.95 <30 Days A-3 175.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10188.42 >3 Yr <= 4 Yr 1128.03 30-90 Days A-4 1461.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 12682.09 >3 Yr <= 4 Yr 495.87 <30 Days A-5 131.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 14102.57 >3 Yr <= 4 Yr 1748.13 <30 Days CB-1 2269.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 4932.72 >3 Yr <= 4 Yr 77.22 Open CB-2 415.04 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 10703.56 >3 Yr <= 4 Yr 959.00 91-180 Days CB-3 1801.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 5189.57 >3 Yr <= 4 Yr 766.38 <30 Days E-1 324.10 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 16036.89 >3 Yr <= 4 Yr 1189.78 30-90 Days E-2 2571.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16695.46 >3 Yr <= 4 Yr 1075.51 Open G-1 1271.27 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 4920.91 >3 Yr <= 4 Yr 460.35 91-180 Days G-2 340.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15679.66 >3 Yr <= 4 Yr 576.84 91-180 Days G-3 223.29 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 No 9606.09 >3 Yr <= 4 Yr 1151.54 30-90 Days IG-1 218.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 8630.00 >3 Yr <= 4 Yr 452.29 Open IG-2 866.31 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 Other No 11786.38 >3 Yr <= 4 Yr 1343.25 <30 Days S-1 275.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 15299.74 >3 Yr <= 4 Yr 2078.15 Open S-2 2751.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11247.44 >3 Yr <= 4 Yr 462.22 Open S-3 1665.41 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 Yes 1753.34 >3 Yr <= 4 Yr 26.78 <30 Days S-4 93.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 1815.69 >3 Yr <= 4 Yr 92.38 30-90 Days S-5 247.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9534.83 >3 Yr <= 4 Yr 108.17 91-180 Days S-6 775.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 6376.53 >3 Yr <= 4 Yr 608.19 91-180 Days S-7 1031.25 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 16679.40 >4 Yr <= 5 Yr 2313.82 30-90 Days A-0-Q 1673.08 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 Yes 3183.24 >4 Yr <= 5 Yr 238.12 91-180 Days A-1-Q 95.29 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 11972.75 >4 Yr <= 5 Yr 169.98 30-90 Days A-2-Q 148.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8497.39 >4 Yr <= 5 Yr 1064.47 91-180 Days A-3-Q 1058.50 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 70.04 >4 Yr <= 5 Yr 2.39 <30 Days A-4-Q 11.13 No Operations