Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.14: Total Collateral Required Due to a 2 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.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 14118.16 >3 Yr <= 4 Yr 1657.50 Open S-2 2680.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 1272.48 >3 Yr <= 4 Yr 135.16 <30 Days S-3 209.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 652.76 >3 Yr <= 4 Yr 7.98 <30 Days S-4 6.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 10497.06 >3 Yr <= 4 Yr 1075.02 Open S-5 495.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 3038.57 >3 Yr <= 4 Yr 259.45 91-180 Days S-6 108.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 8601.39 >3 Yr <= 4 Yr 642.56 <30 Days S-7 40.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 3794.72 >4 Yr <= 5 Yr 485.86 91-180 Days A-0-Q 297.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 13404.41 >4 Yr <= 5 Yr 1428.78 30-90 Days A-1-Q 224.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 7422.79 >4 Yr <= 5 Yr 973.73 91-180 Days A-2-Q 797.65 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 8290.15 >4 Yr <= 5 Yr 644.89 30-90 Days A-3-Q 486.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 17031.10 >4 Yr <= 5 Yr 1172.55 91-180 Days A-4-Q 1041.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 3535.31 >4 Yr <= 5 Yr 382.21 91-180 Days A-5-Q 30.55 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 1006.05 >4 Yr <= 5 Yr 5.11 <30 Days CB-1-Q 148.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 14505.26 >4 Yr <= 5 Yr 872.84 91-180 Days CB-2-Q 2727.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 10488.33 >4 Yr <= 5 Yr 1021.43 30-90 Days S-1-Q 432.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 10050.33 >4 Yr <= 5 Yr 936.13 <30 Days S-2-Q 239.51 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 461.50 >4 Yr <= 5 Yr 40.65 91-180 Days S-3-Q 4.04 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 9705.85 >4 Yr <= 5 Yr 143.25 91-180 Days S-4-Q 1105.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 6969.38 >4 Yr <= 5 Yr 804.54 <30 Days CB-3-Q 904.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 87.97 >4 Yr <= 5 Yr 7.46 30-90 Days G-1-Q 13.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 3947.78 >4 Yr <= 5 Yr 580.56 Open G-2-Q 53.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 3980.28 >4 Yr <= 5 Yr 506.13 30-90 Days G-3-Q 261.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 16760.16 >4 Yr <= 5 Yr 1304.78 Open S-5-Q 2164.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 2094.56 >4 Yr <= 5 Yr 311.60 91-180 Days S-6-Q 82.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund Yes 10684.29 >4 Yr <= 5 Yr 368.22 <30 Days S-7-Q 77.40 No Treasury