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 Federal Home Loan Bank 3846968278.00 734410558.57 GBP Yes 151 - 179 Days None Liberty International Finance Ltd. Corporate Banking N-1 Yes Short-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Reserve Bank of Australia 697693991.00 237754149.60 USD No Day 6 None Liberty International Finance Ltd. Retail Banking L-8 Yes Trading Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Federal Home Loan Bank 2930191549.00 2307204480.26 CAD Yes Day 5 None Liberty International Finance Ltd. Retail Banking IG-3 Yes Trading Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Swiss National Bank 456802033.00 352649401.25 USD No Day 18 None Liberty Capital Markets Inc. Capital Markets E-1-Q Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Reserve Bank of Australia 2545299810.00 1545068743.36 EUR Yes Day 22 None Liberty Capital Markets Inc. Retail Banking IG-4 Yes Long-Term Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Government Sponsored Entity 4313547483.00 2778074385.43 USD No Day 36 None Liberty National Bank Capital Markets CB-1-Q Yes Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 4201294704.00 1638458283.97 JPY Yes Day 57 None Liberty Mortgage Services Corp. Corporate Banking L-8 Yes Loan Portfolio Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Reserve Bank 2949328335.00 654441837.56 USD No Day 3 None Liberty International Finance Ltd. Treasury S-3-Q Yes Loan Portfolio Short-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 4894259538.00 811535986.40 USD No 61 - 67 Days None Liberty Capital Markets Inc. Wealth Management A-5 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 2611483157.00 1188792428.68 EUR Yes Day 58 None Liberty Financial Group, Inc. Corporate Banking IG-2-Q Yes Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Other Central Bank 4280595970.00 1103454919.17 JPY Yes Day 20 None Liberty International Finance Ltd. Treasury S-4-Q Yes Trading Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of Japan 42305242.00 28537137.20 USD No 61 - 67 Days None Liberty International Finance Ltd. Capital Markets E-8 Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 2296371277.00 391250282.12 GBP Yes Day 27 None Liberty Capital Markets Inc. Treasury A-2 Yes HTM Short-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Swiss National Bank 701850859.00 469173266.07 JPY Yes Day 4 None Liberty International Finance Ltd. Retail Banking G-3 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of England 1753786929.00 1124280498.33 USD No 75 - 82 Days None Liberty International Finance Ltd. Retail Banking N-2 Yes Trading Indefinite Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Federal Reserve Bank 144117855.00 70164857.94 CAD Yes Day 32 None Liberty International Finance Ltd. Treasury Y-3 Yes AFS Pledged
2025-09-08 Liberty Financial Group, Inc. I.A.2 Capacity Federal Home Loan Bank 3863497619.00 2418876739.90 EUR Yes Day 4 None Liberty Mortgage Services Corp. Corporate Banking IG-4 Yes Short-Term Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity European Central Bank 4846149692.00 3800007214.53 JPY Yes Day 9 None Liberty Mortgage Services Corp. Retail Banking IG-2 Yes HTM Medium-Term Pledged
2025-09-08 Liberty Mortgage Services Corp. I.A.2 Capacity Bank of Japan 821337692.00 598023069.28 USD No Day 45 None Liberty Capital Markets Inc. Capital Markets S-2 Yes Loan Portfolio Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 1113822273.00 879238396.42 CAD Yes Day 60 None Liberty Mortgage Services Corp. Corporate Banking Y-4 Yes Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Bank of Canada 2925371564.00 1111087905.03 JPY Yes Day 30 None Liberty Mortgage Services Corp. Retail Banking L-2 Yes Indefinite Pledged
2025-09-08 Liberty National Bank I.A.2 Capacity Federal Reserve Bank 3402294025.00 637058992.87 CAD Yes Day 25 None Liberty Mortgage Services Corp. Retail Banking IG-1 Yes Pledged
2025-09-08 Liberty Capital Markets Inc. I.A.2 Capacity Bank of England 3790331735.00 1663161299.38 USD No Perpetual None Liberty Financial Group, Inc. Corporate Banking E-6 Yes Long-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Federal Reserve Bank 2981292997.00 1617122786.97 USD No 61 - 67 Days None Liberty Mortgage Services Corp. Retail Banking IG-1-Q Yes Short-Term Pledged
2025-09-08 Liberty International Finance Ltd. I.A.2 Capacity Swiss National Bank 130031782.00 86850072.41 USD No Day 14 None Liberty Capital Markets Inc. Treasury IG-4 Yes Pledged