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. - Parent Company Only O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Broker-Dealer No 2553076258.10 <1 Day 487364238.45 2-Notch Other 802018802.67 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 2207263310.33 <1 Day 149316721.19 2-Notch Treasuries 3783079808.63 No IntO-4825 Operations
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Non-Regulated Fund No 810297986.25 <1 Day 234171492.62 2-Notch Cash 2804869089.05 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Financial Market Utility No 337791346.19 <1 Day 183893603.26 2-Notch Agency MBS 3359594701.57 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Sovereign No 2312713996.06 <1 Day 209944852.86 2-Notch Corporate Bonds 716463648.08 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 Supranational No 1979453649.91 <1 Day 123808034.26 2-Notch None 4157037555.89 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 42790.63 Open 368.15 91-180 Days A-0-Q 3891.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 82799.73 Open 10522.69 <30 Days A-1-Q 1679.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 43973.13 Open 5724.31 <30 Days A-2-Q 6396.97 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 38374.39 Open 5046.79 91-180 Days A-3-Q 3624.00 No Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 3766.71 Open 258.25 Open A-4-Q 73.00 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 26112.20 Open 2876.14 30-90 Days A-5-Q 3025.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 24323.32 Open 3448.84 91-180 Days CB-1-Q 2629.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 19031.94 Open 2382.63 91-180 Days CB-2-Q 777.92 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 26621.11 Open 962.14 <30 Days S-1-Q 2081.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 99560.64 Open 12617.04 <30 Days S-2-Q 4501.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 47041.26 Open 233.73 <30 Days S-3-Q 6624.51 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 11378.44 Open 1163.42 30-90 Days S-4-Q 587.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 66656.43 Open 5093.50 30-90 Days CB-3-Q 1084.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 105728.17 Open 14770.53 <30 Days G-1-Q 15907.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 62877.91 Open 4678.20 91-180 Days G-2-Q 1240.47 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 37857.29 Open 2749.45 30-90 Days G-3-Q 5452.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 9012.34 Open 1076.66 30-90 Days S-5-Q 1196.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 13463.60 Open 579.36 <30 Days S-6-Q 1284.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 49787.71 Open 3876.02 <30 Days S-7-Q 3884.19 No Risk Management