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 Bank of England 2023200873.00 716948929.07 USD No Day 15 None Liberty International Finance Ltd. Retail Banking G-2 Yes Trading Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Reserve Bank of Australia 3992493308.00 1527206999.58 USD No 121 - 150 Days None Liberty Financial Group, Inc. Wealth Management E-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Home Loan Bank 1858653387.00 651799711.11 CAD Yes Day 33 None Liberty Mortgage Services Corp. Wealth Management S-5-Q Yes AFS Indefinite Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Reserve Bank of Australia 4994896804.00 883509169.74 CAD Yes 68 - 74 Days None Liberty National Bank Treasury Z-1 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 2163926382.00 446649983.46 CAD Yes Day 16 None Liberty International Finance Ltd. Corporate Banking IG-2-Q Yes Trading Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of England 4872079305.00 728490440.21 USD No Day 22 None Liberty Financial Group, Inc. Retail Banking IG-3 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity European Central Bank 2248795777.00 1539445148.98 JPY Yes 91 - 120 Days None Liberty Financial Group, Inc. Capital Markets Y-4 Yes Indefinite Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Home Loan Bank 1811631968.00 1444986767.82 JPY Yes Day 17 None Liberty Financial Group, Inc. Treasury CB-2-Q Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Japan 2700224212.00 1264758200.87 USD No Day 32 None Liberty Financial Group, Inc. Wealth Management S-1 Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Reserve Bank of Australia 992174493.00 145428172.78 USD No Day 6 None Liberty Financial Group, Inc. Treasury IG-5 Yes HTM Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Government Sponsored Entity 1308772007.00 911797317.78 USD No Day 48 None Liberty National Bank Treasury E-3 Yes Loan Portfolio Medium-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 4901859517.00 3161369582.15 EUR Yes 180 - 270 Days None Liberty Capital Markets Inc. Corporate Banking S-7-Q Yes Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Reserve Bank of Australia 3570919177.00 1612715330.93 JPY Yes >= 1 Yr <= 2 Yr None Liberty National Bank Retail Banking G-4 Yes Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of Japan 4208688429.00 1558903425.59 USD No >= 1 Yr <= 2 Yr None Liberty Mortgage Services Corp. Treasury E-7 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Federal Reserve Bank 1757554633.00 1036730346.24 GBP Yes Day 38 None Liberty International Finance Ltd. Capital Markets L-8 Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 1890418762.00 211761541.44 JPY Yes Day 4 None Liberty Mortgage Services Corp. Wealth Management L-5 Yes HTM Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of England 3632227915.00 861023193.22 USD No Day 40 None Liberty National Bank Wealth Management Y-4 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Reserve Bank of Australia 3876606048.00 1964839132.76 EUR Yes Day 57 None Liberty Mortgage Services Corp. Wealth Management E-2 Yes Trading Short-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of England 111366552.00 13025015.75 CAD Yes Day 56 None Liberty Capital Markets Inc. Corporate Banking IG-2 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 1270376972.00 329316617.57 USD No Day 35 None Liberty Mortgage Services Corp. Retail Banking IG-7 Yes Loan Portfolio Medium-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Other Central Bank 1102072600.00 338549489.83 EUR Yes Day 24 None Liberty Capital Markets Inc. Capital Markets S-1 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 2141854463.00 1087165089.45 JPY Yes Day 34 None Liberty International Finance Ltd. Retail Banking G-3-Q Yes Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Swiss National Bank 2068385693.00 935397654.53 JPY Yes >5 Yr None Liberty Mortgage Services Corp. Wealth Management G-3 Yes Medium-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 3287285798.00 2089231873.34 USD No Day 1 None Liberty International Finance Ltd. Capital Markets N-5 Yes Loan Portfolio Long-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 22530821.00 5596158.39 USD No Day 16 None Liberty Financial Group, Inc. Wealth Management S-8 Yes Pledged