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 Capital Markets Inc. I.A.2 Capacity European Central Bank 4591630698.00 3151605258.82 JPY Yes >5 Yr None Liberty Mortgage Services Corp. Capital Markets E-5 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Canada 1233972073.00 485164751.94 USD No Day 7 None Liberty Mortgage Services Corp. Wealth Management A-1-Q Yes Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Government Sponsored Entity 4122415297.00 806717841.82 USD No Day 49 None Liberty Capital Markets Inc. Corporate Banking E-4 Yes Loan Portfolio Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 2421445388.00 506480488.28 CAD Yes Day 34 None Liberty National Bank Capital Markets IG-2 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Swiss National Bank 3851521505.00 2680884548.63 USD No Day 19 None Liberty Capital Markets Inc. Capital Markets E-6 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Home Loan Bank 1584146639.00 983257770.41 USD No Day 5 None Liberty International Finance Ltd. Treasury E-4 Yes Trading Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Other Central Bank 3855382373.00 728729654.93 GBP Yes Day 9 None Liberty Financial Group, Inc. Capital Markets S-2-Q Yes Trading Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Central Bank 467947422.00 373429754.13 USD No Day 29 None Liberty Financial Group, Inc. Corporate Banking Z-1 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 4452525727.00 2204937923.49 USD No Day 7 None Liberty National Bank Capital Markets L-6 Yes AFS Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 4830820992.00 2646904929.12 JPY Yes Day 28 None Liberty Capital Markets Inc. Retail Banking IG-6 Yes Medium-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Swiss National Bank 3954193356.00 658210196.23 GBP Yes >= 1 Yr <= 2 Yr None Liberty Financial Group, Inc. Retail Banking A-0-Q Yes Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Home Loan Bank 523287936.00 124458813.15 CAD Yes 180 - 270 Days None Liberty Mortgage Services Corp. Retail Banking L-7 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 2743573591.00 1206169808.63 CAD Yes 68 - 74 Days None Liberty National Bank Capital Markets N-3 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 3083692056.00 1508114133.43 GBP Yes Day 14 None Liberty National Bank Capital Markets IG-5 Yes HTM Indefinite Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Home Loan Bank 2523455325.00 974178067.24 GBP Yes Day 46 None Liberty International Finance Ltd. Capital Markets S-7 Yes HTM Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Reserve Bank 3548156107.00 766062137.28 USD No Day 46 None Liberty International Finance Ltd. Corporate Banking S-6-Q Yes Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Japan 4110647600.00 991052156.54 CAD Yes Day 25 None Liberty Mortgage Services Corp. Treasury N-6 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 4964889499.00 1272657857.81 JPY Yes Day 10 None Liberty Financial Group, Inc. Wealth Management LC-2 Yes Trading Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 3731054838.00 1598102025.80 JPY Yes Day 5 None Liberty National Bank Capital Markets E-2-Q Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity European Central Bank 2584837326.00 1677682022.91 USD No 91 - 120 Days None Liberty International Finance Ltd. Retail Banking A-4-Q Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of England 1726842684.00 1285071866.43 USD No Day 31 None Liberty National Bank Wealth Management L-5 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 2382935966.00 564468116.54 JPY Yes Day 39 None Liberty National Bank Treasury S-1 Yes Loan Portfolio Medium-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 1865577492.00 695607221.83 EUR Yes Day 45 None Liberty Financial Group, Inc. Corporate Banking C-1 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Home Loan Bank 1184370396.00 224296146.92 USD No Day 3 None Liberty Capital Markets Inc. Retail Banking L-11 Yes Trading Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Reserve Bank of Australia 1598625908.00 1007349062.56 USD No Day 25 None Liberty Financial Group, Inc. Treasury A-0-Q Yes Pledged