Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.2: Capacity

Report Date Reporting Entity PID Product Sub Product Market Value Lendable Value Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Collateral Class Treasury Control Accounting Designation Effective Maturity Bucket Encumbrance Type
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Government Sponsored Entity 1476437211.00 542450904.29 USD No Day 6 None Liberty Mortgage Services Corp. Wealth Management S-1 Yes Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of England 2514827177.00 329913470.01 USD No Day 1 None Liberty National Bank Capital Markets IG-7 Yes Indefinite Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity European Central Bank 2426758955.00 593292149.44 EUR Yes Day 34 None Liberty International Finance Ltd. Corporate Banking CB-1 Yes Loan Portfolio Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 4013730981.00 3201167968.14 USD No Day 31 None Liberty National Bank Retail Banking G-4 Yes Trading Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Reserve Bank of Australia 4013823701.00 1886168163.63 USD No Day 7 None Liberty Mortgage Services Corp. Capital Markets L-8 Yes HTM Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of England 444258338.00 84584173.43 USD No Day 18 None Liberty Capital Markets Inc. Capital Markets CB-1-Q Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Reserve Bank of Australia 2981513184.00 863048208.14 USD No Day 26 None Liberty International Finance Ltd. Treasury E-3 Yes Loan Portfolio Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of England 4969153161.00 3378082094.32 USD No Day 23 None Liberty Mortgage Services Corp. Capital Markets A-2-Q Yes Loan Portfolio Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 3535780972.00 531306204.49 USD No 180 - 270 Days None Liberty Capital Markets Inc. Wealth Management CB-3 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Central Bank 554966016.00 314880796.01 EUR Yes Day 42 None Liberty International Finance Ltd. Corporate Banking E-5 Yes Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Federal Reserve Bank 4750726389.00 1883668094.56 CAD Yes Day 22 None Liberty Mortgage Services Corp. Retail Banking G-2-Q Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Government Sponsored Entity 463442183.00 168664222.12 USD No Day 48 None Liberty Capital Markets Inc. Wealth Management A-5 Yes Trading Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Swiss National Bank 555137931.00 134896671.28 USD No Day 1 None Liberty International Finance Ltd. Wealth Management E-2-Q Yes Loan Portfolio Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 1309753155.00 666784790.37 USD No Day 3 None Liberty Mortgage Services Corp. Treasury G-2 Yes Short-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Canada 1051912907.00 289232190.57 JPY Yes Day 57 None Liberty Mortgage Services Corp. Retail Banking E-1 Yes AFS Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Canada 4393058312.00 3004228981.13 USD No Day 60 None Liberty Mortgage Services Corp. Treasury N-2 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity European Central Bank 2556067600.00 1199982608.23 CAD Yes >3 Yr <= 4 Yr None Liberty Financial Group, Inc. Corporate Banking N-4 Yes Indefinite Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Canada 1332986973.00 173282391.63 USD No 83 - 90 Days None Liberty Financial Group, Inc. Capital Markets LC-2 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Other Central Bank 2538543424.00 461194385.96 USD No Day 51 None Liberty Financial Group, Inc. Corporate Banking N-6 Yes Loan Portfolio Short-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 1599672119.00 414019115.08 USD No Day 4 None Liberty National Bank Capital Markets IG-7 Yes HTM Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Home Loan Bank 3614869706.00 1497801992.74 JPY Yes Day 8 None Liberty International Finance Ltd. Capital Markets S-8 Yes AFS Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 763593346.00 330586005.41 JPY Yes Day 1 None Liberty Mortgage Services Corp. Corporate Banking IG-1-Q Yes AFS Medium-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of England 817891739.00 241616990.40 JPY Yes >5 Yr None Liberty National Bank Treasury E-2-Q Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Other Central Bank 1016202049.00 213888171.27 USD No Day 16 None Liberty National Bank Wealth Management LC-2 Yes Short-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Japan 3040452354.00 2212977952.88 USD No Day 20 None Liberty Financial Group, Inc. Corporate Banking S-4 Yes Short-Term Pledged