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 Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Financial Market Utility No 505596110.25 <1 Day 277502474.72 3-Notch Other 3882342661.81 No IntO-2463 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Other Supranational No 1591551595.76 <1 Day 309514412.19 3-Notch Equities 1654975952.57 No IntO-7144 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Pension Fund No 1193030114.79 <1 Day 443879140.27 3-Notch Treasuries 3058658940.24 No IntO-5905 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 1731128619.71 <1 Day 47291906.00 3-Notch Other 783691338.10 No Legal
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 805541559.48 <1 Day 161455992.71 3-Notch Corporate Bonds 692262335.40 No IntO-7605 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 2912029491.85 <1 Day 267385286.78 3-Notch Corporate Bonds 555299325.76 No Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 5658.68 Open 375.16 30-90 Days A-0-Q 244.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 44499.77 Open 4603.65 30-90 Days A-1-Q 8846.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 29587.81 Open 3091.76 91-180 Days A-2-Q 2527.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 55111.23 Open 2206.98 91-180 Days A-3-Q 10159.04 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 86626.77 Open 11007.36 <30 Days A-4-Q 8875.47 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 46878.99 Open 2480.12 Open A-5-Q 1803.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 687.93 Open 31.89 <30 Days CB-1-Q 6.72 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 109712.56 Open 12191.87 91-180 Days CB-2-Q 3808.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 17838.18 Open 877.48 <30 Days S-1-Q 1840.22 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 106544.81 Open 1373.58 91-180 Days S-2-Q 15048.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 42060.96 Open 1258.63 <30 Days S-3-Q 4404.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 86738.80 Open 5663.87 30-90 Days S-4-Q 5796.15 No Finance
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 17563.74 Open 1177.27 30-90 Days CB-3-Q 1222.04 No Risk Management
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 50245.62 Open 7167.53 Open G-1-Q 1283.93 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 109285.26 Open 14906.54 91-180 Days G-2-Q 5639.40 No Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 84272.69 Open 3942.11 30-90 Days G-3-Q 6089.85 No Treasury
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 94070.89 Open 7028.55 Open S-5-Q 4930.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail Yes 32741.88 Open 820.51 Open S-6-Q 3237.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.15 Total Collateral Required Due to a 3 Notch Downgrade Retail No 89035.41 Open 8877.17 Open S-7-Q 8577.30 No Legal