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 MDB No 355306434.83 <1 Day 496690270.15 3-Notch Agency MBS 369264250.80 No Operations
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade MDB No 1116843599.90 <1 Day 329789605.67 3-Notch Treasuries 473079196.16 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 Sovereign No 695257411.07 <1 Day 327926427.05 3-Notch Agency MBS 4846644266.82 No IntO-9548 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 241642355.88 <1 Day 416272918.97 3-Notch Agency MBS 1866507975.11 No IntO-3295 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Small Business No 539667813.42 <1 Day 193310918.89 3-Notch Corporate Bonds 3434062072.65 No IntO-7140 Finance
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Supranational No 223795077.19 <1 Day 20022357.38 3-Notch Treasuries 1380700897.66 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 274209553.58 <1 Day 121056471.37 3-Notch Cash 2542426591.80 No Treasury
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Investment Company or Advisor No 932355213.98 <1 Day 53316920.21 3-Notch Equities 2786189743.50 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 1702732118.18 <1 Day 54586645.93 3-Notch None 4599450784.87 No Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Central Bank No 2325375306.26 <1 Day 334419925.23 3-Notch None 4154000392.39 No IntO-9295 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 2790875291.39 <1 Day 19531213.33 3-Notch Corporate Bonds 2975104704.89 No Legal
2025-09-09 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 428660084.63 <1 Day 436215807.47 3-Notch Corporate Bonds 4071724243.03 No IntO-2948 Legal
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 521225874.28 <1 Day 126464140.74 3-Notch Agency MBS 2857764893.00 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 Central Bank No 2960724530.66 <1 Day 252882580.75 3-Notch Agency MBS 4220501863.23 No IntO-9252 Operations
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 620095054.17 <1 Day 37838298.81 3-Notch Equities 794082644.10 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other No 2424194029.85 <1 Day 322846280.85 3-Notch None 950205471.94 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 Other Supervised Non-Bank Financial Entity No 190611562.41 <1 Day 152029092.85 3-Notch Agency MBS 548390690.23 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 1993180323.14 <1 Day 15312597.19 3-Notch Treasuries 1982908819.95 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Regulated Fund No 2697904774.81 <1 Day 215463159.77 3-Notch Cash 4505921834.57 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Investment Company or Advisor No 1915515924.57 <1 Day 122675075.97 3-Notch Cash 4831229804.68 No IntO-5219 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Small Business No 361655210.96 <1 Day 135237672.28 3-Notch None 147523276.35 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Non-Financial Corporate No 1601852589.52 <1 Day 344070247.62 3-Notch Equities 2066472615.82 No IntO-4929 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Debt Issuing SPE No 1040160653.12 <1 Day 256135477.43 3-Notch Treasuries 2899708673.59 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Broker-Dealer No 2628856194.68 <1 Day 86586072.89 3-Notch Agency MBS 644447277.25 No IntO-7731 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 2246878312.88 <1 Day 464949303.37 3-Notch Treasuries 1574774218.16 No Risk Management