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 International Finance Ltd. I.A.2 Capacity Bank of Japan 4441328661.00 865248194.91 USD No Day 50 None Liberty National Bank Retail Banking S-2 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Canada 4484575491.00 961954547.49 USD No Day 5 None Liberty Mortgage Services Corp. Retail Banking E-2 Yes Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Federal Reserve Bank 2777309976.00 723110607.28 GBP Yes Day 53 None Liberty Financial Group, Inc. Corporate Banking IG-2 Yes Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Swiss National Bank 1935540805.00 209947649.88 JPY Yes 151 - 179 Days None Liberty Mortgage Services Corp. Capital Markets IG-1 Yes Indefinite Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 1778910744.00 571635297.71 CAD Yes 151 - 179 Days None Liberty Mortgage Services Corp. Wealth Management A-4-Q Yes Loan Portfolio Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity European Central Bank 4906603892.00 1785535007.93 USD No Day 7 None Liberty Mortgage Services Corp. Capital Markets E-1-Q Yes Loan Portfolio Indefinite Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 2900849873.00 822155300.45 JPY Yes Day 13 None Liberty National Bank Wealth Management A-2-Q Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of England 1247045592.00 489188051.52 USD No 91 - 120 Days None Liberty Mortgage Services Corp. Wealth Management E-8 Yes Trading Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Reserve Bank 4106874733.00 2076989289.89 USD No Day 18 None Liberty National Bank Treasury G-4 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Reserve Bank of Australia 146318233.00 76226958.95 JPY Yes Day 21 None Liberty National Bank Corporate Banking E-8 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of England 3586882296.00 1842953678.41 EUR Yes Day 50 None Liberty Capital Markets Inc. Retail Banking L-7 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 1275029570.00 412533879.06 GBP Yes Day 44 None Liberty International Finance Ltd. Retail Banking A-5-Q Yes Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Reserve Bank 2245377247.00 1538447749.96 USD No Day 21 None Liberty Capital Markets Inc. Retail Banking S-5 Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Canada 1494481263.00 733369992.83 GBP Yes Day 8 None Liberty International Finance Ltd. Corporate Banking L-3 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 1008073008.00 440040640.63 GBP Yes Day 37 None Liberty Mortgage Services Corp. Retail Banking IG-1 Yes Loan Portfolio Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Other Government Sponsored Entity 2451503180.00 557441140.96 USD No Day 59 None Liberty Capital Markets Inc. Corporate Banking Z-1 Yes Short-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Canada 2852368896.00 2078820365.15 CAD Yes Day 23 None Liberty National Bank Corporate Banking E-9 Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Bank of Japan 3338307351.00 1944241200.40 USD No Day 53 None Liberty Mortgage Services Corp. Capital Markets A-1-Q Yes Long-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Reserve Bank 911058304.00 431826822.72 USD No Day 53 None Liberty Financial Group, Inc. Retail Banking S-4 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity European Central Bank 3796422917.00 1667597411.38 GBP Yes Day 57 None Liberty National Bank Capital Markets E-6 Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Bank of England 3828044384.00 2855011478.43 USD No Day 23 None Liberty International Finance Ltd. Wealth Management N-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Other Government Sponsored Entity 533871189.00 258399460.81 USD No Day 14 None Liberty Capital Markets Inc. Capital Markets CB-4 Yes Trading Indefinite Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 4816230591.00 2491582569.66 CAD Yes Day 43 None Liberty National Bank Retail Banking A-4 Yes Loan Portfolio Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of England 2166290799.00 769995123.98 GBP Yes Day 32 None Liberty Financial Group, Inc. Wealth Management S-4-Q Yes Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 4237512907.00 1853111354.29 JPY Yes Day 27 None Liberty International Finance Ltd. Treasury A-0-Q Yes Medium-Term Pledged