Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.5: FHLB Advances

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances Yes 387290268.33 Day 16 Yes 993346189.59 31-90 Days Cash 5276080031.81 Yes T+0 Yes Yes IntS-8808 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances No 1978286519.14 Day 44 Yes 1862056803.26 7-30 Days Cash 3422915396.60 Yes T+1 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances Yes 4183639252.05 Day 13 Yes 468141449.47 <7 Days Agency MBS 6381868088.99 No T+0 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.5 FHLB Advances No 458860600.78 Open Yes 223755505.86 7-30 Days Cash 5886210405.71 Yes T+1 Yes No IntS-8236 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.5 FHLB Advances No 2515428642.29 Day 43 No 796613140.37 31-90 Days None 4670956735.29 Yes T+2 No No Trading
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances No 5298318833.08 Day 37 Yes 1034436947.40 <7 Days Agency MBS 5502949777.29 No T+2 Yes Yes IntS-5446 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances No 3516647936.78 Day 44 No 784711974.28 7-30 Days Treasuries 3221802268.75 No T+1 No Yes IntS-6968 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances Yes 1252640341.57 Day 20 No 1875913905.69 <7 Days Equities 2010168809.82 No T+2 Yes Yes IntS-5695 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.5 FHLB Advances No 3160693568.46 Day 58 No 1383641415.51 7-30 Days Corporate Bonds 6344918768.54 Yes T+0 Yes No IntS-2202 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances No 1240353169.45 75 - 82 Days Yes 336836988.14 7-30 Days Other 909281916.45 No T+0 Yes No IntS-7577 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances No 4321248184.45 Day 1 Yes 1298427790.59 7-30 Days Equities 107298970.39 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances Yes 6398705044.91 Day 42 No 1453539667.69 7-30 Days Agency MBS 183918333.55 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.5 FHLB Advances No 6710123846.14 Day 5 No 1269618896.57 7-30 Days Treasuries 4512815156.54 Yes T+1 Yes Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances Yes 2909983293.42 Day 39 No 1373990989.38 <7 Days Corporate Bonds 6249061372.90 No T+0 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances No 4347791012.68 Day 46 Yes 310015603.44 31-90 Days None 5357678406.36 Yes T+2 Yes Yes IntS-7672 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances Yes 5827867489.36 75 - 82 Days No 1493853025.12 7-30 Days Cash 6096954691.44 No T+1 No Yes IntS-9505 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances Yes 4756750432.66 Day 35 No 1081915336.48 31-90 Days Agency MBS 3818242864.09 No T+1 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances Yes 28837466.82 180 - 270 Days Yes 1240365173.75 31-90 Days Cash 300413588.30 No T+0 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.5 FHLB Advances Yes 1000496492.64 Day 48 Yes 1824272758.17 <7 Days Agency MBS 2324075151.51 Yes T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances Yes 3279072553.78 Day 16 No 1311691653.36 31-90 Days None 3490567809.92 Yes T+2 No Yes IntS-8168 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances No 7645778767.36 Day 39 Yes 829460230.31 31-90 Days None 3005231585.00 Yes T+1 No Yes IntS-9379 Funding
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances No 2800585637.22 Day 60 No 1969370829.95 <7 Days Other 941531304.59 No T+0 No No IntS-3953 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances No 4003786711.99 Day 37 No 1074890816.38 7-30 Days Cash 3297045133.75 Yes T+0 Yes Yes IntS-3382 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances No 2808972414.42 Day 31 No 298344479.40 7-30 Days Other 5079044513.93 No T+2 No No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances No 3137816591.81 Day 26 No 1933395662.71 31-90 Days Other 5688987478.43 No T+2 No No IntS-1999 Securities Finance