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 337288031.65 Day 27 Yes 57451859.14 <7 Days Cash 254993305.48 No T+2 No No IntS-7104 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 2745160288.78 Day 2 No 11424525.04 7-30 Days Equities 3877663984.73 No T+1 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 194919886.53 Day 53 Yes 479284915.34 <7 Days Agency MBS 2738706371.67 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 1133254543.08 Day 58 No 153687226.66 31-90 Days None 152529820.31 Yes T+2 No No Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 6652231228.98 Day 7 Yes 1853950341.50 7-30 Days Equities 3087030474.49 No T+1 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 1788551736.00 >3 Yr <= 4 Yr Yes 651919790.10 <7 Days Equities 2273240102.57 No T+2 Yes Yes IntS-8839 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 1816955003.96 75 - 82 Days Yes 1150579540.49 <7 Days Corporate Bonds 6884071839.21 No T+1 Yes Yes IntS-1810 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 6728457367.51 91 - 120 Days Yes 70871051.79 7-30 Days Treasuries 53020511.40 No T+0 No No IntS-3780 Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 7200407187.38 121 - 150 Days Yes 1031233415.09 <7 Days Equities 1885052454.81 Yes T+2 No No IntS-4368 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 913238518.76 Day 7 Yes 867170229.71 <7 Days Agency MBS 5500795915.98 Yes T+2 Yes Yes IntS-5674 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 3172327482.37 Day 37 No 1736435973.98 31-90 Days Corporate Bonds 5841291601.98 No T+1 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 5246653834.56 Day 53 Yes 1978295887.53 31-90 Days Other 1289916768.71 No T+1 Yes Yes IntS-7422 Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 60854.65 Open Yes 1396.96 7-30 Days A-0-Q 60849.08 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 123339.62 Open No 6054.77 7-30 Days A-1-Q 132614.76 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 18990.58 Open Yes 663.91 <7 Days A-2-Q 17836.03 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 81514.19 Open No 836.23 <7 Days A-3-Q 83384.58 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 68.50 Open Yes 2.09 <7 Days A-4-Q 63.84 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 81801.18 Open Yes 3654.26 7-30 Days A-5-Q 75888.89 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 95950.67 Open No 4470.12 7-30 Days CB-1-Q 86746.66 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 49275.85 Open No 1333.82 7-30 Days CB-2-Q 52570.99 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 99948.24 Open Yes 1276.17 31-90 Days S-1-Q 109537.10 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 38551.37 Open No 1590.87 7-30 Days S-2-Q 39105.86 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 9994.96 Open Yes 107.41 7-30 Days S-3-Q 10240.68 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail Yes 35682.77 Open No 847.14 7-30 Days S-4-Q 33339.83 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.10 Synthetic Firm Financing Retail No 95578.35 Open No 2585.46 <7 Days CB-3-Q 88196.95 No T+0 Yes Yes Liberty Capital Markets Inc. Trading