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 Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 590806357.79 <1 Day 180345399.90 3-Notch Equities 3322939227.11 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 911666926.45 <1 Day 450529311.20 3-Notch Corporate Bonds 1972476931.02 No Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Investment Company or Advisor No 1475830948.54 <1 Day 86395827.33 3-Notch Equities 474234890.01 No IntO-2449 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade GSE No 1534292696.20 <1 Day 258278250.78 3-Notch None 4371640082.12 No IntO-5481 Finance
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 2966800193.39 <1 Day 483406706.23 3-Notch Corporate Bonds 2462539741.92 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 1767317023.62 <1 Day 336834313.23 3-Notch Treasuries 350636306.16 No IntO-1181 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 1940175446.70 <1 Day 1258616.28 3-Notch Agency MBS 144305358.43 No IntO-1294 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 1366647120.63 <1 Day 461484912.54 3-Notch Agency MBS 815114571.99 No IntO-4080 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1733279816.78 <1 Day 196322596.44 3-Notch Agency MBS 2151313790.62 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 825103986.20 <1 Day 186079658.32 3-Notch None 1066372008.87 No Operations
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 171403695.47 <1 Day 226873651.21 3-Notch Cash 1208563089.14 No 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 2938790399.86 <1 Day 431101826.94 3-Notch None 2409171172.69 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade MDB No 2789627245.34 <1 Day 39434830.03 3-Notch None 1625630461.60 No IntO-6573 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade PSE No 2869941200.37 <1 Day 233829856.15 3-Notch Other 923114932.21 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 1567726683.33 <1 Day 144245218.30 3-Notch Equities 4670191936.20 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 GSE No 2390327308.07 <1 Day 287440342.51 3-Notch Treasuries 4447956420.53 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Supranational No 2331646199.64 <1 Day 249216200.05 3-Notch Treasuries 3781369517.25 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Small Business No 2483640018.09 <1 Day 20517776.01 3-Notch Agency MBS 3550074737.54 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 2129764689.14 <1 Day 149297706.03 3-Notch Treasuries 1528023304.59 No IntO-9536 Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Financial Market Utility No 2733225146.95 <1 Day 15023601.89 3-Notch Corporate Bonds 2205943695.57 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 1675007989.49 <1 Day 459606115.75 3-Notch Treasuries 1497755624.07 No Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Sovereign No 149278845.36 <1 Day 360459310.42 3-Notch Corporate Bonds 4696015653.65 No IntO-5276 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade MDB No 706705230.66 <1 Day 344278458.54 3-Notch None 201309979.23 No Operations
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 494085551.21 <1 Day 336279309.04 3-Notch Cash 2259512808.71 No IntO-3698 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade MDB No 1827093851.67 <1 Day 3876252.43 3-Notch Treasuries 1768753502.78 No IntO-3712 Finance