Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.10: Synthetic Firm Financing

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
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9005.39 Day 45 Yes 274.40 31-90 Days Y-4 8535.48 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5307.74 Day 45 No 236.26 31-90 Days Z-1 5589.47 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16897.55 Day 45 No 312.17 31-90 Days A-2 15830.59 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4337.62 Day 45 Yes 200.46 31-90 Days A-3 4506.11 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13701.58 Day 45 No 278.06 <7 Days A-4 14842.19 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5724.24 Day 45 Yes 10.02 7-30 Days A-5 5815.79 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16965.34 Day 45 No 623.30 31-90 Days CB-1 17171.30 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 417.77 Day 45 No 15.08 <7 Days CB-2 377.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16665.68 Day 45 Yes 337.83 <7 Days CB-3 15603.59 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5707.87 Day 45 Yes 58.67 7-30 Days E-1 5526.30 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 5125.39 Day 45 Yes 75.12 31-90 Days E-2 4916.40 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 7057.58 Day 45 No 330.46 <7 Days G-1 6400.36 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2154.80 Day 45 No 25.68 7-30 Days G-2 2295.74 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2911.84 Day 45 No 136.13 7-30 Days G-3 2705.55 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8277.49 Day 45 No 191.53 7-30 Days IG-1 8558.72 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 13157.48 Day 45 Yes 485.90 <7 Days IG-2 11854.22 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 1525.42 Day 45 No 2.11 7-30 Days S-1 1590.03 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 8295.14 Day 45 No 97.45 7-30 Days S-2 7635.38 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 6342.50 Day 45 No 199.69 7-30 Days S-3 5769.43 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 17014.41 Day 45 Yes 410.31 7-30 Days S-4 17523.56 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8556.80 Day 45 No 419.70 <7 Days S-5 8227.60 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1491.48 Day 45 No 70.95 <7 Days S-6 1385.60 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14800.96 Day 45 Yes 588.69 31-90 Days S-7 14290.71 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 6618.89 Day 46 Yes 88.05 <7 Days A-0-Q 6266.03 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10108.72 Day 46 No 374.68 7-30 Days A-1-Q 10985.17 Yes T+2 No Yes Liberty National Bank Treasury