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 No 6231598997.62 Day 23 Yes 1545922727.14 31-90 Days Corporate Bonds 2997376872.02 No T+1 Yes No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 6101586792.69 121 - 150 Days Yes 339592509.43 31-90 Days Equities 3321901475.64 No T+2 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 6976373602.58 Day 57 No 272721591.70 <7 Days None 2627886854.58 No T+1 Yes No IntS-1262 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 1923753117.09 Day 23 Yes 1999228821.26 <7 Days Cash 5366080040.87 No T+2 Yes Yes IntS-5724 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 2675871935.35 Day 4 No 540822002.16 7-30 Days Equities 6651501945.66 No T+0 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 3467020187.29 Day 7 Yes 1146171237.39 7-30 Days None 4053519957.88 Yes T+0 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 844590549.05 Day 26 Yes 925466199.23 7-30 Days Agency MBS 4325061437.31 No T+2 No No IntS-7834 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 2259702665.25 Day 38 Yes 1512184059.53 31-90 Days Other 768243291.20 Yes T+0 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 2561991591.38 271 - 364 Days No 511004123.78 <7 Days Equities 684599256.88 No T+0 No Yes IntS-3027 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 1723799807.96 Perpetual No 312701245.90 <7 Days None 886616254.44 No T+1 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 5668883148.63 Day 59 Yes 401767815.02 <7 Days None 5776638281.40 No T+2 No No IntS-3867 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 6059306505.01 Day 35 No 1977778391.54 31-90 Days Agency MBS 3152997497.60 No T+2 Yes No IntS-1425 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 6321557652.91 Day 5 Yes 1185945733.83 <7 Days Cash 2357879121.16 No T+2 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 688075937.71 Day 51 Yes 1998751269.50 <7 Days Cash 2658057496.76 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 3310483660.97 Day 29 Yes 1633943827.00 31-90 Days Other 6315263002.01 Yes T+2 No No IntS-3253 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 7369207451.93 >5 Yr Yes 1289400211.15 7-30 Days Cash 6288797869.24 No T+0 No No IntS-7807 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 3705466103.98 Day 7 Yes 1867442283.77 <7 Days Agency MBS 4225369155.82 No T+2 No Yes IntS-8025 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 26220936.22 Day 17 Yes 1461117256.36 <7 Days Corporate Bonds 6355013650.72 Yes T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 224740135.84 Day 47 No 1594408713.47 <7 Days Cash 4794883688.00 No T+0 Yes No IntS-7812 Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 3823550240.94 151 - 179 Days Yes 1478474996.60 31-90 Days Agency MBS 4310516390.71 Yes T+0 No No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 5513651761.43 Day 24 Yes 1045367922.16 31-90 Days None 4873260313.82 No T+0 No No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4651567884.26 Day 22 Yes 1331089290.34 31-90 Days Corporate Bonds 995013011.07 No T+2 Yes No IntS-9673 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 7915256420.22 75 - 82 Days Yes 281863655.12 7-30 Days Corporate Bonds 4555413668.35 Yes T+2 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 7053386236.87 Day 8 No 924068032.38 <7 Days Other 3982235527.31 Yes T+2 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 1127029772.50 91 - 120 Days No 872868264.01 <7 Days Other 2083164731.85 No T+1 Yes No IntS-5695 Trading