Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.13: Total Collateral Required Due to a 1 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
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 640871667.17 <1 Day 334600247.15 1-Notch None 1485033835.30 No IntO-2909 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 1612372352.63 <1 Day 362869512.64 1-Notch Treasuries 1506891078.29 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 1090397932.89 <1 Day 332907904.07 1-Notch Treasuries 616430344.10 No IntO-1030 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 998348068.58 <1 Day 290276606.60 1-Notch None 2498013433.12 No IntO-9220 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Regulated Fund No 2588975335.77 <1 Day 202888018.89 1-Notch Treasuries 4216343456.60 No IntO-7827 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 1698670089.38 <1 Day 235146280.24 1-Notch Corporate Bonds 2850707919.44 No IntO-8576 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade MDB No 717776208.42 <1 Day 94578523.93 1-Notch Other 571783498.44 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Financial Market Utility No 1365578269.58 <1 Day 48634549.09 1-Notch Treasuries 1421793773.64 No IntO-8629 Treasury
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 334264948.55 <1 Day 24967312.16 1-Notch Equities 4920488320.68 No IntO-2416 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 476583241.47 <1 Day 400467197.54 1-Notch Equities 2276398255.40 No IntO-9510 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1943831351.77 <1 Day 267902215.94 1-Notch Cash 842813808.37 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Bank No 743236963.16 <1 Day 375149010.73 1-Notch Agency MBS 3219186950.78 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 378477639.65 <1 Day 141314289.29 1-Notch Corporate Bonds 39662737.76 No IntO-4977 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Broker-Dealer No 1390241525.15 <1 Day 428575745.92 1-Notch Cash 4494303341.60 No IntO-4698 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Financial Market Utility No 1450304119.07 <1 Day 485687493.91 1-Notch None 3079480766.28 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supervised Non-Bank Financial Entity No 2117312352.60 <1 Day 384674210.75 1-Notch Treasuries 1843338219.66 No Risk Management
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 1362049614.21 <1 Day 86598788.75 1-Notch Other 2083279851.23 No IntO-9719 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 330760069.08 <1 Day 134361791.77 1-Notch Agency MBS 3916368514.72 No IntO-4721 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 691019156.32 <1 Day 330702771.29 1-Notch Agency MBS 4621363327.59 No IntO-1783 Operations
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 782869062.04 <1 Day 105688775.01 1-Notch Agency MBS 12314698.26 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Pension Fund No 2426901903.20 <1 Day 54900041.65 1-Notch None 3130467243.41 No IntO-3080 Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Investment Company or Advisor No 363057597.22 <1 Day 293267862.96 1-Notch None 2472437011.52 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Financial Market Utility No 897395429.70 <1 Day 309810023.84 1-Notch Cash 648193140.25 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 1142636234.12 <1 Day 408506972.64 1-Notch Corporate Bonds 3215435010.13 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Broker-Dealer No 847836646.34 <1 Day 136509964.41 1-Notch None 817468615.28 No Treasury