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 International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 12 3129244.08 Day 30 Liberty International Finance Ltd. Fixed Income Trading Retail No 3554437.92 No >5 Yr Secured Yes 37.02
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No >3 Yr <= 4 Yr 814539.76 >2 Yr <= 3 Yr Liberty Capital Markets Inc. Investment Banking Capital Markets Non-Regulated Fund No 694136.18 No 121 - 150 Days Secured No 7.87
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes 151 - 179 Days 2262088.94 Day 30 Liberty International Finance Ltd. Prime Brokerage Other Supervised Non-Bank Financial Entity Yes 2650935.07 Yes Day 18 Secured No 48.54
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No >= 1 Yr <= 2 Yr 2469203.46 Day 49 Liberty Financial Group, Inc. Asset Management Services Debt Issuing SPE No 2883588.81 Yes Day 14 Secured No 11.69
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 9 1978913.40 Day 23 Liberty Capital Markets Inc. Repo Desk Pension Fund No 2104932.63 Yes 271 - 364 Days Secured Yes 46.52
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 43 2634553.22 Day 50 Liberty Financial Group, Inc. Client Services Pension Fund No 2133940.41 No Day 1 Secured Yes 7.70
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 20 677201.35 Day 18 Liberty Mortgage Services Corp. Securities Financing Retail No 676117.94 Yes Day 12 Secured Yes 40.96
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 14 3850049.01 Day 35 Liberty Financial Group, Inc. - Parent Only Asset Management Services Sovereign Yes 4434546.94 No Day 25 Secured No 45.19
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 4 874513.48 Day 2 Liberty Financial Group, Inc. - Parent Only Treasury Operations Central Bank No 798521.91 Yes Day 28 Secured Yes 28.78
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 17 3012997.13 Day 42 Liberty National Bank Prime Brokerage Small Business No 3017802.60 No Day 46 Secured Yes 25.19
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing GBP No 271 - 364 Days 1465829.80 Day 1 Liberty National Bank Equity Trading PSE Yes 1363038.11 Yes Day 60 Secured No 11.84
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 17 3915262.93 Day 51 Liberty Capital Markets Inc. Treasury Operations Retail Yes 4502657.65 No Day 44 Secured No 6.51
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 51 1479112.64 Day 6 Liberty International Finance Ltd. Treasury Operations MDB Yes 1400939.45 Yes Day 22 Secured No 43.29
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 60 4279675.10 Day 5 Liberty National Bank Equity Trading Bank Yes 4441957.59 Yes Day 18 Secured No 0.73
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 25 4131548.63 Day 51 Liberty International Finance Ltd. Repo Desk Central Bank Yes 4037703.49 No Day 57 Secured Yes 44.81
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes >2 Yr <= 3 Yr 1001986.82 Day 17 Liberty Mortgage Services Corp. Repo Desk Non-Financial Corporate Yes 1140575.81 No Day 16 Secured No 22.56
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 33 4654023.74 Day 34 Liberty Mortgage Services Corp. Fixed Income Trading Non-Regulated Fund No 3926280.14 No Day 2 Secured Yes 6.70
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes >2 Yr <= 3 Yr 3190542.28 >3 Yr <= 4 Yr Liberty Capital Markets Inc. Repo Desk Investment Company or Advisor No 2659547.94 Yes >4 Yr <= 5 Yr Secured No 0.57
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Liberty International Finance Ltd. Retail 21935.01 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 37779.42 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 8103.35 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 85665.53 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 25962.11 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 34973.93 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Open None Retail 38524.95 No None