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 Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 3475239692.90 >5 Yr No 515277261.07 <7 Days Corporate Bonds 4158750399.10 No T+2 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 7843746266.21 Day 42 No 628058642.24 7-30 Days Treasuries 5433359141.94 No T+0 Yes Yes IntS-4816 Funding
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 4226862740.36 Day 43 No 908109450.86 31-90 Days Agency MBS 3683985596.25 Yes T+2 No No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 886335630.69 Day 18 No 1730355613.15 31-90 Days Other 306152795.85 Yes T+0 No Yes IntS-5970 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 7602246996.13 Day 49 No 559443444.46 <7 Days Other 5622960199.83 No T+0 No No IntS-8713 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 3554327010.27 Day 20 Yes 499632116.09 7-30 Days Agency MBS 3798146802.37 No T+0 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 5929547665.89 Day 46 Yes 1664137356.89 <7 Days None 4748489280.72 Yes T+2 No Yes IntS-1073 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 6227052511.94 Day 41 No 962952248.24 31-90 Days Cash 1297719595.37 No T+2 No Yes IntS-9091 Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 7025312063.42 Day 21 No 454377083.50 7-30 Days Agency MBS 4703124711.61 No T+0 Yes No Funding
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions Yes 488048869.17 271 - 364 Days No 1919790160.01 7-30 Days Cash 6599780361.33 No T+0 Yes No IntS-8211 Trading
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Yes 1803699639.37 Day 2 No 751484254.71 31-90 Days Cash 2339065452.67 No T+0 No Yes Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 5521746770.66 Day 39 No 328755622.07 <7 Days None 3766775270.67 Yes T+2 No No IntS-1136 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions No 6118404117.23 75 - 82 Days No 1202694355.78 31-90 Days None 2787389267.46 No T+2 No Yes IntS-6754 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 301533852.69 Day 55 No 1024468541.17 7-30 Days None 5721694637.73 Yes T+1 No Yes IntS-9509 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions No 3827114466.00 Day 21 No 1282332235.69 <7 Days None 973979027.76 No T+0 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 2151102452.56 Day 27 No 733759925.39 7-30 Days Other 4995749637.53 No T+2 Yes No Treasury
2025-09-09 Liberty National Bank O.S.11 Other Secured Financing Transactions No 1590707790.41 68 - 74 Days Yes 561265497.66 7-30 Days None 2771682893.11 Yes T+0 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 2024714881.50 Day 7 Yes 1308508760.84 31-90 Days Treasuries 4346947192.66 No T+1 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 4806472905.94 Day 16 Yes 1489822568.30 31-90 Days Equities 4512661822.17 Yes T+1 No Yes IntS-5425 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions No 386395958.09 Day 18 Yes 758105421.86 31-90 Days Cash 4981677253.94 No T+1 Yes No IntS-8317 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions No 5748503702.76 >2 Yr <= 3 Yr No 888857520.59 7-30 Days Other 5926544031.62 No T+0 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.11 Other Secured Financing Transactions Yes 3035875672.48 Day 55 No 1695685269.71 <7 Days Cash 2859858814.78 No T+0 Yes Yes IntS-2703 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.11 Other Secured Financing Transactions Yes 7144694460.80 180 - 270 Days Yes 1939449309.46 <7 Days Cash 5801066395.82 Yes T+0 No No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.11 Other Secured Financing Transactions Yes 4928153268.11 75 - 82 Days Yes 1322927013.55 <7 Days Cash 4100975927.52 No T+2 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.11 Other Secured Financing Transactions Yes 2559797387.72 Day 36 Yes 1378866114.92 7-30 Days Other 1521450990.19 No T+2 Yes No Treasury