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 1620985163.00 573041917.36 USD No 151 - 179 Days None Liberty International Finance Ltd. Treasury C-1 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 919296915.00 621571430.67 GBP Yes 121 - 150 Days None Liberty Capital Markets Inc. Wealth Management LC-2 Yes HTM Long-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 3210893384.00 2330405360.13 USD No Day 8 None Liberty National Bank Corporate Banking N-2 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Reserve Bank of Australia 908854941.00 504327012.87 CAD Yes Day 40 None Liberty Mortgage Services Corp. Capital Markets N-7 Yes Loan Portfolio Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Japan 1026325830.00 698835875.96 USD No Day 31 None Liberty Financial Group, Inc. Retail Banking S-3 Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Swiss National Bank 4998289878.00 2755887851.55 USD No Day 39 None Liberty Financial Group, Inc. Corporate Banking P-2 Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Reserve Bank 4843792158.00 3061467577.26 USD No 61 - 67 Days None Liberty Mortgage Services Corp. Retail Banking L-9 Yes Medium-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 73385545.00 14829202.64 GBP Yes >4 Yr <= 5 Yr None Liberty Capital Markets Inc. Corporate Banking A-2 Yes Indefinite Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 160945081.00 36280170.22 EUR Yes Day 4 None Liberty National Bank Capital Markets Y-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity European Central Bank 3074280221.00 1045567228.75 GBP Yes Day 51 None Liberty Mortgage Services Corp. Capital Markets Y-4 Yes Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 1991235270.00 1506377417.15 USD No Perpetual None Liberty Capital Markets Inc. Wealth Management E-9 Yes Medium-Term Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Canada 4808233932.00 1303040021.11 EUR Yes Day 55 None Liberty Financial Group, Inc. Treasury G-3 Yes Long-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 3041525798.00 1336209764.95 JPY Yes Day 39 None Liberty Capital Markets Inc. Treasury G-3 Yes HTM Medium-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Japan 3071455404.00 1749276127.26 CAD Yes >3 Yr <= 4 Yr None Liberty National Bank Wealth Management P-1 Yes Trading Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 3475763967.00 2247064827.18 USD No 75 - 82 Days None Liberty International Finance Ltd. Retail Banking P-2 Yes Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 1802146126.00 957126313.08 USD No Day 15 None Liberty National Bank Corporate Banking G-2 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Swiss National Bank 2516832130.00 640120786.45 EUR Yes 121 - 150 Days None Liberty Capital Markets Inc. Corporate Banking Y-3 Yes Indefinite Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Government Sponsored Entity 358849992.00 263368831.64 CAD Yes Day 53 None Liberty Mortgage Services Corp. Corporate Banking S-5 Yes AFS Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Home Loan Bank 3478922556.00 1015819790.46 JPY Yes Day 18 None Liberty Capital Markets Inc. Capital Markets G-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 3523652571.00 1178704758.35 USD No Day 11 None Liberty Capital Markets Inc. Treasury IG-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 3600627023.00 2398245817.09 USD No Day 57 None Liberty Capital Markets Inc. Corporate Banking S-3-Q Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 2073430713.00 341787337.91 GBP Yes 83 - 90 Days None Liberty Financial Group, Inc. Retail Banking Z-1 Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 1711409480.00 1329078865.74 JPY Yes Day 7 None Liberty Capital Markets Inc. Corporate Banking P-1 Yes AFS Indefinite Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Swiss National Bank 4771071010.00 3056407763.97 EUR Yes Day 6 None Liberty Capital Markets Inc. Wealth Management L-9 Yes Medium-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 900047702.00 572700566.38 USD No 91 - 120 Days None Liberty National Bank Capital Markets E-7 Yes Short-Term Pledged