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 15656.02 >4 Yr <= 5 Yr 1816.26 91-180 Days E-7 3021.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 16495.50 >4 Yr <= 5 Yr 2073.16 91-180 Days E-8 3172.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10204.89 >4 Yr <= 5 Yr 474.31 Open E-9 1444.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7566.71 >4 Yr <= 5 Yr 923.30 Open G-4 902.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4650.36 >4 Yr <= 5 Yr 406.56 <30 Days IG-3 439.96 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 991.84 >4 Yr <= 5 Yr 22.09 Open IG-4 80.51 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 12325.77 >4 Yr <= 5 Yr 616.42 30-90 Days IG-5 1203.09 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 4639.41 >4 Yr <= 5 Yr 545.85 Open IG-6 284.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 10520.93 >4 Yr <= 5 Yr 754.89 <30 Days IG-7 640.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7965.18 >4 Yr <= 5 Yr 272.02 30-90 Days IG-8 24.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 11242.60 >4 Yr <= 5 Yr 413.64 30-90 Days L-1 871.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6144.16 >4 Yr <= 5 Yr 616.37 <30 Days L-10 416.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 7847.16 >4 Yr <= 5 Yr 736.47 <30 Days L-11 1370.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8868.00 >4 Yr <= 5 Yr 1251.86 30-90 Days L-2 1099.74 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 2002.73 >4 Yr <= 5 Yr 251.51 91-180 Days L-3 191.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3998.75 >4 Yr <= 5 Yr 80.90 Open L-4 312.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 4737.02 >4 Yr <= 5 Yr 25.03 <30 Days L-5 654.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 10609.75 >4 Yr <= 5 Yr 893.98 <30 Days L-6 1934.08 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 6433.99 >4 Yr <= 5 Yr 523.99 <30 Days L-7 692.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 15587.38 >4 Yr <= 5 Yr 1945.67 91-180 Days L-8 2936.44 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 Yes 16339.54 >4 Yr <= 5 Yr 1746.77 <30 Days L-9 1335.78 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 16740.52 >4 Yr <= 5 Yr 341.93 91-180 Days LC-1 2237.27 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 Yes 1324.79 >4 Yr <= 5 Yr 55.33 30-90 Days LC-2 126.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 8075.94 >4 Yr <= 5 Yr 374.30 30-90 Days N-1 1061.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 4260.16 >4 Yr <= 5 Yr 482.98 Open N-2 193.56 Yes Liberty Capital Markets Inc. Risk Management