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 Yes 3948.29 >5 Yr No 162.29 <7 Days S-4 3978.72 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1592.01 >5 Yr No 56.53 <7 Days S-5 1567.53 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 3787.71 >5 Yr Yes 68.20 7-30 Days S-6 3709.37 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16673.48 >5 Yr No 726.22 <7 Days S-7 17291.96 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13158.27 Perpetual Yes 398.38 31-90 Days A-0-Q 12742.61 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16198.04 Perpetual No 225.37 7-30 Days A-1-Q 17192.83 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9788.41 Perpetual Yes 434.65 7-30 Days A-2-Q 8875.49 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10217.91 Perpetual Yes 328.55 <7 Days A-3-Q 9209.02 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1385.71 Perpetual No 31.38 7-30 Days A-4-Q 1272.60 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16366.24 Perpetual Yes 249.78 7-30 Days A-5-Q 17840.54 No T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 11053.09 Perpetual Yes 295.61 <7 Days CB-1-Q 11573.76 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5039.59 Perpetual Yes 62.87 <7 Days CB-2-Q 5457.34 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5281.26 Perpetual No 262.84 31-90 Days S-1-Q 4922.44 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12968.62 Perpetual No 213.53 <7 Days S-2-Q 12530.69 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 Yes 1951.52 Perpetual No 67.52 31-90 Days S-3-Q 1828.64 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5843.97 Perpetual No 223.02 <7 Days S-4-Q 6208.22 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 820.94 Perpetual Yes 21.66 31-90 Days CB-3-Q 886.85 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 11913.09 Perpetual Yes 573.60 7-30 Days G-1-Q 11510.60 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9235.02 Perpetual No 408.74 <7 Days G-2-Q 9786.27 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10365.36 Perpetual No 157.71 7-30 Days G-3-Q 9667.65 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1012.28 Perpetual No 42.96 7-30 Days S-5-Q 1094.63 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13229.09 Perpetual No 358.99 7-30 Days S-6-Q 13072.40 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10355.36 Perpetual No 149.92 7-30 Days S-7-Q 11027.36 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 15754.57 Perpetual No 715.84 7-30 Days E-1-Q 16230.30 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11334.92 Perpetual No 45.76 31-90 Days E-2-Q 11763.34 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury