| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
MDB |
No |
2309560738.06 |
<1 Day |
169825775.04 |
3-Notch |
Treasuries |
1031335267.30 |
No |
|
Treasury |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Pension Fund |
No |
142718486.95 |
<1 Day |
37900066.79 |
3-Notch |
Other |
4977365396.30 |
No |
|
Operations |
| 2025-09-09 |
Liberty National Bank |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Retail |
No |
609635538.77 |
<1 Day |
149355658.01 |
3-Notch |
Cash |
2645985063.88 |
No |
IntO-8783 |
Operations |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
MDB |
No |
1582693355.95 |
<1 Day |
411688542.55 |
3-Notch |
Corporate Bonds |
1876363307.35 |
No |
IntO-7831 |
Finance |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Debt Issuing SPE |
No |
2543501962.83 |
<1 Day |
27670497.30 |
3-Notch |
Cash |
3118778676.19 |
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 |
Retail |
No |
971261366.33 |
<1 Day |
131324062.43 |
3-Notch |
Treasuries |
1059489518.80 |
No |
|
Treasury |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Debt Issuing SPE |
No |
61927824.39 |
<1 Day |
61763350.34 |
3-Notch |
Cash |
1028251274.14 |
No |
|
Treasury |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Debt Issuing SPE |
No |
150380843.04 |
<1 Day |
331685245.62 |
3-Notch |
None |
1127920129.27 |
No |
IntO-7438 |
Risk Management |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Non-Regulated Fund |
No |
2374390194.02 |
<1 Day |
288450356.73 |
3-Notch |
Cash |
2551473045.08 |
No |
IntO-9965 |
Finance |
| 2025-09-09 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Debt Issuing SPE |
No |
625237961.21 |
<1 Day |
116978232.70 |
3-Notch |
None |
1421745959.19 |
No |
|
Treasury |
| 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 |
754918805.69 |
<1 Day |
295711358.46 |
3-Notch |
Cash |
4045582968.80 |
No |
IntO-9591 |
Risk Management |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Sovereign |
No |
2270441442.45 |
<1 Day |
266116259.83 |
3-Notch |
Agency MBS |
2134096172.91 |
No |
IntO-4397 |
Risk Management |
| 2025-09-09 |
Liberty Financial Group, Inc. - Parent Company Only |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
GSE |
No |
2537068975.62 |
<1 Day |
58895109.72 |
3-Notch |
Cash |
968636223.92 |
No |
IntO-5166 |
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Sovereign |
No |
295784133.77 |
<1 Day |
410211972.07 |
3-Notch |
Agency MBS |
4025813584.75 |
No |
|
Operations |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Pension Fund |
No |
1880751824.24 |
<1 Day |
276554200.17 |
3-Notch |
None |
3204546053.80 |
No |
IntO-6573 |
Risk Management |
| 2025-09-09 |
Liberty International Finance Ltd. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Investment Company or Advisor |
No |
1348062761.13 |
<1 Day |
135856921.66 |
3-Notch |
Other |
3435468009.45 |
No |
IntO-5336 |
Finance |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Bank |
No |
2508770832.39 |
<1 Day |
41526407.69 |
3-Notch |
Treasuries |
3426133984.43 |
No |
|
Treasury |
| 2025-09-09 |
Liberty Capital Markets Inc. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Bank |
No |
2379062535.65 |
<1 Day |
348627377.26 |
3-Notch |
Treasuries |
1684109891.13 |
No |
IntO-1450 |
Legal |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
PSE |
No |
800883790.99 |
<1 Day |
420774068.32 |
3-Notch |
Other |
2308763964.50 |
No |
IntO-6674 |
Legal |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
GSE |
No |
873410386.10 |
<1 Day |
481537041.77 |
3-Notch |
Other |
4120993109.43 |
No |
IntO-1094 |
Finance |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Financial Market Utility |
No |
305421801.18 |
<1 Day |
167033342.63 |
3-Notch |
Other |
1737905984.41 |
No |
IntO-4154 |
Risk Management |
| 2025-09-09 |
Liberty Mortgage Services Corp. |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
PSE |
No |
2397115291.59 |
<1 Day |
111060040.65 |
3-Notch |
Cash |
4399888404.05 |
No |
IntO-3411 |
Risk Management |
| 2025-09-09 |
Liberty National Bank |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Broker-Dealer |
No |
1500186131.36 |
<1 Day |
231947774.80 |
3-Notch |
Corporate Bonds |
1296732769.75 |
No |
|
Finance |
| 2025-09-09 |
Liberty National Bank |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Broker-Dealer |
No |
829767589.39 |
<1 Day |
64761236.92 |
3-Notch |
None |
2544705560.33 |
No |
IntO-7253 |
Finance |
| 2025-09-09 |
Liberty National Bank |
O.O.15 |
Total Collateral Required Due to a 3 Notch Downgrade |
Retail |
No |
684710516.07 |
<1 Day |
180680183.93 |
3-Notch |
Treasuries |
3625974936.17 |
No |
|
Risk Management |