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
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 12775.14 >5 Yr No 280.18 <7 Days IG-4 12147.06 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 7187.78 >5 Yr Yes 110.01 7-30 Days IG-5 7301.89 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5174.25 >5 Yr Yes 32.18 31-90 Days IG-6 4770.63 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9403.35 >5 Yr No 225.37 <7 Days IG-7 8868.29 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12200.00 >5 Yr Yes 599.31 31-90 Days IG-8 11676.40 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2121.07 >5 Yr No 71.00 31-90 Days L-1 2245.35 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2877.87 >5 Yr No 140.88 31-90 Days L-10 2943.44 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 174.48 >5 Yr No 6.22 31-90 Days L-11 175.40 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2315.99 >5 Yr No 64.16 7-30 Days L-2 2508.05 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4084.70 >5 Yr Yes 194.79 <7 Days L-3 4221.84 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9793.61 >5 Yr Yes 327.12 7-30 Days L-4 10058.41 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5298.42 >5 Yr No 147.82 31-90 Days L-5 5439.46 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8834.74 >5 Yr No 182.39 7-30 Days L-6 9550.46 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11116.68 >5 Yr No 384.65 <7 Days L-7 11800.50 Yes T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4619.49 >5 Yr Yes 189.57 7-30 Days L-8 4633.39 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 13778.37 >5 Yr No 287.51 <7 Days L-9 12625.79 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 8975.58 >5 Yr Yes 356.48 7-30 Days LC-1 8821.38 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 4667.90 >5 Yr No 59.24 31-90 Days LC-2 5018.02 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 8425.14 >5 Yr Yes 73.86 31-90 Days N-1 7820.34 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 6733.91 >5 Yr Yes 74.09 7-30 Days N-2 6381.05 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5955.95 >5 Yr Yes 236.51 31-90 Days N-3 6094.74 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 37.32 >5 Yr Yes 0.53 31-90 Days N-4 40.13 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10466.75 >5 Yr No 25.52 31-90 Days N-5 11158.24 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4710.00 >5 Yr No 118.09 <7 Days N-6 4779.42 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10947.87 >5 Yr No 373.58 7-30 Days N-7 10277.51 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance