Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.8: Variation 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 National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Bank Rehypothecateable Collateral Unencumbered 72934569764.21 IG-8 Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.8 S.DC.8: Variation Margin Posted - House Bank OTC - Centralized (Agent) 13399210098.66 LC-1 Day 33 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.8 S.DC.8: Variation Margin Posted - House Other OTC - Bilateral 15958038031.67 C-1 Day 55 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer Segregated Cash 19221974998.15 IG-2-Q Open Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.8 S.DC.8: Variation Margin Posted - House Bank Non-Segregated Cash 93346594694.18 G-4 Day 32 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.8 S.DC.8: Variation Margin Posted - House Other OTC - Centralized (Agent) 38123740405.00 IG-8 Day 47 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Bank Rehypothecateable Collateral Unencumbered 85477121442.09 CB-1 Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.8 S.DC.8: Variation Margin Posted - House Other Exchange-traded (Principal) 68883443484.64 A-0-Q Day 59 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Other Exchange-traded (Principal) 53115301876.02 E-2 Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer Non-Segregated Cash 68043455972.72 A-0-Q Day 35 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.8 S.DC.8: Variation Margin Posted - House Other Segregated Cash 36200208521.20 S-4-Q Day 32 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Bank Non-Rehypothecateable Collateral 44745315009.76 IG-8 Day 13 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Bank Exchange-traded (Agent) 32820659176.24 IG-1 Day 45 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.8 S.DC.8: Variation Margin Posted - House Other Rehypothecateable Collateral Encumbered 30580322611.22 IG-7 Day 31 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer OTC - Centralized (Agent) 2878212863.97 IG-8 Day 26 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer Exchange-traded (Agent) 90348660702.16 IG-7 Day 40 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.8 S.DC.8: Variation Margin Posted - House Other Exchange-traded (Agent) 53497441412.17 IG-2-Q Day 52 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.8 S.DC.8: Variation Margin Posted - House Bank Exchange-traded (Principal) 6844418691.16 S-2 Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Bank OTC - Centralized (Agent) 58805717206.97 G-1 Day 14 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Other OTC - Centralized (Principal) 73562227234.83 P-2 Day 27 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer Exchange-traded (Agent) 65524218853.15 G-2-Q Day 45 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.8 S.DC.8: Variation Margin Posted - House Broker-Dealer OTC - Bilateral 54618520394.10 E-4 Day 8 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.8 S.DC.8: Variation Margin Posted - House Other OTC - Bilateral 59232816394.64 LC-2 68 - 74 Days Liberty National Bank
2025-09-17 Liberty National Bank S.DC.8 S.DC.8: Variation Margin Posted - House Other Exchange-traded (Principal) 58217366660.22 A-2 Day 12 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.8 S.DC.8: Variation Margin Posted - House Bank OTC - Centralized (Principal) 3057474615.89 S-6 Day 53 Liberty Financial Group, Inc. - Global Consolidated Entity