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 15198.57 >4 Yr <= 5 Yr 1047.24 Open A-5-Q 927.63 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 5523.52 >4 Yr <= 5 Yr 352.71 30-90 Days CB-1-Q 573.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 16856.97 >4 Yr <= 5 Yr 1222.79 <30 Days CB-2-Q 318.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 11509.55 >4 Yr <= 5 Yr 853.39 30-90 Days S-1-Q 158.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 5179.84 >4 Yr <= 5 Yr 490.36 91-180 Days S-2-Q 787.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 16199.53 >4 Yr <= 5 Yr 2305.95 Open S-3-Q 1142.44 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 9882.88 >4 Yr <= 5 Yr 520.65 30-90 Days S-4-Q 1523.02 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 15524.04 >4 Yr <= 5 Yr 316.87 Open CB-3-Q 518.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 7068.91 >4 Yr <= 5 Yr 935.98 <30 Days G-1-Q 515.89 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 2028.95 >4 Yr <= 5 Yr 138.12 Open G-2-Q 330.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3983.84 >4 Yr <= 5 Yr 420.65 30-90 Days G-3-Q 501.82 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 8622.33 >4 Yr <= 5 Yr 535.88 30-90 Days S-5-Q 1042.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 8069.03 >4 Yr <= 5 Yr 935.02 Open S-6-Q 1537.66 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 8721.52 >4 Yr <= 5 Yr 247.90 <30 Days S-7-Q 767.93 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 809.18 >4 Yr <= 5 Yr 106.36 <30 Days E-1-Q 135.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 10338.60 >4 Yr <= 5 Yr 429.14 30-90 Days E-2-Q 1091.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 2375.53 >4 Yr <= 5 Yr 53.46 Open IG-1-Q 212.35 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 13071.34 >4 Yr <= 5 Yr 227.71 30-90 Days IG-2-Q 733.15 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 Yes 11976.83 >4 Yr <= 5 Yr 443.79 <30 Days C-1 2022.80 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 Yes 6947.25 >4 Yr <= 5 Yr 993.92 30-90 Days CB-4 321.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 10328.19 >4 Yr <= 5 Yr 511.79 30-90 Days E-10 626.04 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 15379.93 >4 Yr <= 5 Yr 301.45 30-90 Days E-3 1045.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 3758.14 >4 Yr <= 5 Yr 414.59 Open E-4 442.71 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 16725.87 >4 Yr <= 5 Yr 2328.41 <30 Days E-5 3024.58 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Yes 9421.86 >4 Yr <= 5 Yr 1332.90 <30 Days E-6 699.77 No Operations