Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.11: Other Secured Financing Transactions

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.11 Other Secured Financing Transactions Yes 2877106315.88 Day 34 No 178923733.37 31-90 Days Cash 4001397603.58 Yes T+1 Yes Yes IntS-4535 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 1114338067.72 Day 1 Yes 1473573857.09 <7 Days Cash 1035538635.24 Yes T+2 No No IntS-9169 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 3067967126.49 75 - 82 Days No 1929366173.77 31-90 Days Treasuries 2143268235.55 Yes T+1 Yes Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 396943189.12 Day 8 No 1243110517.99 31-90 Days Other 2657806088.58 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 5178862371.99 Day 17 No 859778421.76 31-90 Days Agency MBS 990512340.55 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions No 6649645905.30 Day 25 No 1594901066.74 <7 Days None 3147020602.16 Yes T+0 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 6329832549.62 >3 Yr <= 4 Yr Yes 311346861.89 7-30 Days Equities 1611540572.72 Yes T+0 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 362508413.41 >2 Yr <= 3 Yr No 806356667.74 7-30 Days Equities 5416749068.93 No T+0 No No IntS-6978 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 6435350480.58 Day 7 Yes 974864163.85 7-30 Days Corporate Bonds 3481728503.28 No T+2 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions No 5961769948.02 Day 43 Yes 990845533.59 7-30 Days Other 2079378149.21 Yes T+2 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 3652647586.22 Day 56 Yes 1857902728.89 7-30 Days Cash 90477619.16 Yes T+0 Yes Yes IntS-1025 Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 2830190918.96 Day 28 Yes 1543939749.27 7-30 Days Treasuries 5197492708.25 Yes T+1 No No IntS-4209 Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 1910824651.56 Day 5 Yes 745795848.81 31-90 Days Corporate Bonds 509480330.32 Yes T+2 Yes No IntS-5469 Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 5867299798.35 >2 Yr <= 3 Yr No 1613236171.99 31-90 Days None 4271748091.01 No T+1 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 836403607.55 Day 37 Yes 1636740258.05 31-90 Days Other 6310191522.03 No T+1 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 3434488554.06 75 - 82 Days Yes 161588460.49 <7 Days Corporate Bonds 6528052497.34 No T+0 No No IntS-7807 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 5570826656.71 Day 46 Yes 442994825.44 <7 Days Agency MBS 4558308217.76 No T+0 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 6136644727.24 Day 4 No 1493367816.57 <7 Days Agency MBS 6845858986.02 No T+1 No No IntS-1195 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 1846468212.02 61 - 67 Days No 960707318.59 7-30 Days Corporate Bonds 5146055312.06 No T+1 No No IntS-2976 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 5795857868.99 Day 56 No 1163844380.04 7-30 Days Treasuries 2513762874.75 No T+0 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 6508946687.79 Day 43 No 866336818.97 <7 Days None 5116770408.31 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 7563129597.86 75 - 82 Days Yes 272984718.53 31-90 Days Corporate Bonds 3668336596.76 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 4311896453.13 Day 18 No 1295201900.76 7-30 Days Other 6756744796.07 No T+2 No No IntS-7531 Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 3943477512.05 >4 Yr <= 5 Yr Yes 68659079.40 31-90 Days Treasuries 6749798926.34 Yes T+1 No Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 5537968859.83 Day 28 No 593777379.39 <7 Days Agency MBS 5352589989.32 Yes T+0 No No Treasury