Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.15: Total Collateral Required Due to a 3 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.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 1773765426.91 <1 Day 78665888.03 3-Notch Agency MBS 2819272803.56 No IntO-4936 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 2096500491.44 <1 Day 266561931.65 3-Notch Agency MBS 3351844619.65 No IntO-5708 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 2487138978.91 <1 Day 97341134.71 3-Notch Corporate Bonds 1076486285.90 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 1632108343.21 <1 Day 460728294.29 3-Notch Equities 3528519830.06 No IntO-8226 Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 2550175277.08 <1 Day 492502138.47 3-Notch Agency MBS 1476839615.92 No IntO-6796 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade GSE No 2470066919.95 <1 Day 494138766.70 3-Notch Agency MBS 546428580.50 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Small Business No 775797269.02 <1 Day 85033740.16 3-Notch None 3059001937.81 No IntO-6268 Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Supervised Non-Bank Financial Entity No 1037171435.75 <1 Day 142376108.47 3-Notch None 1868711193.72 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Bank No 765360951.34 <1 Day 426653857.04 3-Notch Other 952698684.86 No IntO-5793 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 2412348219.67 <1 Day 318713075.34 3-Notch Equities 2927818549.63 No IntO-2353 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 1731626730.79 <1 Day 2095609.14 3-Notch None 3573875911.27 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1544030634.25 <1 Day 305731665.70 3-Notch None 3183589018.18 No IntO-8107 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Bank No 2958940174.74 <1 Day 460700996.47 3-Notch Other 4155926065.67 No IntO-3139 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 58699087.19 <1 Day 303699904.60 3-Notch None 2220637508.40 No IntO-7174 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade PSE No 64774097.05 <1 Day 375084668.27 3-Notch Agency MBS 1273385650.59 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2112658934.04 <1 Day 248528308.56 3-Notch Other 4597977054.26 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 2199751811.44 <1 Day 179404695.08 3-Notch Equities 368493982.66 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2674460982.24 <1 Day 486827235.98 3-Notch Agency MBS 3499686566.46 No IntO-2400 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 2755876441.86 <1 Day 315718035.66 3-Notch Other 2334665585.67 No IntO-7020 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Bank No 786918797.47 <1 Day 340548423.06 3-Notch Cash 972232799.17 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 1114982053.37 <1 Day 287992259.39 3-Notch None 3574110799.52 No IntO-2849 Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 2180188518.10 <1 Day 451655572.33 3-Notch Corporate Bonds 2311778343.04 No IntO-4926 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 2614433715.14 <1 Day 95135411.54 3-Notch Corporate Bonds 2242535849.68 No IntO-2471 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade PSE No 312304456.50 <1 Day 458640682.03 3-Notch Treasuries 141547976.70 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Investment Company or Advisor No 414551869.93 <1 Day 269209194.55 3-Notch Other 4995145367.38 No IntO-1190 Risk Management