Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.5: Unsettled Asset Purchases

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 Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 1975541244.00 0.00 USD No Day 28 1975541244.00 T+3 Liberty Financial Group, Inc. Capital Markets E-9 Yes Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 2703200922.00 0.00 EUR Yes Day 28 2703200922.00 Open Liberty Mortgage Services Corp. Treasury G-2-Q Yes Indefinite Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 343309661.00 0.00 JPY Yes Day 13 343309661.00 T+1 Liberty National Bank Wealth Management A-4 Yes Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 1847470564.00 0.00 USD No Day 28 1847470564.00 T+1 Liberty Mortgage Services Corp. Retail Banking IG-2-Q Yes HTM Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 426860165.00 0.00 USD No Day 14 426860165.00 Open Liberty Mortgage Services Corp. Capital Markets S-7-Q Yes AFS Short-Term Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 1450320784.00 0.00 GBP Yes Day 10 1450320784.00 T+2 Liberty National Bank Retail Banking CB-1-Q Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 340220434.00 0.00 USD No Day 33 340220434.00 T+2 Liberty International Finance Ltd. Capital Markets A-2-Q Yes HTM Indefinite Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 611981097.00 0.00 USD No Day 11 611981097.00 Open Liberty Capital Markets Inc. Capital Markets A-3-Q Yes Long-Term Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 2674855466.00 0.00 USD No Day 20 2674855466.00 Open Liberty National Bank Corporate Banking A-5 Yes Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 644212964.00 0.00 USD No Day 9 644212964.00 Open Liberty Capital Markets Inc. Retail Banking S-6 Yes Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 2434277199.00 0.00 USD No Day 52 2434277199.00 T+3 Liberty International Finance Ltd. Capital Markets L-8 Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 2669358216.00 0.00 USD No Day 50 2669358216.00 T+2 Liberty National Bank Wealth Management CB-3-Q Yes Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 1939222105.00 0.00 EUR Yes Day 7 1939222105.00 T+3 Liberty Mortgage Services Corp. Corporate Banking P-2 Yes Loan Portfolio Medium-Term Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 1744465007.00 0.00 GBP Yes Perpetual 1744465007.00 T+1 Liberty National Bank Capital Markets S-2-Q Yes AFS Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 710522817.00 0.00 USD No Day 60 710522817.00 T+1 Liberty Mortgage Services Corp. Capital Markets S-6 Yes Long-Term Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 433368181.00 0.00 USD No Day 39 433368181.00 Open Liberty International Finance Ltd. Wealth Management P-1 Yes Trading Medium-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 1099430062.00 0.00 USD No Day 6 1099430062.00 T+1 Liberty National Bank Corporate Banking L-10 Yes Long-Term Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 1748973729.00 0.00 USD No Day 5 1748973729.00 T+1 Liberty Financial Group, Inc. Capital Markets A-5-Q Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.5 Unsettled Asset Purchases 1679615425.00 0.00 JPY Yes Day 43 1679615425.00 T+2 Liberty Mortgage Services Corp. Treasury A-5-Q Yes Indefinite Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 2081376859.00 0.00 JPY Yes Day 18 2081376859.00 T+1 Liberty Mortgage Services Corp. Wealth Management E-10 Yes Short-Term Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 1056900035.00 0.00 CAD Yes Day 36 1056900035.00 T+2 Liberty Capital Markets Inc. Wealth Management L-4 Yes AFS Long-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.5 Unsettled Asset Purchases 60848388.00 0.00 USD No 271 - 364 Days 60848388.00 Open Liberty Mortgage Services Corp. Treasury N-3 Yes Short-Term Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 2833143330.00 0.00 JPY Yes 180 - 270 Days 2833143330.00 T+1 Liberty National Bank Retail Banking IG-3 Yes AFS Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 932889506.00 0.00 USD No Day 45 932889506.00 Open Liberty International Finance Ltd. Capital Markets S-4-Q Yes Unencumbered
2025-09-08 Liberty Mortgage Services Corp. I.A.5 Unsettled Asset Purchases 2316686230.00 0.00 USD No Perpetual 2316686230.00 T+2 Liberty International Finance Ltd. Capital Markets Y-4 Yes Long-Term Unencumbered