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 12624.36 Perpetual No 140.63 31-90 Days L-5 11797.73 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10968.83 Perpetual No 352.05 31-90 Days L-6 11189.21 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9405.25 Perpetual Yes 180.06 31-90 Days L-7 8894.08 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1876.71 Perpetual Yes 19.42 <7 Days L-8 1825.82 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11354.99 Perpetual Yes 444.97 31-90 Days L-9 11306.75 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 1025.13 Perpetual Yes 12.03 31-90 Days LC-1 1079.16 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11792.90 Perpetual No 344.17 <7 Days LC-2 11941.84 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9680.57 Perpetual Yes 415.68 31-90 Days N-1 9721.03 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16762.26 Perpetual Yes 316.06 <7 Days N-2 16143.70 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10342.65 Perpetual No 182.94 <7 Days N-3 9446.93 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 1422.71 Perpetual Yes 19.64 7-30 Days N-4 1517.09 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16700.23 Perpetual No 143.71 <7 Days N-5 15651.21 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 7065.52 Perpetual No 180.10 <7 Days N-6 7484.11 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12939.01 Perpetual Yes 5.33 <7 Days N-7 12966.96 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11290.81 Perpetual No 435.30 7-30 Days P-1 11128.46 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2577.29 Perpetual Yes 127.57 <7 Days P-2 2432.17 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 3775.84 Perpetual No 84.52 31-90 Days S-8 3716.14 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 15797.18 Perpetual No 163.70 31-90 Days Y-1 14231.38 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14600.26 Perpetual No 295.77 <7 Days Y-2 15562.16 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 8609.67 Perpetual No 346.59 7-30 Days Y-3 9333.63 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 No 2802.28 Perpetual Yes 59.66 <7 Days Y-4 3014.21 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 7872.26 Perpetual Yes 186.05 31-90 Days Z-1 7850.02 No T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 17133.46 Perpetual Yes 784.97 <7 Days A-2 16701.75 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13608.57 Perpetual No 483.49 <7 Days A-3 14641.34 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 8397.79 Perpetual No 70.16 <7 Days A-4 8010.65 No T+0 Yes No Trading