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 International Finance Ltd. O.S.10 Synthetic Firm Financing No 438910362.99 Day 7 Yes 687203328.13 7-30 Days None 5112322289.97 No T+1 Yes Yes IntS-8755 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4987941058.15 Day 25 Yes 807776355.18 7-30 Days Treasuries 4608349154.07 No T+0 No No IntS-7140 Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 5716742924.73 Day 40 No 1565832866.57 <7 Days Corporate Bonds 3420414048.17 No T+1 Yes Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 6588168979.41 >2 Yr <= 3 Yr Yes 1148119113.75 <7 Days Cash 3396843061.16 No T+1 Yes Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 7923126524.07 121 - 150 Days Yes 171363436.81 31-90 Days Other 3596915490.25 No T+2 No Yes IntS-8356 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 7866452450.14 Day 37 Yes 1380821244.51 <7 Days Other 4622569082.97 No T+1 Yes No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 391977201.10 Day 56 Yes 1521147189.65 7-30 Days Equities 3527562587.60 Yes T+1 No No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 1961916734.19 Day 38 Yes 906310865.42 7-30 Days Agency MBS 214340595.21 Yes T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 3662122633.10 Day 43 No 1871952473.62 31-90 Days Treasuries 29436820.72 No T+1 Yes No IntS-6520 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 3116074327.78 Day 9 No 1230281193.67 31-90 Days Equities 5249393624.19 No T+2 No Yes IntS-1875 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 5835140663.79 Day 16 No 351944222.67 31-90 Days Equities 3227945311.20 Yes T+0 Yes No Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 7033847971.69 Day 58 Yes 1265017166.00 31-90 Days None 162796110.59 Yes T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 1571908974.81 Day 25 Yes 1739445561.75 31-90 Days Agency MBS 2442221229.31 Yes T+0 Yes Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 1765296811.27 Day 17 No 893708968.05 <7 Days Other 3128298893.62 No T+0 Yes Yes IntS-7100 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 1894984416.78 >3 Yr <= 4 Yr Yes 1908606364.70 7-30 Days Cash 758927250.35 No T+2 No No IntS-2557 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 5517912594.81 Day 55 Yes 1603052595.05 31-90 Days Cash 3453583634.98 Yes T+2 Yes Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 5368873039.13 Day 50 No 271157797.35 <7 Days None 2774076682.56 Yes T+0 Yes No IntS-4731 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 4420347975.47 Day 18 Yes 1918200720.68 <7 Days Treasuries 3014548129.44 No T+0 Yes No IntS-2745 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 7068340201.97 Day 36 No 1751167605.57 <7 Days Equities 2863331628.84 No T+0 Yes No IntS-1128 Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 1125493595.59 271 - 364 Days Yes 976208571.13 31-90 Days Corporate Bonds 4951968692.55 Yes T+0 Yes No IntS-6490 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 3758263175.49 Day 38 Yes 637516996.01 7-30 Days None 3771905267.27 Yes T+0 No Yes Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 1396193206.32 Day 40 Yes 1014377653.40 31-90 Days Corporate Bonds 6706085134.91 No T+2 No No IntS-1714 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 3586425692.21 Day 5 No 1532809803.13 31-90 Days None 4603936805.45 Yes T+1 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 6110912139.83 Day 9 No 643562566.97 <7 Days Corporate Bonds 4513319734.00 No T+2 No No IntS-8069 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 3962339949.59 Open Yes 1348437192.34 7-30 Days Other 3729666628.51 Yes T+1 Yes Yes IntS-3945 Trading