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 Reserve Bank of Australia 519289370.00 143688151.07 GBP Yes Day 52 None Liberty International Finance Ltd. Treasury S-1 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 982308233.00 743554681.39 USD No Day 9 None Liberty National Bank Wealth Management Y-3 Yes Long-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 296481634.00 86940535.57 GBP Yes Day 9 None Liberty Mortgage Services Corp. Treasury A-4-Q Yes Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Home Loan Bank 3036097342.00 637884018.58 USD No Day 24 None Liberty Mortgage Services Corp. Corporate Banking IG-4 Yes HTM Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 1374311597.00 325534519.93 GBP Yes Open None Liberty National Bank Corporate Banking N-3 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 3736131377.00 2161311699.17 CAD Yes Day 31 None Liberty Financial Group, Inc. Retail Banking Y-2 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 4656108151.00 2636594775.59 USD No Day 55 None Liberty Financial Group, Inc. Wealth Management E-8 Yes Trading Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of England 949715991.00 732740979.02 USD No >3 Yr <= 4 Yr None Liberty National Bank Wealth Management N-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 86243232.00 28345939.98 USD No Day 41 None Liberty National Bank Treasury IG-5 Yes HTM Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 2985382098.00 1833608824.85 CAD Yes 61 - 67 Days None Liberty National Bank Corporate Banking CB-4 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Canada 3110089516.00 1209133092.58 CAD Yes Day 52 None Liberty Capital Markets Inc. Treasury P-1 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Central Bank 4595474822.00 2672085683.94 CAD Yes Day 28 None Liberty National Bank Wealth Management CB-1 Yes Trading Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Reserve Bank of Australia 3531146503.00 2717459037.32 EUR Yes Day 4 None Liberty International Finance Ltd. Corporate Banking S-3 Yes Loan Portfolio Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Reserve Bank of Australia 1476672501.00 690515353.75 USD No Day 6 None Liberty International Finance Ltd. Treasury N-1 Yes HTM Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of England 4130059610.00 2010176441.17 GBP Yes Day 5 None Liberty International Finance Ltd. Corporate Banking Y-2 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity European Central Bank 2431893742.00 320134165.64 JPY Yes Day 21 None Liberty International Finance Ltd. Capital Markets G-3 Yes AFS Medium-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of England 2463111355.00 1397158087.74 USD No Day 12 None Liberty International Finance Ltd. Treasury E-4 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 2763210866.00 1385559418.09 GBP Yes Day 47 None Liberty International Finance Ltd. Corporate Banking L-9 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 2134306349.00 611226466.09 USD No Day 52 None Liberty Capital Markets Inc. Retail Banking L-1 Yes HTM Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Government Sponsored Entity 1938386583.00 1328140234.66 JPY Yes >4 Yr <= 5 Yr None Liberty Financial Group, Inc. Treasury IG-1 Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Home Loan Bank 3384744193.00 1825517410.70 JPY Yes 271 - 364 Days None Liberty Financial Group, Inc. Wealth Management CB-3-Q Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of Canada 2409573861.00 1850742851.16 USD No Day 8 None Liberty Mortgage Services Corp. Retail Banking IG-5 Yes Long-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Reserve Bank of Australia 1372014991.00 1055087557.48 USD No Day 4 None Liberty Financial Group, Inc. Retail Banking Y-4 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of England 4745705814.00 1848533539.24 USD No 75 - 82 Days None Liberty International Finance Ltd. Corporate Banking A-1-Q Yes Trading Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Reserve Bank of Australia 4559923652.00 1664031768.95 JPY Yes Day 1 None Liberty International Finance Ltd. Wealth Management A-5 Yes Trading Pledged