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 No 91 - 120 Days 481611.73 Day 29 Liberty National Bank Equity Trading Other Supranational No 460963.99 No Day 59 Secured No 37.17
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo EUR Yes Day 12 4310533.22 271 - 364 Days Liberty Capital Markets Inc. Asset Management Services Other Supervised Non-Bank Financial Entity Yes 4113214.01 No Day 58 Secured Yes 25.82
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo CAD No Day 13 422265.60 Day 20 Liberty Mortgage Services Corp. Securities Financing Investment Company or Advisor No 446580.22 Yes Day 9 Secured Yes 32.48
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo JPY No Day 2 4462083.97 Day 2 Liberty International Finance Ltd. Treasury Operations GSE No 4281866.32 No Day 54 Secured Yes 45.75
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo EUR Yes Day 13 4009488.61 Day 37 Liberty Financial Group, Inc. - Parent Only Repo Desk Central Bank Yes 3892454.53 Yes Day 28 Secured No 22.37
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD Yes Day 18 4184681.00 >4 Yr <= 5 Yr Liberty Mortgage Services Corp. Equity Trading Financial Market Utility No 4414782.85 Yes Day 22 Secured Yes 17.69
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo JPY No Day 30 3747749.65 Day 43 Liberty National Bank Fixed Income Trading Retail No 4233825.32 Yes Day 17 Secured No 34.80
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo EUR Yes Day 2 580941.69 Day 36 Liberty National Bank Repo Desk Non-Financial Corporate Yes 532999.92 No >= 1 Yr <= 2 Yr Secured Yes 3.48
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Liberty Mortgage Services Corp. Retail 75859.89 Yes None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 42688.15 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 77211.59 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 15473.96 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Liberty Capital Markets Inc. Retail 60243.61 Yes None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 36955.60 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 43717.40 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 17414.68 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 690.20 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Liberty International Finance Ltd. Retail 86435.86 Yes None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 45572.00 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Liberty Wealth Management LLC Retail 47406.94 Yes None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 59825.19 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 14864.99 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Liberty Wealth Management LLC Retail 38450.04 Yes None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 37455.57 No None
2025-10-09 Liberty National Bank I.S.1 Reverse Repo USD Open None Retail 16572.99 No None