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
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 3635978741.41 Day 57 No 162301952.49 31-90 Days Cash 5295078301.63 No T+1 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 159399346.67 Day 57 Yes 1992967058.16 7-30 Days Agency MBS 2366695331.21 No T+1 Yes Yes IntS-5937 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 7240587665.52 Day 20 Yes 1559846020.71 31-90 Days Other 5626726096.46 No T+1 No Yes IntS-4186 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 7013454000.45 Day 41 No 593178406.52 7-30 Days None 1729431463.12 Yes T+0 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 6434158023.61 Day 19 Yes 1998851162.45 7-30 Days Corporate Bonds 2010628971.74 No T+1 No No IntS-3112 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 4150921936.10 Day 59 No 92688029.70 7-30 Days Other 325867198.79 No T+1 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 2817977554.28 Day 34 No 381404356.83 7-30 Days Agency MBS 147165360.31 No T+2 Yes No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 7369474069.25 Day 18 Yes 1390091705.77 7-30 Days Other 399142702.83 No T+1 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 4120338405.34 68 - 74 Days No 116097941.87 31-90 Days Corporate Bonds 3525816017.13 No T+1 Yes No IntS-7778 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 975428021.07 >2 Yr <= 3 Yr Yes 1590850265.43 7-30 Days None 3307641240.13 No T+1 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 3506826064.34 91 - 120 Days Yes 692002200.28 31-90 Days Agency MBS 2997038031.45 Yes T+0 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 1633055410.00 Day 1 No 1674859541.00 7-30 Days None 6003042570.24 No T+0 No No IntS-9485 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 4389593306.03 Day 39 Yes 1215794329.65 31-90 Days None 5682311792.39 Yes T+0 No Yes IntS-7151 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 137597431.65 Day 48 No 1359725051.35 31-90 Days Agency MBS 429943873.45 No T+1 No No IntS-5533 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 6070631997.15 83 - 90 Days Yes 1772706306.77 31-90 Days Equities 4702319170.78 Yes T+0 No No IntS-8447 Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 5792213089.69 Day 3 No 1887558812.98 31-90 Days Cash 1492381577.78 Yes T+0 No Yes IntS-5726 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 3593427296.39 Day 51 No 1953396993.95 31-90 Days Equities 4338267451.67 Yes T+2 No Yes IntS-8440 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 1598610006.35 Day 45 No 1353555173.28 31-90 Days Agency MBS 1842783233.26 No T+1 No No IntS-8037 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 7623992320.06 Day 19 Yes 1231817343.63 7-30 Days Other 193132017.84 Yes T+2 No No IntS-6838 Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 5589517701.74 Day 12 No 1310826438.55 7-30 Days None 3332926172.51 No T+0 No No IntS-1870 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 665390524.22 Day 7 Yes 913218958.71 <7 Days None 3095249607.22 Yes T+1 Yes No IntS-4792 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 5912440512.09 Day 32 No 1954808678.12 7-30 Days Equities 387375126.82 Yes T+2 Yes No Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 7904502680.93 >2 Yr <= 3 Yr No 1751349537.17 7-30 Days Agency MBS 5257488583.32 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 5021622465.21 121 - 150 Days Yes 1651234356.27 7-30 Days None 2005014929.14 Yes T+2 Yes No IntS-6425 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 2043766643.03 Day 59 Yes 1642637599.13 31-90 Days Other 571597171.57 No T+0 Yes Yes IntS-9121 Treasury