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 9522.66 >4 Yr <= 5 Yr 1090.65 <30 Days N-3 1620.73 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 6251.13 >4 Yr <= 5 Yr 749.13 Open N-4 1219.83 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 15860.68 >4 Yr <= 5 Yr 1973.58 Open N-5 2413.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 16843.40 >4 Yr <= 5 Yr 1727.59 91-180 Days N-6 1370.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 14068.93 >4 Yr <= 5 Yr 1462.60 30-90 Days N-7 408.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 1500.81 >4 Yr <= 5 Yr 82.14 Open P-1 220.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 6369.65 >4 Yr <= 5 Yr 623.54 <30 Days P-2 302.71 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 13881.30 >4 Yr <= 5 Yr 987.62 30-90 Days S-8 207.52 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 1347.22 >4 Yr <= 5 Yr 108.84 <30 Days Y-1 165.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 17051.33 >4 Yr <= 5 Yr 275.96 <30 Days Y-2 3192.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 17118.06 >4 Yr <= 5 Yr 2449.63 91-180 Days Y-3 3018.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 793.06 >4 Yr <= 5 Yr 58.79 30-90 Days Y-4 137.95 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 15636.67 >4 Yr <= 5 Yr 348.48 91-180 Days Z-1 1507.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 5205.79 >4 Yr <= 5 Yr 592.48 <30 Days A-2 500.87 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 No 14883.89 >4 Yr <= 5 Yr 1429.74 <30 Days A-3 2200.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 3947.41 >4 Yr <= 5 Yr 149.13 30-90 Days A-4 685.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Yes 13409.99 >4 Yr <= 5 Yr 168.10 <30 Days A-5 1482.10 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 3061.00 >4 Yr <= 5 Yr 11.02 <30 Days CB-1 391.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 8524.01 >4 Yr <= 5 Yr 393.22 30-90 Days CB-2 3.10 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 6244.30 >4 Yr <= 5 Yr 230.28 <30 Days CB-3 455.25 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 No 4683.60 >4 Yr <= 5 Yr 628.54 Open E-1 553.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 12503.76 >4 Yr <= 5 Yr 607.09 91-180 Days E-2 2055.57 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 13334.29 >4 Yr <= 5 Yr 347.24 91-180 Days G-1 1024.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 6001.45 >4 Yr <= 5 Yr 558.54 30-90 Days G-2 65.27 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 12015.61 >4 Yr <= 5 Yr 1451.78 30-90 Days G-3 707.21 No Legal