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 Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 2498162024.80 <1 Day 4184125.65 3-Notch Corporate Bonds 480480063.00 No IntO-3010 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade GSE No 1036516349.43 <1 Day 157601087.03 3-Notch Other 1411946514.66 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 1366252720.47 <1 Day 285330289.57 3-Notch Cash 3044543315.09 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1814977125.58 <1 Day 138854715.40 3-Notch Agency MBS 811906513.43 No IntO-1848 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade GSE No 1979919464.36 <1 Day 58015444.34 3-Notch Corporate Bonds 3442539755.76 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 2583877491.30 <1 Day 453810569.73 3-Notch Agency MBS 1093603822.26 No Finance
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 847775242.27 <1 Day 241832634.41 3-Notch Treasuries 3215565759.09 No IntO-7890 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 359068323.92 <1 Day 420186879.89 3-Notch Treasuries 4672894450.68 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Investment Company or Advisor No 2744178344.06 <1 Day 12070467.09 3-Notch Agency MBS 4254284492.83 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-Financial Corporate No 604802844.11 <1 Day 215363594.50 3-Notch Treasuries 589457132.21 No Operations
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 1079025395.39 <1 Day 11871789.28 3-Notch Other 70588563.13 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade PSE No 433603837.86 <1 Day 42376336.94 3-Notch Cash 38741624.71 No Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 563829397.05 <1 Day 437523839.17 3-Notch Agency MBS 1806659959.42 No IntO-1596 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1129893569.33 <1 Day 369089123.70 3-Notch Treasuries 3054496158.37 No IntO-2627 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 2310154106.65 <1 Day 98881555.56 3-Notch Equities 2599127060.08 No IntO-9361 Risk Management
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade GSE No 1035251220.91 <1 Day 54731433.77 3-Notch Equities 1935588372.02 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 1312768088.94 <1 Day 494765055.17 3-Notch Cash 1083970917.76 No IntO-9551 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 2570386240.86 <1 Day 94809616.73 3-Notch Treasuries 2059707848.43 No IntO-3510 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 582285592.35 <1 Day 68195659.73 3-Notch Treasuries 178816265.10 No IntO-5359 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Financial Market Utility No 1711449483.52 <1 Day 103954131.26 3-Notch Treasuries 3606585768.28 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Supervised Non-Bank Financial Entity No 913982444.73 <1 Day 267572449.14 3-Notch Corporate Bonds 2785812733.37 No IntO-1801 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 996804003.87 <1 Day 487185058.12 3-Notch None 3753669275.69 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 Investment Company or Advisor No 1817562916.30 <1 Day 112038193.41 3-Notch Equities 3768784871.19 No Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 2011861406.01 <1 Day 74124867.95 3-Notch Corporate Bonds 4953874279.77 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 452622723.29 <1 Day 490121800.01 3-Notch Equities 157397079.15 No IntO-9245 Finance