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 National Bank O.S.10 Synthetic Firm Financing Yes 4850141960.54 >5 Yr No 1022329122.37 7-30 Days Other 5274144440.39 No T+1 No No IntS-5122 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 2677791150.73 Day 37 No 1223428806.61 31-90 Days None 729170753.14 Yes T+0 No No IntS-9155 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 1402173653.95 83 - 90 Days Yes 479307329.35 31-90 Days Corporate Bonds 599821833.67 Yes T+1 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 7341950966.50 Day 5 No 1441307894.40 <7 Days Cash 1461252736.49 No T+2 No Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 1396384662.62 Open No 26344113.64 <7 Days Treasuries 4192367504.58 Yes T+2 No No IntS-3145 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 4694222095.29 Day 16 Yes 104602100.56 31-90 Days None 2004078863.50 No T+2 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 189233624.52 Day 5 No 830380247.50 31-90 Days Agency MBS 3204968075.36 No T+2 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4786456369.86 Day 53 Yes 108306263.66 7-30 Days None 2815392082.97 Yes T+2 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 5740582989.68 >2 Yr <= 3 Yr Yes 797185926.49 <7 Days Equities 4344753390.11 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 3287844945.14 Day 34 No 1390319628.79 <7 Days Cash 845706495.53 Yes T+2 No No IntS-6529 Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 6222604758.06 Day 25 Yes 901710126.76 31-90 Days Cash 2202181950.59 No T+0 No No IntS-1938 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 1710055574.16 Day 27 No 524293815.65 <7 Days Equities 6460769594.72 Yes T+1 No No IntS-7025 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 6002170750.72 Day 50 Yes 140270072.77 <7 Days None 749552482.57 No T+2 No No IntS-1047 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 4919533712.44 Day 12 No 1270966490.03 31-90 Days Agency MBS 4150683028.38 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 1792455055.21 Day 47 Yes 1378424051.09 <7 Days Cash 2670116251.81 Yes T+1 Yes No IntS-6531 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 5005849705.02 Day 12 No 1071062655.10 7-30 Days Agency MBS 3494462022.81 Yes T+0 Yes No IntS-5788 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 1576799231.33 Day 60 Yes 483206099.79 31-90 Days Equities 6822614338.22 Yes T+1 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 6333412791.07 Day 23 Yes 1127731351.94 7-30 Days Corporate Bonds 6678009732.48 Yes T+1 No No IntS-3381 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 359294056.79 Day 48 No 1477334959.27 31-90 Days None 5384074823.02 Yes T+2 Yes No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 6348276836.28 75 - 82 Days No 620447564.62 <7 Days None 6263978089.54 Yes T+2 Yes No IntS-8913 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 6621906783.33 Day 59 Yes 871851550.69 7-30 Days Corporate Bonds 721970228.00 Yes T+2 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 6830691309.13 Day 48 No 1704594690.78 <7 Days None 461531146.55 Yes T+1 No No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 4816869527.99 Day 29 Yes 1617141900.09 31-90 Days None 2480636098.33 Yes T+1 Yes No IntS-1114 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 4673868439.15 Day 55 Yes 1682414301.11 7-30 Days Agency MBS 6448487410.91 No T+1 No No Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 7160442979.92 >4 Yr <= 5 Yr Yes 1580544078.16 <7 Days Agency MBS 6692162610.32 No T+2 Yes No IntS-9592 Securities Finance