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. - Parent Company Only O.S.11 Other Secured Financing Transactions No 2669378547.03 91 - 120 Days No 948323121.56 <7 Days Other 6489850891.80 Yes T+1 Yes No IntS-7539 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 1807724841.87 Day 19 Yes 1049042924.04 <7 Days None 5346129132.60 Yes T+1 Yes No Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 7364000429.11 >2 Yr <= 3 Yr No 1155069354.79 <7 Days Other 3932555145.92 No T+1 No No Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 3904342407.91 Day 57 Yes 1856408506.60 7-30 Days Other 188460587.69 No T+2 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 7308758096.97 Day 15 Yes 1915236801.84 7-30 Days Agency MBS 4360129536.18 Yes T+1 No Yes IntS-2029 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 7220368051.23 Day 48 No 1419337106.69 <7 Days Corporate Bonds 2488904201.61 No T+1 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 538067413.66 Day 38 Yes 38800077.90 7-30 Days Corporate Bonds 6724690793.53 No T+2 No Yes Funding
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 2937456734.27 Day 5 Yes 1060589370.65 7-30 Days Corporate Bonds 5732025748.83 No T+1 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 7144270182.39 Day 35 Yes 601148783.87 <7 Days Corporate Bonds 6202910411.51 No T+2 No Yes IntS-1337 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 1247831038.93 Day 48 No 1689450601.23 31-90 Days Cash 6579395144.55 Yes T+1 No No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 4651196395.05 Day 40 No 415220645.22 7-30 Days Other 6662748802.98 No T+0 Yes Yes IntS-6445 Trading
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 4021093120.80 Day 47 No 571841538.33 31-90 Days Cash 1225937346.82 Yes T+2 Yes No IntS-7876 Securities Finance
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 5150516121.16 Day 47 Yes 1089799851.48 7-30 Days Treasuries 1728191209.34 No T+0 No Yes IntS-5406 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 4036050482.11 Day 55 Yes 839640259.42 <7 Days None 2436845278.01 No T+2 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 2668791188.71 Day 21 Yes 540630040.28 <7 Days None 4268358428.42 No T+1 Yes No IntS-1141 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 7869228008.05 Day 3 No 1383271956.12 <7 Days None 4521975817.70 No T+2 No No IntS-8261 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 4275346652.24 Day 53 Yes 1938688549.88 7-30 Days Agency MBS 3468113850.49 No T+2 Yes No IntS-8087 Trading
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 4688312322.71 Day 40 Yes 1473072489.67 <7 Days Treasuries 1502513649.45 Yes T+0 Yes No Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 4496222049.46 Day 30 Yes 747999768.90 31-90 Days None 5768191305.74 Yes T+0 Yes Yes IntS-2784 Funding
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 4079841182.07 Open Yes 937934910.58 31-90 Days None 1444929603.77 Yes T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 794163460.26 Day 59 No 1632494212.79 31-90 Days Other 4139854750.74 Yes T+2 No No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 1785392579.68 Day 15 No 995079203.29 7-30 Days Other 4992212455.33 No T+2 No No IntS-9761 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 1748754483.78 >3 Yr <= 4 Yr No 764325114.93 <7 Days Other 6657152379.50 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 5824346640.76 Day 39 No 1120624937.42 7-30 Days Other 2594410759.78 No T+2 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions No 5117180400.17 >4 Yr <= 5 Yr Yes 308190646.17 <7 Days Equities 2142873361.47 Yes T+1 No No Treasury