Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.5: Initial Margin Posted - House

Report Date Reporting Entity PID Product Counterparty Sub Product Sub Product 2 Market Value Collateral Class Collateral Level G-SIB Effective Maturity Bucket Encumbrance Type Netting Eligible Treasury Control Internal Internal Counterparty Business Line
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Bank Rehypothecateable Collateral Unencumbered 85844881695.30 G-1 Day 8 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.5 S.DC.5: Initial Margin Posted - House Other Non-Segregated Cash 9050632243.35 E-10 Day 60 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer Exchange-traded (Principal) 1627534429.04 G-1 Day 44 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Other Exchange-traded (Principal) 66672924413.52 CB-3-Q Day 11 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer Exchange-traded (Principal) 88163709293.26 S-3-Q >5 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.5 S.DC.5: Initial Margin Posted - House Other Rehypothecateable Collateral Encumbered 55668930166.29 S-3-Q >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.5 S.DC.5: Initial Margin Posted - House Bank Non-Rehypothecateable Collateral 92265311058.36 P-1 Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.5 S.DC.5: Initial Margin Posted - House Other OTC - Bilateral 81422652566.79 E-7 121 - 150 Days Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.5 S.DC.5: Initial Margin Posted - House Bank OTC - Bilateral 55673307768.11 Z-1 121 - 150 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.5 S.DC.5: Initial Margin Posted - House Bank OTC - Centralized (Principal) 12738287651.67 N-6 83 - 90 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer Rehypothecateable Collateral Unencumbered 3916315088.43 N-5 Day 32 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.5 S.DC.5: Initial Margin Posted - House Other OTC - Centralized (Agent) 81076933155.56 IG-3 Day 47 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.5 S.DC.5: Initial Margin Posted - House Bank Exchange-traded (Principal) 96824486188.91 A-5-Q Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Bank OTC - Bilateral 51477598093.24 S-8 Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.5 S.DC.5: Initial Margin Posted - House Other Segregated Cash 86336179916.64 L-4 Day 9 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.5 S.DC.5: Initial Margin Posted - House Other Rehypothecateable Collateral Unencumbered 95846110931.81 L-8 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer OTC - Centralized (Agent) 72959216450.53 CB-1-Q Day 7 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer Exchange-traded (Principal) 88411963648.13 G-2-Q Day 1 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer OTC - Centralized (Principal) 90247093106.41 S-3 Day 53 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer Rehypothecateable Collateral Unencumbered 61208376652.85 L-11 Day 37 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Broker-Dealer OTC - Bilateral 5772321570.04 L-1 Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.5 S.DC.5: Initial Margin Posted - House Bank Rehypothecateable Collateral Unencumbered 20429026899.76 P-1 Day 57 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.5 S.DC.5: Initial Margin Posted - House Other Rehypothecateable Collateral Encumbered 33848329367.98 E-10 Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.5 S.DC.5: Initial Margin Posted - House Bank Rehypothecateable Collateral Unencumbered 75894783734.28 CB-2-Q 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.5 S.DC.5: Initial Margin Posted - House Other Exchange-traded (Principal) 10649966734.23 S-2 Day 56 Liberty Capital Markets Inc.