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 5906.65 Perpetual No 144.91 7-30 Days A-5 5851.75 No 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 13456.64 Perpetual Yes 144.38 7-30 Days CB-1 12137.54 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 11797.04 Perpetual Yes 376.31 7-30 Days CB-2 12680.30 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9273.95 Perpetual Yes 355.82 7-30 Days CB-3 9122.17 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10461.03 Perpetual Yes 247.65 <7 Days E-1 9858.42 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2227.13 Perpetual No 3.95 31-90 Days E-2 2053.81 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5474.76 Perpetual Yes 108.40 <7 Days G-1 5329.79 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2097.21 Perpetual No 1.30 <7 Days G-2 2293.47 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 12145.58 Perpetual Yes 532.61 <7 Days G-3 11258.99 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12464.56 Perpetual No 149.50 <7 Days IG-1 12573.44 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2928.19 Perpetual Yes 134.21 <7 Days IG-2 3167.92 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1110.16 Perpetual Yes 28.90 <7 Days S-1 1215.70 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 14703.20 Perpetual Yes 274.07 <7 Days S-2 14572.49 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13928.25 Perpetual No 523.80 <7 Days S-3 13239.11 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10270.67 Perpetual Yes 96.20 7-30 Days S-4 10716.15 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 15797.86 Perpetual No 206.50 31-90 Days S-5 15592.67 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 15868.05 Perpetual Yes 458.95 <7 Days S-6 16924.47 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2857.91 Perpetual Yes 96.19 7-30 Days S-7 2794.33 No T+0 No Yes Liberty National Bank Funding