Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.10: Synthetic Firm Financing

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 Capital Markets Inc. O.S.10 Synthetic Firm Financing No 4574179061.60 Day 48 Yes 689877780.91 7-30 Days Equities 436169414.84 Yes T+1 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 3566787397.16 Day 30 Yes 940286568.38 <7 Days Treasuries 3406515038.70 Yes T+2 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 7548355411.45 Day 36 No 1475365783.71 31-90 Days Corporate Bonds 5029569973.79 Yes T+0 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 6412059323.60 Day 28 No 332316855.39 7-30 Days None 5492678631.08 No T+0 Yes Yes IntS-3818 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 58802435.34 61 - 67 Days No 719916827.00 <7 Days Equities 5230212425.73 No T+1 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 5963561764.87 Day 43 Yes 415760733.10 7-30 Days Equities 4743826424.55 No T+1 No Yes IntS-3786 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 740200943.32 Day 22 No 275060590.16 31-90 Days Other 3188598654.06 No T+1 Yes Yes IntS-8768 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4806479511.41 Day 45 Yes 1204757373.84 <7 Days Agency MBS 3848549691.56 Yes T+0 No No Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 1139681861.54 Day 43 Yes 1580326269.71 <7 Days Cash 5864148182.69 No T+1 Yes Yes IntS-6922 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 5248505982.27 >4 Yr <= 5 Yr Yes 1843766418.83 31-90 Days Treasuries 6322580176.29 Yes T+2 Yes Yes IntS-8714 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 3084437520.89 Open Yes 1783162184.30 7-30 Days Cash 6899286466.24 Yes T+2 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 7823072441.38 61 - 67 Days Yes 600694021.91 31-90 Days Equities 4647572718.62 Yes T+0 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 5182868097.85 68 - 74 Days Yes 307334285.47 7-30 Days Other 6693162053.23 No T+1 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 1346535277.31 Day 30 Yes 685881577.45 <7 Days Treasuries 1881450930.43 Yes T+0 No No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 6700125399.83 Open No 1444407765.35 <7 Days Treasuries 430738420.40 No T+0 Yes Yes IntS-9513 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 5002733564.55 Day 25 Yes 87252283.79 7-30 Days Other 3054697568.50 Yes T+2 No No IntS-8776 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 84331364.28 Day 55 No 1930668798.37 <7 Days Treasuries 3885733843.56 Yes T+1 No No IntS-6634 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 5141613793.10 Day 23 Yes 12588543.20 7-30 Days Other 6713645402.25 No T+1 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 4418096280.34 Day 4 No 1712342664.80 7-30 Days Equities 3807405808.26 No T+0 No Yes IntS-9608 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 6448010892.30 Day 27 No 484667970.44 <7 Days Treasuries 1671827128.03 Yes T+1 No Yes IntS-6056 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 4334287101.02 Day 46 No 1401591743.79 <7 Days Corporate Bonds 4568709495.60 No T+0 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 4093216892.10 Day 48 No 1341111880.28 <7 Days Equities 281493497.47 Yes T+1 Yes Yes IntS-6180 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 4964425698.36 Open Yes 404778600.24 <7 Days Other 348145646.66 No T+2 No Yes IntS-1554 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 4172424100.96 Day 29 Yes 1052197016.26 31-90 Days Other 1821649458.96 Yes T+2 No Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4040188639.99 Day 21 Yes 394832032.73 31-90 Days Corporate Bonds 3456907422.82 Yes T+1 No No IntS-8305 Treasury