Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.1: Reverse Repo

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY Yes Day 47 1642458.74 Day 2 Liberty Mortgage Services Corp. Repo Desk Central Bank No 1584940.16 No Day 35 Secured No 8.28
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo GBP Yes Day 29 816810.00 Day 9 Liberty International Finance Ltd. Client Services Non-Regulated Fund Yes 928577.80 Yes Day 37 Secured No 4.98
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo CAD No Perpetual 212917.66 Day 58 Liberty Capital Markets Inc. Fixed Income Trading Central Bank Yes 254831.70 Yes Day 55 Secured No 40.34
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY Yes Day 25 77722.86 Perpetual Liberty National Bank Securities Financing Non-Regulated Fund No 83407.80 No Day 42 Secured Yes 0.22
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo JPY No 61 - 67 Days 1710360.23 Day 6 Liberty National Bank Investment Banking Capital Markets PSE Yes 1668551.60 No Day 22 Secured Yes 47.07
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo USD Yes Day 4 1132826.88 75 - 82 Days Liberty Mortgage Services Corp. Asset Management Services PSE No 1084870.85 Yes 271 - 364 Days Secured No 14.07
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD No Day 27 2713125.64 Day 43 Liberty Mortgage Services Corp. Treasury Operations MDB Yes 2758395.28 No Day 19 Secured Yes 12.88
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo USD No Day 6 3281479.55 Day 48 Liberty Capital Markets Inc. Treasury Operations GSE No 3146133.28 Yes Day 30 Secured Yes 0.62
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD No Day 59 3830220.37 Day 3 Liberty Financial Group, Inc. - Parent Only Equity Trading MDB Yes 4121836.07 No Day 41 Secured No 37.34
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo USD Yes Day 46 3523859.65 Day 21 Liberty Financial Group, Inc. Asset Management Services Retail Yes 3747400.47 No Day 23 Secured No 41.46
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo CAD Yes Day 1 4354557.57 Day 44 Liberty Financial Group, Inc. Securities Financing PSE Yes 4013939.48 No Day 57 Secured No 31.88
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo GBP Yes Day 44 4410537.95 Day 8 Liberty Financial Group, Inc. Equity Trading Other Yes 4987518.09 No Day 52 Secured Yes 5.08
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo EUR Yes Day 41 48482.44 Day 34 Liberty Capital Markets Inc. Repo Desk Bank Yes 48754.00 Yes Day 45 Secured Yes 38.01
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo JPY Yes >= 1 Yr <= 2 Yr 721010.28 Day 35 Liberty Financial Group, Inc. Client Services Non-Financial Corporate No 585602.36 Yes Day 29 Secured Yes 4.26
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo EUR Yes Day 11 1604220.26 Day 40 Liberty National Bank Equity Trading Broker-Dealer No 1353037.12 Yes Day 52 Secured Yes 30.69
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo EUR Yes Day 16 2616412.16 Day 8 Liberty Capital Markets Inc. Repo Desk Retail Yes 2807118.30 Yes Day 40 Secured Yes 3.40
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo CAD Yes Day 42 2990276.26 Day 51 Liberty Financial Group, Inc. - Parent Only Client Services Sovereign No 3259555.07 No >2 Yr <= 3 Yr Secured Yes 41.59
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo CAD Yes Day 8 4700769.92 Day 38 Liberty Mortgage Services Corp. Asset Management Services Non-Regulated Fund Yes 5182034.34 Yes Day 30 Secured No 6.64
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo GBP No >2 Yr <= 3 Yr 1538714.60 Day 51 Liberty Mortgage Services Corp. Treasury Operations Other Supranational Yes 1756853.20 No Day 25 Secured No 38.52
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo GBP No Day 8 4311067.27 Day 29 Liberty Capital Markets Inc. Equity Trading Non-Financial Corporate Yes 4194459.59 No Day 60 Secured Yes 28.80
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD No Day 6 4783068.77 >2 Yr <= 3 Yr Liberty National Bank Fixed Income Trading Non-Financial Corporate No 4031498.16 Yes Day 3 Secured Yes 17.50
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo GBP Yes Perpetual 808562.06 Day 51 Liberty Mortgage Services Corp. Repo Desk Bank Yes 737091.68 Yes Day 60 Secured No 49.71
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo USD Yes Day 44 14886.64 180 - 270 Days Liberty National Bank Equity Trading Other Supranational No 13870.97 No >2 Yr <= 3 Yr Secured No 37.08
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo CAD No Day 3 4472180.67 Day 49 Liberty Financial Group, Inc. Securities Financing Debt Issuing SPE Yes 5179938.81 Yes Day 19 Secured No 32.70
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo USD Yes Day 39 1479564.68 Day 10 Liberty Financial Group, Inc. Repo Desk Pension Fund Yes 1218226.81 No Day 32 Secured No 37.61