| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Non-Regulated Fund |
No |
2393618394.44 |
<1 Day |
228233461.30 |
1-Notch |
Other |
4978250855.51 |
No |
|
Legal |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Central Bank |
No |
2024743332.87 |
<1 Day |
382033647.38 |
1-Notch |
Agency MBS |
106107120.22 |
No |
IntO-5609 |
Treasury |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
PSE |
No |
1836412889.52 |
<1 Day |
50190710.51 |
1-Notch |
Other |
3687091779.30 |
No |
|
Operations |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
GSE |
No |
2976653600.21 |
<1 Day |
305884590.32 |
1-Notch |
Agency MBS |
2962652181.97 |
No |
IntO-9884 |
Operations |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
MDB |
No |
2728738308.59 |
<1 Day |
478128203.78 |
1-Notch |
Corporate Bonds |
3893652378.02 |
No |
IntO-5479 |
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Non-Financial Corporate |
No |
1964843845.11 |
<1 Day |
119614170.48 |
1-Notch |
Cash |
3602436926.90 |
No |
IntO-4494 |
Legal |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Other Supranational |
No |
1507433261.61 |
<1 Day |
485982111.52 |
1-Notch |
Treasuries |
4804440278.06 |
No |
IntO-5447 |
Risk Management |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Sovereign |
No |
2092277026.24 |
<1 Day |
291977223.13 |
1-Notch |
Corporate Bonds |
2912312812.59 |
No |
IntO-1414 |
Operations |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Debt Issuing SPE |
No |
2411348847.24 |
<1 Day |
388095602.87 |
1-Notch |
Other |
2537866062.93 |
No |
|
Treasury |
| 2025-09-09 |
Liberty National Bank |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Sovereign |
No |
2224667833.54 |
<1 Day |
1014490.35 |
1-Notch |
Treasuries |
4198490467.06 |
No |
|
Legal |
| 2025-09-09 |
Liberty National Bank |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
PSE |
No |
1754988663.52 |
<1 Day |
121689801.97 |
1-Notch |
Cash |
3687280617.32 |
No |
IntO-7916 |
Risk Management |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Small Business |
No |
1169031282.07 |
<1 Day |
419189604.84 |
1-Notch |
Agency MBS |
2900385719.25 |
No |
|
Legal |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Other Supranational |
No |
2139161534.32 |
<1 Day |
286820420.49 |
1-Notch |
Corporate Bonds |
1161987423.18 |
No |
|
Legal |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Financial Market Utility |
No |
703043718.65 |
<1 Day |
413510796.50 |
1-Notch |
Cash |
4986663309.43 |
No |
|
Finance |
| 2025-09-09 |
Liberty National Bank |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Central Bank |
No |
1101885951.65 |
<1 Day |
149843552.23 |
1-Notch |
Treasuries |
1793993186.96 |
No |
|
Operations |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Bank |
No |
937443437.39 |
<1 Day |
347129744.07 |
1-Notch |
Agency MBS |
778447299.78 |
No |
|
Legal |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Other Supranational |
No |
422533157.04 |
<1 Day |
364068611.27 |
1-Notch |
Corporate Bonds |
1433283135.41 |
No |
|
Operations |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Other Supranational |
No |
1397227156.19 |
<1 Day |
144377230.90 |
1-Notch |
Agency MBS |
2887972333.19 |
No |
IntO-4853 |
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
PSE |
No |
287273522.35 |
<1 Day |
201999432.92 |
1-Notch |
Cash |
97299287.92 |
No |
IntO-7322 |
Finance |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Pension Fund |
No |
2588358540.09 |
<1 Day |
84223942.34 |
1-Notch |
Cash |
4179601793.24 |
No |
|
Legal |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Pension Fund |
No |
2096244983.80 |
<1 Day |
17978956.37 |
1-Notch |
Treasuries |
104370482.53 |
No |
IntO-6957 |
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Investment Company or Advisor |
No |
608948519.91 |
<1 Day |
53933507.68 |
1-Notch |
Corporate Bonds |
4450051918.35 |
No |
|
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Non-Financial Corporate |
No |
1208957180.60 |
<1 Day |
488527563.73 |
1-Notch |
Equities |
505996207.10 |
No |
|
Operations |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Non-Financial Corporate |
No |
1611407497.68 |
<1 Day |
447505408.45 |
1-Notch |
Corporate Bonds |
3530383222.63 |
No |
IntO-3703 |
Legal |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.13 |
Total Collateral Required Due to a 1 Notch Downgrade |
Financial Market Utility |
No |
1983608650.68 |
<1 Day |
249037283.58 |
1-Notch |
Treasuries |
4613572133.66 |
No |
|
Legal |