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 Yes 753.38 >2 Yr <= 3 Yr 33.87 Open S-1-Q 73.74 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 7739.00 >2 Yr <= 3 Yr 850.38 91-180 Days S-2-Q 406.24 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7883.44 >2 Yr <= 3 Yr 1005.47 30-90 Days S-3-Q 1324.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8133.82 >2 Yr <= 3 Yr 285.03 <30 Days S-4-Q 1156.24 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 3693.06 >2 Yr <= 3 Yr 255.11 30-90 Days CB-3-Q 651.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2625.12 >2 Yr <= 3 Yr 251.79 Open G-1-Q 401.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10364.47 >2 Yr <= 3 Yr 436.14 <30 Days G-2-Q 257.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7615.52 >2 Yr <= 3 Yr 573.89 <30 Days G-3-Q 727.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6920.42 >2 Yr <= 3 Yr 968.00 91-180 Days S-5-Q 854.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 2333.99 >2 Yr <= 3 Yr 79.10 30-90 Days S-6-Q 358.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9241.33 >2 Yr <= 3 Yr 446.51 <30 Days S-7-Q 126.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15950.37 >2 Yr <= 3 Yr 35.53 <30 Days E-1-Q 2156.11 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 446.86 >2 Yr <= 3 Yr 31.43 Open E-2-Q 7.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5243.47 >2 Yr <= 3 Yr 227.67 Open IG-1-Q 200.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11525.48 >2 Yr <= 3 Yr 419.34 Open IG-2-Q 234.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13567.62 >2 Yr <= 3 Yr 380.87 <30 Days C-1 954.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10950.50 >2 Yr <= 3 Yr 1435.81 30-90 Days CB-4 211.55 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 2756.94 >2 Yr <= 3 Yr 175.92 91-180 Days E-10 23.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14092.30 >2 Yr <= 3 Yr 1783.13 30-90 Days E-3 1905.17 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3209.74 >2 Yr <= 3 Yr 124.33 <30 Days E-4 123.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14909.15 >2 Yr <= 3 Yr 478.14 91-180 Days E-5 382.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1949.14 >2 Yr <= 3 Yr 135.22 <30 Days E-6 50.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 15900.00 >2 Yr <= 3 Yr 927.32 Open E-7 1637.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6681.29 >2 Yr <= 3 Yr 948.67 Open E-8 270.34 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4370.54 >2 Yr <= 3 Yr 116.99 Open E-9 711.31 No Risk Management