Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 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.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5593.61 >3 Yr <= 4 Yr 432.14 30-90 Days A-3 709.91 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 17112.14 >3 Yr <= 4 Yr 215.24 91-180 Days A-4 2488.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 3807.96 >3 Yr <= 4 Yr 510.12 Open A-5 592.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 1021.59 >3 Yr <= 4 Yr 105.25 <30 Days CB-1 157.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 9355.13 >3 Yr <= 4 Yr 148.39 <30 Days CB-2 300.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 6664.05 >3 Yr <= 4 Yr 800.75 30-90 Days CB-3 806.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5535.16 >3 Yr <= 4 Yr 722.98 <30 Days E-1 405.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5490.74 >3 Yr <= 4 Yr 304.37 30-90 Days E-2 218.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6392.27 >3 Yr <= 4 Yr 797.16 91-180 Days G-1 1086.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 758.77 >3 Yr <= 4 Yr 65.86 <30 Days G-2 87.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1530.83 >3 Yr <= 4 Yr 134.12 Open G-3 221.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 8319.72 >3 Yr <= 4 Yr 840.66 30-90 Days IG-1 70.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 5982.26 >3 Yr <= 4 Yr 818.71 30-90 Days IG-2 672.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 3281.63 >3 Yr <= 4 Yr 469.73 Open S-1 373.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 5547.84 >3 Yr <= 4 Yr 406.18 <30 Days S-2 813.41 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 12312.88 >3 Yr <= 4 Yr 562.40 Open S-3 960.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 6181.93 >3 Yr <= 4 Yr 532.63 91-180 Days S-4 800.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4363.60 >3 Yr <= 4 Yr 282.50 91-180 Days S-5 656.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14518.62 >3 Yr <= 4 Yr 406.52 <30 Days S-6 1080.44 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 15535.35 >3 Yr <= 4 Yr 1402.47 Open S-7 5.41 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 16020.19 >4 Yr <= 5 Yr 2360.60 Open A-0-Q 604.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 4439.80 >4 Yr <= 5 Yr 281.59 91-180 Days A-1-Q 644.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 2744.56 >4 Yr <= 5 Yr 221.98 30-90 Days A-2-Q 503.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 14741.12 >4 Yr <= 5 Yr 1803.32 <30 Days A-3-Q 2761.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Yes 13416.40 >4 Yr <= 5 Yr 1659.35 91-180 Days A-4-Q 2088.46 No Risk Management