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 No 3989989776.03 Day 22 Yes 676746715.34 7-30 Days Agency MBS 529567588.48 Yes T+0 No Yes IntS-3193 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances No 7325048079.81 Day 4 Yes 1975638367.16 31-90 Days None 1849137856.60 No T+1 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances No 2919354451.16 Day 30 No 1179609032.28 7-30 Days Corporate Bonds 3295200029.98 No T+0 No No IntS-8716 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances No 6382715376.27 Day 22 No 1660617814.56 31-90 Days None 1688412867.49 Yes T+2 No No IntS-8905 Funding
2025-09-09 Liberty International Finance Ltd. O.S.5 FHLB Advances Yes 3319123203.05 Day 31 Yes 19548894.45 7-30 Days Treasuries 2625840112.94 No T+0 No Yes IntS-7708 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances Yes 5964791065.86 121 - 150 Days Yes 1567536527.99 <7 Days Other 2656615246.41 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.5 FHLB Advances Yes 5678858271.09 >3 Yr <= 4 Yr Yes 683718178.27 7-30 Days None 1695159096.16 Yes T+1 Yes No IntS-3550 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances Yes 7274471711.90 91 - 120 Days Yes 929731163.15 <7 Days Cash 3119933056.36 Yes T+0 No Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.5 FHLB Advances No 6529191594.65 Day 27 Yes 723266971.55 7-30 Days Corporate Bonds 1877110998.59 Yes T+0 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances No 517504034.50 Day 47 No 738145220.84 7-30 Days Treasuries 3282683687.23 No T+2 No No IntS-3787 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.5 FHLB Advances Yes 5950719708.58 180 - 270 Days No 1997435276.05 <7 Days Corporate Bonds 755395106.39 Yes T+0 No Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.5 FHLB Advances Yes 6729636033.52 Day 50 No 813570396.59 31-90 Days Agency MBS 336053171.84 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail Yes 3019.67 Open Yes 107.73 <7 Days A-0-Q 2947.74 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail Yes 41934.23 Open No 451.19 7-30 Days A-1-Q 43041.63 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 38242.23 Open Yes 1528.24 <7 Days A-2-Q 41900.20 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 727.49 Open Yes 5.15 7-30 Days A-3-Q 696.61 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 39011.07 Open Yes 1942.52 7-30 Days A-4-Q 36883.30 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 38648.80 Open No 800.78 7-30 Days A-5-Q 36966.56 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail Yes 6255.26 Open No 280.10 7-30 Days CB-1-Q 5974.18 No T+0 No No Funding
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 11523.49 Open No 274.81 7-30 Days CB-2-Q 11830.30 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 31644.58 Open No 1457.46 7-30 Days S-1-Q 30443.66 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 23065.27 Open No 332.32 31-90 Days S-2-Q 22119.13 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 24026.07 Open No 1032.76 31-90 Days S-3-Q 22464.70 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail Yes 14049.97 Open Yes 244.54 7-30 Days S-4-Q 14133.11 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.5 FHLB Advances Retail No 18936.33 Open No 884.89 <7 Days CB-3-Q 18561.01 Yes T+2 No No Securities Finance