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 Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 380908.09 <1 Day 427673301.07 2-Notch Other 2337649251.05 No IntO-5092 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Small Business No 2356668730.45 <1 Day 483653368.94 2-Notch Other 2254497448.30 No IntO-8829 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 321928380.99 <1 Day 428096512.43 2-Notch None 2270859934.55 No IntO-8683 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Broker-Dealer No 2297660001.34 <1 Day 497651027.85 2-Notch Treasuries 1578609732.22 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Bank No 1499800161.15 <1 Day 142824665.00 2-Notch Agency MBS 1245298933.68 No IntO-8990 Treasury
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supranational No 1190782555.06 <1 Day 27597830.40 2-Notch Cash 970889166.04 No IntO-6594 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 620138518.11 <1 Day 137616251.60 2-Notch Agency MBS 4580227816.88 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 369526480.97 <1 Day 362436142.60 2-Notch Cash 2201872592.82 No IntO-9613 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 929998885.91 <1 Day 166924956.01 2-Notch Treasuries 865441643.97 No IntO-1371 Treasury
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Debt Issuing SPE No 2555373486.64 <1 Day 487260765.84 2-Notch None 2403146402.48 No Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade PSE No 2963545337.50 <1 Day 347445123.71 2-Notch Treasuries 1498984490.85 No IntO-9348 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 1740231134.41 <1 Day 41290581.35 2-Notch Corporate Bonds 4461187356.55 No IntO-3084 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 980943356.24 <1 Day 70514649.97 2-Notch Cash 4734321648.50 No IntO-6236 Treasury
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 615350184.12 <1 Day 369616597.47 2-Notch None 1828469843.79 No Risk Management
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 29196768.93 <1 Day 99294705.53 2-Notch Treasuries 4084398787.15 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 304120765.62 <1 Day 115992020.86 2-Notch Other 2424750048.57 No IntO-8588 Risk Management
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 2567895.29 <1 Day 78878499.64 2-Notch Other 161642954.16 No IntO-8541 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supranational No 1033920468.28 <1 Day 39306927.92 2-Notch Corporate Bonds 772798984.50 No IntO-6561 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 1238822040.45 <1 Day 36027909.75 2-Notch Equities 4871853005.30 No IntO-9343 Operations
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other Supranational No 476457291.08 <1 Day 101884112.85 2-Notch None 1677095007.80 No IntO-5915 Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 2667872667.02 <1 Day 259889120.58 2-Notch None 792034702.36 No IntO-6726 Legal
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Other No 229971318.98 <1 Day 338409341.85 2-Notch None 1518442241.41 No IntO-2933 Treasury
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 1522659986.67 <1 Day 318111721.13 2-Notch Equities 256148362.36 No Finance
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade GSE No 2251971722.78 <1 Day 229468200.29 2-Notch Equities 927570952.55 No Legal
2025-09-09 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade MDB No 514728420.66 <1 Day 155992003.38 2-Notch Agency MBS 256290783.49 No IntO-6575 Risk Management