Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.2: Collateral Called for Delivery

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 International Finance Ltd. O.O.2 Collateral Called for Delivery Sovereign Yes 2274371230.78 1-7 Days 227765881.89 91-180 Days Treasuries 1536888227.43 Yes Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 2084501899.10 1-7 Days 396184941.54 30-90 Days Equities 1544088653.80 Yes IntO-5543 Operations
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Retail Yes 2920707582.45 8-30 Days 360019785.24 91-180 Days Agency MBS 983364811.14 Yes IntO-1484 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Small Business No 1836409251.28 <1 Day 254562257.76 <30 Days Other 1298903539.93 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Investment Company or Advisor No 1834142175.75 1-7 Days 429873264.81 <30 Days Treasuries 1443332053.63 No IntO-4123 Finance
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Non-Financial Corporate No 2471609782.45 <1 Day 181643632.10 30-90 Days Equities 1488648811.43 No Risk Management
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 49624.55 Open 1981.12 91-180 Days A-0-Q 5474.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 101255.15 Open 6508.63 Open A-1-Q 8155.66 No Legal
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 61628.84 Open 153.35 <30 Days A-2-Q 10163.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 105993.14 Open 13407.70 91-180 Days A-3-Q 6741.01 No Finance
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 59096.27 Open 6570.60 30-90 Days A-4-Q 11597.76 No Legal
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 110421.56 Open 6237.06 30-90 Days A-5-Q 563.24 No Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 813.01 Open 23.53 30-90 Days CB-1-Q 35.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 93003.70 Open 12218.65 91-180 Days CB-2-Q 162.27 No Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 5277.60 Open 457.67 Open S-1-Q 470.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 107543.86 Open 9113.79 91-180 Days S-2-Q 10280.52 No Operations
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 29697.78 Open 4036.61 91-180 Days S-3-Q 3557.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 85354.30 Open 4615.39 Open S-4-Q 9544.52 No Finance
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 4575.99 Open 587.22 Open CB-3-Q 439.76 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 37019.83 Open 4368.66 91-180 Days G-1-Q 1422.46 No Legal
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 44280.70 Open 4322.14 91-180 Days G-2-Q 359.91 No Risk Management
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 19408.82 Open 75.71 Open G-3-Q 1240.99 No Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 35314.60 Open 4467.60 30-90 Days S-5-Q 1075.78 No Treasury
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail No 82129.33 Open 4001.57 <30 Days S-6-Q 3959.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.2 Collateral Called for Delivery Retail Yes 8177.66 Open 388.33 30-90 Days S-7-Q 109.93 Yes Liberty Capital Markets Inc. Finance