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 7428.79 >4 Yr <= 5 Yr 955.35 91-180 Days A-5-Q 1361.50 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 No 14326.75 >4 Yr <= 5 Yr 137.30 Open CB-1-Q 1426.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3277.95 >4 Yr <= 5 Yr 145.61 <30 Days CB-2-Q 129.94 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 2445.21 >4 Yr <= 5 Yr 197.62 Open S-1-Q 119.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8850.52 >4 Yr <= 5 Yr 73.03 30-90 Days S-2-Q 1115.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6302.00 >4 Yr <= 5 Yr 24.19 91-180 Days S-3-Q 71.04 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 3871.21 >4 Yr <= 5 Yr 421.94 <30 Days S-4-Q 658.04 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 No 16631.13 >4 Yr <= 5 Yr 168.59 Open CB-3-Q 3278.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13530.04 >4 Yr <= 5 Yr 1107.53 30-90 Days G-1-Q 1991.35 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8440.79 >4 Yr <= 5 Yr 840.67 <30 Days G-2-Q 121.98 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 Yes 6508.83 >4 Yr <= 5 Yr 4.00 <30 Days G-3-Q 319.07 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 9400.80 >4 Yr <= 5 Yr 844.42 91-180 Days S-5-Q 1169.12 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 12585.10 >4 Yr <= 5 Yr 1494.39 30-90 Days S-6-Q 1135.26 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 No 13885.71 >4 Yr <= 5 Yr 1564.34 Open S-7-Q 2549.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 14950.57 >4 Yr <= 5 Yr 840.91 <30 Days E-1-Q 1374.76 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 10090.34 >4 Yr <= 5 Yr 696.68 <30 Days E-2-Q 51.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 12107.95 >4 Yr <= 5 Yr 106.54 91-180 Days IG-1-Q 1602.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15526.70 >4 Yr <= 5 Yr 883.73 30-90 Days IG-2-Q 1250.23 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1601.36 >4 Yr <= 5 Yr 169.25 <30 Days C-1 286.57 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 8829.29 >4 Yr <= 5 Yr 808.96 <30 Days CB-4 1681.74 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 5474.51 >4 Yr <= 5 Yr 481.96 Open E-10 273.03 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 Yes 5885.75 >4 Yr <= 5 Yr 483.45 30-90 Days E-3 324.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4153.29 >4 Yr <= 5 Yr 567.60 <30 Days E-4 509.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5431.70 >4 Yr <= 5 Yr 215.98 91-180 Days E-5 818.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 9897.23 >4 Yr <= 5 Yr 296.86 30-90 Days E-6 72.60 No Risk Management