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 Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 5649820280.38 Day 6 Yes 165813105.91 31-90 Days Agency MBS 5518167963.55 Yes T+2 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 4021989262.35 Day 44 Yes 1279409278.56 <7 Days Other 6587876826.08 No T+0 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 4029029049.44 >4 Yr <= 5 Yr Yes 133533203.96 31-90 Days None 371609221.22 No T+0 Yes No IntS-8296 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 5644498052.66 Day 44 Yes 1760222245.15 <7 Days Agency MBS 2215304737.24 Yes T+1 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions No 1134682654.77 Perpetual No 911458421.70 <7 Days None 6570900080.23 Yes T+2 No No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 4355238375.11 Day 53 No 1131245455.39 <7 Days Treasuries 2084144763.40 No T+1 Yes No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 7373999513.79 Day 8 Yes 244551245.61 7-30 Days Treasuries 3602462648.51 Yes T+2 Yes Yes Funding
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 3769156915.38 Day 37 No 953378053.55 7-30 Days Corporate Bonds 4308853030.89 Yes T+1 Yes Yes IntS-9026 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 5523760702.58 271 - 364 Days Yes 1220098962.77 7-30 Days Cash 708138321.33 No T+0 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 7463875792.60 Day 38 No 867840188.50 7-30 Days Corporate Bonds 2153919656.91 Yes T+1 Yes Yes IntS-7007 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 2650558998.70 Day 43 No 1869678313.27 <7 Days Treasuries 1422255338.56 No T+2 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 1528478290.87 Day 32 Yes 1286882675.08 7-30 Days Other 1638465258.56 No T+1 Yes No IntS-9266 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 1152529521.87 Day 18 Yes 383077647.62 31-90 Days Equities 6631305605.72 Yes T+1 Yes No IntS-4065 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 3992388425.75 Day 30 No 1511361437.92 31-90 Days Treasuries 3429471311.19 Yes T+2 No No IntS-4401 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 1441048615.08 Day 14 No 1407740863.35 <7 Days None 3097529815.25 No T+0 Yes Yes IntS-2806 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 5109206996.21 Day 55 Yes 272301428.67 7-30 Days Corporate Bonds 2807986234.61 Yes T+1 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 5407643609.46 Day 59 No 1840733732.77 31-90 Days Agency MBS 4373492566.06 Yes T+2 Yes No IntS-4410 Securities Finance
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 688666642.73 Day 59 No 167134267.31 31-90 Days Treasuries 4305518637.20 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 4652157077.55 Day 41 No 637859073.36 <7 Days Treasuries 3897327853.66 Yes T+0 No Yes IntS-8421 Securities Finance
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 4777030999.77 Day 10 No 1473926551.58 <7 Days Other 5363823125.82 No T+0 Yes Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 54989116.82 Day 49 No 1794397665.85 31-90 Days None 6750373809.39 Yes T+2 No Yes IntS-9128 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 293546493.44 Day 1 No 1028909606.64 31-90 Days Corporate Bonds 640029497.90 Yes T+0 No Yes IntS-6295 Funding
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 7577413061.14 Day 39 Yes 1869009753.23 31-90 Days None 3385491942.37 Yes T+0 No No IntS-1867 Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 4074118434.86 Day 26 No 1728748619.99 <7 Days Treasuries 6048376527.83 No T+2 Yes No IntS-1420 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 2525468800.95 Day 25 Yes 1303676930.45 7-30 Days Agency MBS 1324313030.62 No T+0 Yes Yes IntS-1695 Treasury