Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.15: Total Collateral Required Due to a 3 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.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 113.94 Day 42 11.89 Open Y-2 2.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 11709.30 Day 42 1558.70 91-180 Days Y-3 1904.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7535.41 Day 42 191.73 30-90 Days Y-4 318.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10274.30 Day 42 821.35 Open Z-1 734.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10404.01 Day 42 1525.00 Open A-2 1092.12 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12595.15 Day 42 1815.86 91-180 Days A-3 1541.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16137.04 Day 42 577.19 30-90 Days A-4 1915.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12916.84 Day 42 790.67 91-180 Days A-5 1011.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1089.85 Day 42 103.06 91-180 Days CB-1 107.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15329.10 Day 42 1278.97 30-90 Days CB-2 1272.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 11046.51 Day 42 894.29 91-180 Days CB-3 143.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 858.25 Day 42 106.65 30-90 Days E-1 162.78 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4038.31 Day 42 290.19 91-180 Days E-2 320.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11830.35 Day 42 47.44 Open G-1 1173.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 11787.83 Day 42 666.82 30-90 Days G-2 1397.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 589.63 Day 42 48.43 <30 Days G-3 105.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2956.30 Day 42 88.75 30-90 Days IG-1 543.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11211.36 Day 42 1597.41 Open IG-2 919.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9731.84 Day 42 1235.53 30-90 Days S-1 1397.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4701.75 Day 42 400.14 91-180 Days S-2 188.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13000.32 Day 42 1889.00 <30 Days S-3 231.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 915.38 Day 42 70.03 <30 Days S-4 152.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16626.20 Day 42 2239.21 Open S-5 1626.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 5172.35 Day 42 53.24 91-180 Days S-6 390.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4572.32 Day 42 452.86 Open S-7 18.15 Yes Liberty Mortgage Services Corp. Finance