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 14718.43 >5 Yr No 165.83 7-30 Days P-1 13559.48 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9812.19 >5 Yr Yes 137.98 <7 Days P-2 9076.83 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16316.26 >5 Yr No 551.20 31-90 Days S-8 17941.14 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 6848.16 >5 Yr Yes 329.13 31-90 Days Y-1 7208.60 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12050.57 >5 Yr No 514.39 7-30 Days Y-2 12576.77 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 981.73 >5 Yr Yes 45.19 <7 Days Y-3 1058.54 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 14288.41 >5 Yr Yes 534.11 31-90 Days Y-4 14300.59 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16482.90 >5 Yr No 470.00 7-30 Days Z-1 15847.49 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9392.77 >5 Yr Yes 158.26 7-30 Days A-2 8531.30 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14654.60 >5 Yr No 588.31 7-30 Days A-3 15064.11 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9941.66 >5 Yr Yes 229.50 7-30 Days A-4 9193.69 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5535.29 >5 Yr No 155.61 7-30 Days A-5 5818.68 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 4614.93 >5 Yr No 67.01 <7 Days CB-1 4155.64 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 6462.55 >5 Yr Yes 34.48 7-30 Days CB-2 5954.23 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14897.49 >5 Yr Yes 16.17 7-30 Days CB-3 15437.96 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 13854.15 >5 Yr No 205.47 31-90 Days E-1 14176.96 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 6131.01 >5 Yr No 51.27 7-30 Days E-2 6269.60 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10031.83 >5 Yr Yes 268.74 <7 Days G-1 9896.87 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 12682.94 >5 Yr Yes 373.00 <7 Days G-2 11628.49 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16656.62 >5 Yr No 20.19 7-30 Days G-3 16510.25 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16867.82 >5 Yr No 166.97 <7 Days IG-1 17197.33 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2313.92 >5 Yr Yes 3.34 31-90 Days IG-2 2443.97 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14852.42 >5 Yr Yes 560.89 <7 Days S-1 14840.40 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 3081.19 >5 Yr No 100.97 <7 Days S-2 3149.74 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5854.31 >5 Yr No 133.04 7-30 Days S-3 6309.32 No T+2 Yes Yes Liberty National Bank Trading