| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
GSE |
No |
2578911016.49 |
<1 Day |
224439911.99 |
2-Notch |
Cash |
2243286164.93 |
No |
IntO-4775 |
Legal |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Other Supranational |
No |
2351518458.51 |
<1 Day |
138233632.41 |
2-Notch |
Agency MBS |
1317071695.81 |
No |
IntO-6543 |
Finance |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Pension Fund |
No |
219899588.73 |
<1 Day |
17857784.59 |
2-Notch |
None |
1687607283.76 |
No |
|
Treasury |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
GSE |
No |
1659260090.92 |
<1 Day |
140285380.29 |
2-Notch |
Other |
1865469566.06 |
No |
|
Treasury |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Other Supranational |
No |
1033489848.92 |
<1 Day |
292183387.17 |
2-Notch |
Other |
3281539257.25 |
No |
IntO-1329 |
Finance |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
PSE |
No |
1549676692.27 |
<1 Day |
234260848.83 |
2-Notch |
None |
903493026.51 |
No |
IntO-3274 |
Treasury |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Bank |
No |
554258033.70 |
<1 Day |
439080377.27 |
2-Notch |
Equities |
2839004686.33 |
No |
IntO-1385 |
Treasury |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Other Supranational |
No |
2852728554.86 |
<1 Day |
456286315.65 |
2-Notch |
Corporate Bonds |
1876322153.71 |
No |
IntO-8324 |
Risk Management |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Investment Company or Advisor |
No |
2884430821.70 |
<1 Day |
142062837.97 |
2-Notch |
Equities |
2912039755.35 |
No |
|
Legal |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Broker-Dealer |
No |
1817175950.66 |
<1 Day |
192546602.67 |
2-Notch |
Equities |
3777717338.77 |
No |
IntO-9766 |
Operations |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Sovereign |
No |
2127625468.38 |
<1 Day |
372296328.65 |
2-Notch |
Other |
1398573748.62 |
No |
|
Treasury |
| 2025-09-09 |
Liberty National Bank |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Retail |
No |
1982820812.12 |
<1 Day |
284395398.77 |
2-Notch |
Equities |
4049029010.46 |
No |
IntO-1434 |
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Debt Issuing SPE |
No |
213054299.99 |
<1 Day |
275026466.85 |
2-Notch |
Corporate Bonds |
689861332.71 |
No |
|
Treasury |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Financial Market Utility |
No |
1339857629.00 |
<1 Day |
495938508.19 |
2-Notch |
Other |
4706016916.58 |
No |
|
Finance |
| 2025-09-09 |
Liberty National Bank |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Non-Regulated Fund |
No |
459451554.49 |
<1 Day |
30296806.93 |
2-Notch |
None |
4023921374.68 |
No |
|
Risk Management |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Bank |
No |
2407230351.73 |
<1 Day |
100464023.14 |
2-Notch |
Treasuries |
1918138243.64 |
No |
IntO-2158 |
Finance |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
GSE |
No |
2632785887.59 |
<1 Day |
273664267.38 |
2-Notch |
Equities |
3627208411.71 |
No |
|
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Central Bank |
No |
190639578.82 |
<1 Day |
198340373.03 |
2-Notch |
Cash |
2800301158.03 |
No |
IntO-5209 |
Risk Management |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Other Supervised Non-Bank Financial Entity |
No |
839862665.62 |
<1 Day |
435037900.34 |
2-Notch |
Other |
4801554408.55 |
No |
IntO-6005 |
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Investment Company or Advisor |
No |
940748085.62 |
<1 Day |
421934427.57 |
2-Notch |
None |
727747571.81 |
No |
|
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Other Supervised Non-Bank Financial Entity |
No |
2385980913.46 |
<1 Day |
72882126.83 |
2-Notch |
Agency MBS |
2761533912.19 |
No |
|
Finance |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
MDB |
No |
722029647.70 |
<1 Day |
103736483.21 |
2-Notch |
Other |
3291337481.94 |
No |
IntO-9132 |
Risk Management |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Small Business |
No |
2158019235.69 |
<1 Day |
641970.66 |
2-Notch |
Corporate Bonds |
4453146962.26 |
No |
|
Legal |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Broker-Dealer |
No |
2830191368.16 |
<1 Day |
280920935.76 |
2-Notch |
Agency MBS |
1541252909.67 |
No |
IntO-5756 |
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.14 |
Total Collateral Required Due to a 2 Notch Downgrade |
Debt Issuing SPE |
No |
460976494.07 |
<1 Day |
48961610.05 |
2-Notch |
None |
1794536472.68 |
No |
IntO-2437 |
Risk Management |