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 Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Broker-Dealer No 740834076.00 <1 Day 282797990.90 2-Notch Treasuries 364599307.38 No IntO-3837 Finance
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 1403798476.20 <1 Day 25390124.38 2-Notch Corporate Bonds 2855989124.74 No IntO-2467 Treasury
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Pension Fund No 37431391.08 <1 Day 168243968.67 2-Notch Corporate Bonds 331169854.93 No IntO-3803 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 493905742.70 <1 Day 188165975.22 2-Notch Agency MBS 1361867632.18 No IntO-4523 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 2064420275.77 <1 Day 38531916.33 2-Notch None 4676963137.94 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Financial Corporate No 2704707158.07 <1 Day 284689818.49 2-Notch None 3284851717.77 No IntO-8464 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 870442199.62 <1 Day 302531934.81 2-Notch Other 4718410941.67 No IntO-6723 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Small Business No 1921424796.34 <1 Day 405194449.42 2-Notch None 3558285215.03 No IntO-8926 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 1883599441.52 <1 Day 116793172.71 2-Notch Treasuries 3339685269.49 No IntO-8142 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 1327295877.97 <1 Day 70315853.76 2-Notch Corporate Bonds 2487547403.14 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 720598903.93 <1 Day 228958987.24 2-Notch Equities 3809194445.50 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 524237546.43 <1 Day 337642107.27 2-Notch Corporate Bonds 1883180141.22 No IntO-4397 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Financial Corporate No 1299455376.16 <1 Day 135362437.07 2-Notch None 363089367.52 No IntO-2024 Finance
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Pension Fund No 1515425545.18 <1 Day 337463146.60 2-Notch Corporate Bonds 1028109558.11 No IntO-7078 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 1530906150.32 <1 Day 341399968.22 2-Notch Corporate Bonds 4378544344.46 No IntO-6827 Operations
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 759848504.49 <1 Day 223140965.93 2-Notch Treasuries 4471773169.07 No Legal
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Financial Corporate No 318898357.55 <1 Day 166376081.32 2-Notch Other 1560424238.74 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 1808621175.15 <1 Day 219253887.29 2-Notch Corporate Bonds 4482197391.94 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supranational No 1989783644.70 <1 Day 172707721.37 2-Notch Agency MBS 4095226260.49 No Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 278139114.13 <1 Day 21762313.19 2-Notch Treasuries 2858831889.53 No Risk Management
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 429226244.06 <1 Day 64321734.52 2-Notch Agency MBS 3258643680.01 No Operations
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 35375905.69 <1 Day 149596463.41 2-Notch Corporate Bonds 3949669495.80 No IntO-2320 Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Debt Issuing SPE No 1416308405.33 <1 Day 13433488.03 2-Notch Equities 1954253865.57 No Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 2148124308.41 <1 Day 259608295.08 2-Notch Equities 1030463573.33 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 775687535.40 <1 Day 376628819.16 2-Notch Corporate Bonds 4021982963.13 No Risk Management