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 Other Supervised Non-Bank Financial Entity No 815052507.55 <1 Day 56503059.02 2-Notch Other 2934900859.11 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Broker-Dealer No 1687662233.79 <1 Day 130013725.70 2-Notch Other 3603616795.85 No IntO-5713 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 246356344.62 <1 Day 125676933.91 2-Notch Agency MBS 4275490579.02 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 2327056018.51 <1 Day 322588172.65 2-Notch Treasuries 3302233128.68 No IntO-3433 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Small Business No 1189438024.25 <1 Day 164262241.28 2-Notch Equities 1909329580.76 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Pension Fund No 2420723102.75 <1 Day 427160526.14 2-Notch Corporate Bonds 2052078427.95 No Risk Management
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supervised Non-Bank Financial Entity No 466787369.12 <1 Day 387337265.78 2-Notch Equities 4201042906.17 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 1587533441.66 <1 Day 288802117.13 2-Notch Agency MBS 4754747121.78 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 1777116157.30 <1 Day 147981299.98 2-Notch Agency MBS 3855802947.91 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 1430444831.04 <1 Day 469774590.34 2-Notch None 3226590427.21 No IntO-4728 Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 1151971912.25 <1 Day 89805340.92 2-Notch None 632153283.08 No IntO-4980 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 2150112591.55 <1 Day 262197886.71 2-Notch Other 3464546689.19 No Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 459503517.10 <1 Day 153975219.49 2-Notch None 4792468003.17 No IntO-2486 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1472876649.47 <1 Day 160785508.94 2-Notch Corporate Bonds 1385081291.62 No IntO-9928 Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 746440560.44 <1 Day 72825136.76 2-Notch Cash 1414021541.73 No IntO-5322 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Debt Issuing SPE No 463971923.35 <1 Day 309147500.50 2-Notch Corporate Bonds 3022555487.56 No Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supranational No 1644325587.12 <1 Day 466344049.63 2-Notch Cash 2618931446.19 No IntO-9662 Legal
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 2020754225.68 <1 Day 224323521.90 2-Notch None 3372936498.96 No IntO-5135 Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Central Bank No 379076173.91 <1 Day 266116560.48 2-Notch Other 1565027564.67 No Risk Management
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 343921222.18 <1 Day 193859536.29 2-Notch None 1662912986.15 No Finance
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 1463804532.20 <1 Day 131366433.33 2-Notch Corporate Bonds 2643379385.26 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 2261252379.26 <1 Day 484376957.75 2-Notch Equities 387837233.58 No Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 2825014367.43 <1 Day 5513750.78 2-Notch Treasuries 3079889932.01 No IntO-3362 Legal
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 1239959745.90 <1 Day 398154926.59 2-Notch Agency MBS 482520771.91 No IntO-7473 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 1355113500.84 <1 Day 423502284.27 2-Notch Other 4869641580.17 No Finance