Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.2: Securities Lending

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 International Finance Ltd. O.S.2 Securities Lending No 652339606.82 Day 18 No 1184430151.28 <7 Days Cash 1314142302.51 No T+0 Yes Yes IntS-9269 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 6095173282.35 Day 26 Yes 1316150835.16 7-30 Days Treasuries 2584250093.13 No T+0 Yes No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 5032648280.81 Day 39 No 1845565829.19 <7 Days Other 5742034448.21 Yes T+0 Yes No IntS-3416 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 4156751321.28 Day 33 No 963157231.11 <7 Days Agency MBS 1423839211.00 Yes T+0 Yes No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 5025639088.39 Day 34 No 1464902649.06 7-30 Days Equities 1261394985.42 Yes T+1 Yes Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 1493846599.74 Day 39 Yes 1405463868.95 <7 Days Cash 6680151997.00 No T+1 No Yes IntS-2311 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 2623816789.39 Day 2 Yes 1740432581.37 <7 Days Cash 765029131.86 Yes T+2 Yes No IntS-3955 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 2453557812.62 Day 60 Yes 282602767.03 31-90 Days None 2719040510.41 Yes T+1 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 5001203628.45 Day 41 No 1721584276.73 7-30 Days None 4192212260.11 No T+1 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 5002317565.00 Day 1 No 36951289.09 7-30 Days Treasuries 3821283907.36 Yes T+2 Yes No IntS-4767 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 6584479792.55 Day 29 No 1573839882.04 31-90 Days None 4942398119.36 Yes T+0 No No IntS-7054 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 516381305.45 Day 25 No 1613931239.86 31-90 Days Treasuries 2598399584.16 No T+2 No No IntS-7613 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 7744986727.52 Day 13 Yes 122632637.26 31-90 Days Treasuries 1628476557.49 No T+2 No Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 2392081460.29 Day 34 No 1887318006.58 31-90 Days Treasuries 5640550519.28 No T+1 No Yes IntS-9986 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 4058931161.79 Day 44 No 706617117.71 7-30 Days Corporate Bonds 6995814563.71 Yes T+0 No Yes IntS-1411 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 6801927150.96 Day 48 Yes 1215380840.13 31-90 Days Equities 4059753498.47 Yes T+1 Yes No IntS-9187 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 3512738858.25 Day 50 No 1455139661.23 7-30 Days Corporate Bonds 2131774917.63 No T+2 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 5600009087.28 Day 12 No 958492138.94 <7 Days Agency MBS 555988031.19 Yes T+2 Yes Yes IntS-1773 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 7193402059.32 271 - 364 Days Yes 81408798.39 7-30 Days Corporate Bonds 687698846.11 Yes T+2 No Yes IntS-8720 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 7616711169.63 Day 30 No 1001940607.67 <7 Days Agency MBS 3542971113.26 Yes T+2 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 1239990187.40 151 - 179 Days Yes 971447137.39 <7 Days None 6764859301.49 Yes T+1 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 245207680.37 Day 9 No 1063670839.62 7-30 Days Other 5851868578.34 No T+0 Yes No IntS-8407 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 3776426966.80 Day 4 No 246268443.33 7-30 Days Treasuries 4085704023.73 No T+0 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 3440751277.87 Day 24 No 823129665.28 7-30 Days Cash 3541393444.12 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 7535831821.10 Day 14 Yes 1481367517.51 <7 Days Equities 3251967634.74 Yes T+1 No No IntS-6455 Treasury