Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 266352792.20 <1 Day 149534209.13 2-Notch Corporate Bonds 1316738026.61 No IntO-6112 Risk Management
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 815090663.32 <1 Day 373167907.91 2-Notch Treasuries 1243677999.61 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 1391377909.02 <1 Day 347993423.83 2-Notch Other 542946368.45 No IntO-8818 Finance
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 2415875484.95 <1 Day 402268409.66 2-Notch Agency MBS 2504172373.92 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 349302566.37 <1 Day 324964627.50 2-Notch Agency MBS 4112666294.27 No 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 2040060569.58 <1 Day 176826217.90 2-Notch Other 2653602798.57 No IntO-6596 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 157153222.99 <1 Day 239432218.29 2-Notch Agency MBS 2443044496.48 No IntO-5161 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Financial Corporate No 19529817.58 <1 Day 371561211.07 2-Notch Treasuries 589217564.44 No IntO-7842 Treasury
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 2811307221.20 <1 Day 332140987.14 2-Notch Treasuries 2132695371.09 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 1432409711.57 <1 Day 206672082.79 2-Notch Corporate Bonds 2709433563.91 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Central Bank No 934127095.95 <1 Day 20946195.72 2-Notch Equities 2894009168.78 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 1816066452.64 <1 Day 422812246.49 2-Notch Other 1699191909.42 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Financial Corporate No 2157866960.25 <1 Day 191548436.22 2-Notch Other 4205102874.76 No Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 2761476464.68 <1 Day 189452916.72 2-Notch Corporate Bonds 705711436.90 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 2562540584.68 <1 Day 367216585.62 2-Notch Corporate Bonds 2334077929.19 No IntO-6644 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Central Bank No 612947872.74 <1 Day 38111907.36 2-Notch Corporate Bonds 3100580301.56 No IntO-5893 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 1231271362.67 <1 Day 119143340.34 2-Notch Other 2295901746.89 No IntO-5304 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Central Bank No 2173408224.33 <1 Day 38599275.24 2-Notch Other 2927567889.06 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Investment Company or Advisor No 1193461163.77 <1 Day 44430007.56 2-Notch Equities 1245679319.06 No IntO-1112 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 2626744085.77 <1 Day 342608576.56 2-Notch Cash 1720756455.17 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 2014356505.61 <1 Day 360199572.06 2-Notch Equities 3898891375.25 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 2192483075.51 <1 Day 113627413.72 2-Notch Agency MBS 146190111.67 No IntO-8552 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Investment Company or Advisor No 255232849.05 <1 Day 295608878.09 2-Notch Corporate Bonds 4753233144.22 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Pension Fund No 1891218467.16 <1 Day 383111997.24 2-Notch None 426524885.73 No IntO-2405 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 1295527998.45 <1 Day 89402638.09 2-Notch Corporate Bonds 3795437100.50 No IntO-5624 Operations