Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.10: Synthetic Firm Sourcing

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 Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 56 444592.98 68 - 74 Days Liberty Capital Markets Inc. Repo Desk Retail No 452057.69 Yes Day 19 Secured No 42.94
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 38 995988.10 Day 42 Liberty Financial Group, Inc. Repo Desk Other Supranational No 1044862.90 Yes Day 57 Secured No 41.46
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 31 99392.30 Day 16 Liberty Financial Group, Inc. Equity Trading GSE Yes 108664.22 No Day 23 Secured Yes 8.50
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 25 745578.72 Day 13 Liberty Mortgage Services Corp. Asset Management Services Other Supranational Yes 746796.58 Yes Day 45 Secured Yes 39.46
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 13 2031851.38 Day 54 Liberty Mortgage Services Corp. Asset Management Services Non-Financial Corporate Yes 2258100.71 Yes Day 35 Secured Yes 46.45
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 37 2812477.23 Day 22 Liberty Financial Group, Inc. Investment Banking Capital Markets Central Bank No 2504760.45 No Day 28 Secured No 33.59
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes >5 Yr 2222891.72 Day 54 Liberty Financial Group, Inc. - Parent Only Treasury Operations Bank No 2491447.43 Yes Day 56 Secured Yes 2.28
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 44 1852476.14 Day 54 Liberty National Bank Equity Trading Bank Yes 2150480.05 No Day 9 Secured No 40.32
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes >4 Yr <= 5 Yr 2736630.29 Day 10 Liberty Financial Group, Inc. Treasury Operations Other Yes 3247917.70 Yes Day 25 Secured Yes 32.41
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 31 4489394.79 68 - 74 Days Liberty National Bank Securities Financing Small Business Yes 3641245.03 Yes Day 30 Secured Yes 4.05
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 15 4743721.01 Day 35 Liberty Mortgage Services Corp. Equity Trading Retail No 5662644.96 No Day 41 Secured No 33.06
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No 91 - 120 Days 1511448.48 Day 26 Liberty Capital Markets Inc. Securities Financing Debt Issuing SPE Yes 1627778.10 Yes >5 Yr Secured No 45.24
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 34 2266337.76 >4 Yr <= 5 Yr Liberty Financial Group, Inc. Asset Management Services Other Supranational No 2410992.68 No 91 - 120 Days Secured Yes 7.60
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No >5 Yr 1045502.41 Day 47 Liberty National Bank Client Services Bank Yes 1011572.73 Yes >= 1 Yr <= 2 Yr Secured No 21.82
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 8 332827.63 Day 60 Liberty International Finance Ltd. Equity Trading Central Bank No 280223.95 Yes Day 51 Secured Yes 25.36
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 55 2853082.39 Day 14 Liberty Capital Markets Inc. Securities Financing Sovereign No 2746289.48 No Day 59 Secured Yes 25.72
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 37 169006.63 Day 60 Liberty International Finance Ltd. Fixed Income Trading GSE Yes 167184.35 No Day 48 Secured No 16.10
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 50 639298.91 Day 23 Liberty Capital Markets Inc. Repo Desk Non-Regulated Fund Yes 703203.57 No Day 12 Secured No 44.48
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 6 3944348.96 Day 14 Liberty Mortgage Services Corp. Client Services Retail No 4161885.73 Yes Day 27 Secured No 34.92
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 46 2149254.90 Day 13 Liberty Mortgage Services Corp. Treasury Operations Retail Yes 2425757.29 No Day 13 Secured Yes 9.52
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes >= 1 Yr <= 2 Yr 1967194.46 Day 20 Liberty International Finance Ltd. Prime Brokerage Central Bank Yes 2068887.09 Yes Day 35 Secured No 13.37
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 40 3775480.92 151 - 179 Days Liberty National Bank Asset Management Services Small Business No 3235002.76 No Day 41 Secured No 8.05
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 52 2677982.87 Day 60 Liberty Capital Markets Inc. Fixed Income Trading Investment Company or Advisor No 2973503.05 Yes >2 Yr <= 3 Yr Secured No 45.99
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 39 1113030.15 >3 Yr <= 4 Yr Liberty Capital Markets Inc. Investment Banking Capital Markets Broker-Dealer Yes 1319959.78 No Day 36 Secured Yes 48.27
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 48 1505172.81 121 - 150 Days Liberty Financial Group, Inc. Equity Trading Debt Issuing SPE No 1376461.44 No Day 24 Secured No 22.00