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 Financial Group, Inc. I.S.1 I.S.1: Reverse Repo EUR Yes Day 44 2872047.51 Day 51 Liberty Capital Markets Inc. Repo Desk Central Bank Yes 2314481.93 Yes Day 42 Secured Yes 29.70
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo CAD Yes Day 43 4838019.71 Day 20 Liberty Financial Group, Inc. - Parent Only Asset Management Services Other Supervised Non-Bank Financial Entity Yes 4258212.02 Yes 121 - 150 Days Secured Yes 21.52
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo GBP No Day 51 490773.77 Day 29 Liberty Mortgage Services Corp. Investment Banking Capital Markets Broker-Dealer Yes 504194.46 No Day 45 Secured No 12.55
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo CAD Yes 91 - 120 Days 1838353.87 Day 52 Liberty National Bank Securities Financing Broker-Dealer Yes 1908368.78 No Day 2 Secured No 20.12
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY No Day 46 4111252.02 Day 46 Liberty Capital Markets Inc. Equity Trading Sovereign Yes 4216026.26 No Day 43 Secured No 28.05
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo EUR No Day 50 2803795.97 Day 4 Liberty National Bank Securities Financing Financial Market Utility No 2292907.48 No >2 Yr <= 3 Yr Secured No 11.14
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo GBP Yes Day 17 3026352.43 Day 49 Liberty Mortgage Services Corp. Repo Desk Non-Financial Corporate Yes 2606081.08 Yes Day 18 Secured Yes 36.65
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo CAD No Day 26 287927.29 Day 29 Liberty National Bank Repo Desk MDB Yes 299060.13 Yes 68 - 74 Days Secured No 4.13
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo USD No Day 43 4574476.96 >4 Yr <= 5 Yr Liberty International Finance Ltd. Client Services Broker-Dealer No 4273187.94 Yes Day 59 Secured Yes 15.70
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo GBP No Day 41 1908319.36 Day 59 Liberty Financial Group, Inc. Client Services Broker-Dealer Yes 1820042.12 Yes Day 52 Secured No 39.18
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD No 151 - 179 Days 2011865.75 Day 5 Liberty Financial Group, Inc. - Parent Only Repo Desk Financial Market Utility No 1985269.18 No Day 47 Secured Yes 24.33
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo CAD Yes Day 48 3647438.17 Day 42 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Pension Fund Yes 3691986.40 Yes Day 14 Secured Yes 21.78
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 30 4371661.09 Day 15 Liberty Financial Group, Inc. Asset Management Services Non-Financial Corporate No 4810706.07 Yes Open Secured No 26.31
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD Yes 91 - 120 Days 3202383.13 Day 29 Liberty International Finance Ltd. Client Services Central Bank Yes 2595748.56 No Day 46 Secured Yes 16.39
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD Yes 91 - 120 Days 2885378.99 Day 56 Liberty Capital Markets Inc. Equity Trading Debt Issuing SPE Yes 2731400.56 No Day 56 Secured Yes 25.91
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo EUR Yes Day 12 4101632.07 Day 56 Liberty Financial Group, Inc. Fixed Income Trading Broker-Dealer No 3378701.80 Yes Perpetual Secured Yes 35.52
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo EUR No Day 11 3468854.16 83 - 90 Days Liberty Capital Markets Inc. Treasury Operations Sovereign No 2827331.53 No Day 41 Secured No 42.49
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD Yes Day 21 2248732.06 Day 39 Liberty National Bank Equity Trading PSE No 1984109.93 No Day 58 Secured No 36.08
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo JPY Yes Day 59 2597604.97 Day 15 Liberty Financial Group, Inc. - Parent Only Equity Trading Bank No 2464906.04 Yes Day 9 Secured Yes 31.45
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo USD Yes Day 17 1816835.25 Day 41 Liberty Financial Group, Inc. - Parent Only Asset Management Services Retail Yes 1828717.27 Yes Day 46 Secured No 44.26
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 1 468641.52 Day 23 Liberty Mortgage Services Corp. Securities Financing Broker-Dealer Yes 447448.40 No Day 50 Secured Yes 20.22
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo JPY Yes Open 363114.91 Day 45 Liberty Financial Group, Inc. Fixed Income Trading Small Business No 349236.73 No 61 - 67 Days Secured Yes 15.03
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY Yes Day 54 1840848.60 Day 33 Liberty Financial Group, Inc. Prime Brokerage GSE No 1957040.10 Yes Day 33 Secured No 25.50
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo CAD Yes Day 56 4311223.86 Day 11 Liberty Financial Group, Inc. Client Services MDB No 4224420.55 Yes >4 Yr <= 5 Yr Secured Yes 38.92
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 10 2707703.83 121 - 150 Days Liberty National Bank Prime Brokerage Central Bank No 2537508.17 No Day 41 Secured No 35.08