Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.17: Excess Margin

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 Financial Group, Inc. - Global Consolidated Entity O.O.17 Excess Margin Broker-Dealer Yes 2974483587.72 <1 Day 12145332.26 <30 Days Agency MBS 87669513.98 No IntO-3757 Finance
2025-09-09 Liberty National Bank O.O.17 Excess Margin Broker-Dealer No 2784883747.09 <1 Day 59563857.34 Open None 20491131.48 Yes IntO-5011 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.17 Excess Margin Broker-Dealer No 1071138802.03 <1 Day 152323808.36 30-90 Days Treasuries 73632703.01 Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.17 Excess Margin Broker-Dealer Yes 1488356985.87 <1 Day 118642560.17 91-180 Days Other 46045918.16 Yes Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.17 Excess Margin Broker-Dealer Yes 2467950701.61 <1 Day 344870682.97 91-180 Days None 481610115.64 No Operations
2025-09-09 Liberty National Bank O.O.17 Excess Margin Broker-Dealer No 141386275.93 <1 Day 75665513.33 30-90 Days Agency MBS 916077121.43 No Operations
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 17746.63 Open 1748.35 <30 Days A-0-Q 2717.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 30458.15 Open 3705.43 91-180 Days A-1-Q 776.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 71416.24 Open 4875.88 Open A-2-Q 1909.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 13533.89 Open 343.65 Open A-3-Q 2660.47 No Treasury
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 40078.33 Open 5456.43 Open A-4-Q 5467.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 51044.91 Open 4252.50 30-90 Days A-5-Q 4622.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 80374.07 Open 2591.86 Open CB-1-Q 6935.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 82044.62 Open 96.11 Open CB-2-Q 5078.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 102054.71 Open 10558.08 Open S-1-Q 18286.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 53943.79 Open 6717.20 Open S-2-Q 2698.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 59369.59 Open 3525.53 Open S-3-Q 3366.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 67662.76 Open 2864.02 Open S-4-Q 8247.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 44657.51 Open 2378.02 Open CB-3-Q 3324.11 No Finance
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 6112.01 Open 641.17 91-180 Days G-1-Q 1065.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 95706.72 Open 11983.00 Open G-2-Q 14082.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 51652.69 Open 313.59 30-90 Days G-3-Q 9963.09 No Risk Management
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail No 70438.88 Open 2276.94 91-180 Days S-5-Q 3590.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 28173.68 Open 4006.21 30-90 Days S-6-Q 4946.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.17 Excess Margin Retail Yes 76139.14 Open 9406.23 91-180 Days S-7-Q 3010.84 Yes Liberty Capital Markets Inc. Finance