Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.6: Forward 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 Financial Group, Inc. I.A.6 Forward Asset Purchases 1033673263.00 0.00 USD No Day 28 1033673263.00 3M Forward Liberty Mortgage Services Corp. Corporate Banking S-5 Yes HTM Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 434572316.00 0.00 USD No Day 53 434572316.00 Open Liberty Mortgage Services Corp. Capital Markets IG-2 Yes Indefinite Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 951762474.00 0.00 CAD Yes Day 14 951762474.00 1M Forward Liberty National Bank Capital Markets IG-6 Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 403092103.00 0.00 CAD Yes Day 27 403092103.00 3M Forward Liberty National Bank Wealth Management E-2 Yes AFS Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1272080638.00 0.00 USD No 271 - 364 Days 1272080638.00 3M Forward Liberty Capital Markets Inc. Treasury E-3 Yes Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 2847842163.00 0.00 JPY Yes >2 Yr <= 3 Yr 2847842163.00 Open Liberty Capital Markets Inc. Wealth Management IG-2 Yes Loan Portfolio Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 2647810725.00 0.00 USD No Day 17 2647810725.00 1M Forward Liberty Mortgage Services Corp. Retail Banking S-1-Q Yes Medium-Term Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 1113716650.00 0.00 JPY Yes 271 - 364 Days 1113716650.00 Open Liberty National Bank Capital Markets G-1 Yes Long-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 739446413.00 0.00 EUR Yes Day 51 739446413.00 1Y Forward Liberty National Bank Treasury E-5 Yes Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1055508284.00 0.00 JPY Yes Day 14 1055508284.00 Open Liberty Capital Markets Inc. Wealth Management IG-8 Yes Loan Portfolio Long-Term Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 2898690881.00 0.00 USD No Day 18 2898690881.00 6M Forward Liberty International Finance Ltd. Wealth Management A-4-Q Yes Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 2187681130.00 0.00 USD No Day 12 2187681130.00 Open Liberty Capital Markets Inc. Treasury S-1 Yes Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1900440118.00 0.00 USD No 68 - 74 Days 1900440118.00 1Y Forward Liberty International Finance Ltd. Capital Markets L-11 Yes Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 13731190.00 0.00 GBP Yes 121 - 150 Days 13731190.00 3M Forward Liberty National Bank Treasury G-4 Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 2497675532.00 0.00 USD No Day 12 2497675532.00 3M Forward Liberty National Bank Treasury P-1 Yes AFS Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 2512300316.00 0.00 EUR Yes Day 42 2512300316.00 1M Forward Liberty Mortgage Services Corp. Capital Markets S-7 Yes Loan Portfolio Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1099326288.00 0.00 USD No Day 49 1099326288.00 3M Forward Liberty National Bank Corporate Banking E-9 Yes Indefinite Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1227646923.00 0.00 CAD Yes Day 34 1227646923.00 3M Forward Liberty International Finance Ltd. Treasury S-8 Yes AFS Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 2715764171.00 0.00 EUR Yes Day 24 2715764171.00 3M Forward Liberty Mortgage Services Corp. Treasury N-2 Yes Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1596912890.00 0.00 USD No Day 44 1596912890.00 3M Forward Liberty National Bank Treasury CB-1-Q Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 71604712.00 0.00 CAD Yes Day 16 71604712.00 1Y Forward Liberty Mortgage Services Corp. Treasury E-1-Q Yes Trading Short-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 1978321019.00 0.00 USD No Day 29 1978321019.00 3M Forward Liberty Capital Markets Inc. Retail Banking G-2-Q Yes Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 1118265815.00 0.00 EUR Yes Day 40 1118265815.00 Open Liberty Mortgage Services Corp. Treasury Y-4 Yes Indefinite Unencumbered
2025-09-08 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 978530694.00 0.00 USD No Day 32 978530694.00 1M Forward Liberty International Finance Ltd. Retail Banking G-3 Yes HTM Long-Term Unencumbered
2025-09-08 Liberty Financial Group, Inc. I.A.6 Forward Asset Purchases 938463227.00 0.00 EUR Yes Day 13 938463227.00 3M Forward Liberty International Finance Ltd. Corporate Banking CB-3 Yes HTM Long-Term Unencumbered