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 Bank of Canada 898948952.00 647605138.40 GBP Yes Day 48 None Liberty Financial Group, Inc. Treasury CB-3-Q Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 1916132861.00 1501245790.68 CAD Yes Day 10 None Liberty International Finance Ltd. Corporate Banking P-2 Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 3486378773.00 2766498774.69 CAD Yes Day 31 None Liberty Capital Markets Inc. Retail Banking L-6 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 4954484610.00 3798978107.33 CAD Yes Day 25 None Liberty Capital Markets Inc. Wealth Management IG-3 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Federal Home Loan Bank 940072447.00 512545814.94 CAD Yes Day 42 None Liberty Financial Group, Inc. Corporate Banking E-7 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Central Bank 4462772023.00 756656901.15 USD No Day 41 None Liberty Financial Group, Inc. Retail Banking A-1-Q Yes Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 1067133326.00 676839979.47 JPY Yes Day 58 None Liberty International Finance Ltd. Corporate Banking E-1-Q Yes Trading Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Central Bank 1937291221.00 429697229.60 JPY Yes Day 46 None Liberty Capital Markets Inc. Treasury L-3 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Canada 3336898524.00 811741875.11 CAD Yes Day 57 None Liberty Financial Group, Inc. Wealth Management L-8 Yes HTM Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of Canada 4676609846.00 675166598.30 USD No Day 45 None Liberty International Finance Ltd. Retail Banking N-6 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 2630259581.00 688161215.30 GBP Yes Day 30 None Liberty International Finance Ltd. Corporate Banking G-4 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 2097495199.00 432460473.08 EUR Yes Day 38 None Liberty International Finance Ltd. Treasury N-1 Yes Loan Portfolio Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of Japan 4863734115.00 1654095006.50 USD No Day 12 None Liberty Capital Markets Inc. Capital Markets S-3 Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity European Central Bank 2158901901.00 1680688393.06 USD No Day 55 None Liberty Capital Markets Inc. Capital Markets E-4 Yes HTM Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 2054651032.00 1585669932.69 USD No 75 - 82 Days None Liberty Financial Group, Inc. Corporate Banking P-2 Yes HTM Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Canada 3360757481.00 1464004929.16 GBP Yes Day 51 None Liberty Mortgage Services Corp. Wealth Management L-2 Yes Loan Portfolio Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity European Central Bank 2426062879.00 293756155.36 GBP Yes Day 59 None Liberty Capital Markets Inc. Corporate Banking L-9 Yes Loan Portfolio Indefinite Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Swiss National Bank 2136726822.00 1335990680.02 CAD Yes Day 57 None Liberty Mortgage Services Corp. Wealth Management IG-6 Yes HTM Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Government Sponsored Entity 1682460380.00 888304024.38 GBP Yes Day 28 None Liberty Capital Markets Inc. Capital Markets A-3-Q Yes AFS Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity European Central Bank 3397681326.00 396152779.04 GBP Yes Day 60 None Liberty Mortgage Services Corp. Corporate Banking LC-1 Yes HTM Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Government Sponsored Entity 4026481524.00 615775836.85 USD No Day 45 None Liberty International Finance Ltd. Corporate Banking G-3 Yes HTM Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Government Sponsored Entity 2259620688.00 784271804.27 USD No Day 18 None Liberty Capital Markets Inc. Capital Markets Y-2 Yes HTM Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 2038550910.00 313732186.17 CAD Yes Day 49 None Liberty National Bank Treasury E-9 Yes Medium-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of England 2515434644.00 2000888189.17 CAD Yes >= 1 Yr <= 2 Yr None Liberty International Finance Ltd. Corporate Banking CB-4 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 2791369709.00 1442707847.48 USD No Day 3 None Liberty Mortgage Services Corp. Corporate Banking E-1 Yes Pledged