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 International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 1244361594.65 <1 Day 207830546.37 1-Notch None 4310280697.54 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade MDB No 468871521.42 <1 Day 453111722.48 1-Notch Equities 2332143708.85 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 626306916.07 <1 Day 69220925.36 1-Notch Corporate Bonds 2798720564.01 No IntO-2256 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Regulated Fund No 211574793.07 <1 Day 460340426.96 1-Notch Other 3293697194.06 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Small Business No 2917752439.89 <1 Day 393647490.56 1-Notch Agency MBS 2396267099.78 No Operations
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Central Bank No 1305776214.61 <1 Day 71228354.44 1-Notch Cash 4278932264.58 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Broker-Dealer No 2363865583.91 <1 Day 449526430.57 1-Notch Treasuries 189728898.33 No IntO-9065 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Bank No 2626357245.11 <1 Day 498318279.89 1-Notch Agency MBS 3470029549.73 No IntO-5606 Treasury
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade PSE No 1112188694.20 <1 Day 75129265.25 1-Notch Corporate Bonds 3937114218.59 No IntO-1077 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other Supranational No 1594220458.59 <1 Day 254532489.36 1-Notch Agency MBS 1693270003.89 No 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 2681208406.08 <1 Day 34028844.24 1-Notch Agency MBS 2183827780.39 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 1804605209.68 <1 Day 207094153.24 1-Notch Corporate Bonds 2339740121.83 No IntO-4540 Risk Management
2025-09-09 Liberty National Bank O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Non-Regulated Fund No 1192145368.13 <1 Day 143181040.85 1-Notch None 2305793932.06 No IntO-4612 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Bank No 2562726091.69 <1 Day 399708428.15 1-Notch Cash 1465104491.63 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 1726735084.64 <1 Day 395698009.42 1-Notch Agency MBS 4132897398.87 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Debt Issuing SPE No 460226675.48 <1 Day 62093688.50 1-Notch Cash 2503683751.79 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Sovereign No 2075386847.55 <1 Day 360258073.47 1-Notch Agency MBS 3256549166.37 No IntO-9792 Finance
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 1490279630.18 <1 Day 212875528.59 1-Notch None 991258092.73 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Bank No 882933022.58 <1 Day 265536390.87 1-Notch Corporate Bonds 3039916924.98 No IntO-5082 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Broker-Dealer No 797932356.40 <1 Day 392870971.35 1-Notch Equities 3519212192.98 No IntO-8101 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Other No 1520321712.29 <1 Day 3082975.51 1-Notch None 3534271258.32 No IntO-4396 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 2207175427.86 <1 Day 329976782.85 1-Notch Corporate Bonds 2305305943.65 No IntO-8025 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Financial Market Utility No 2410311831.79 <1 Day 132247588.76 1-Notch Corporate Bonds 2626157020.94 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Pension Fund No 2169641247.28 <1 Day 37196293.92 1-Notch None 2021457603.47 No IntO-4579 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.13 Total Collateral Required Due to a 1 Notch Downgrade Retail No 1381538087.28 <1 Day 98056870.52 1-Notch Treasuries 3975254700.28 No Legal