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 No 6731.22 Day 59 Yes 81.97 7-30 Days L-4 7195.77 No 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 16359.32 Day 59 Yes 176.81 <7 Days L-5 16951.56 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5137.31 Day 59 Yes 114.34 <7 Days L-6 5422.77 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2621.53 Day 59 Yes 71.84 7-30 Days L-7 2800.12 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 9591.70 Day 59 No 392.98 <7 Days L-8 9183.91 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 1278.34 Day 59 Yes 33.65 31-90 Days L-9 1188.85 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 7759.84 Day 59 Yes 385.46 7-30 Days LC-1 7143.37 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4697.04 Day 59 No 42.16 31-90 Days LC-2 4772.68 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16765.16 Day 59 No 271.64 <7 Days N-1 17177.52 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9133.71 Day 59 No 300.49 <7 Days N-2 9599.92 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8917.26 Day 59 Yes 113.63 7-30 Days N-3 9763.98 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 4873.20 Day 59 Yes 63.33 <7 Days N-4 4647.56 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8771.84 Day 59 No 387.78 7-30 Days N-5 9278.51 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 7772.94 Day 59 Yes 33.05 7-30 Days N-6 7546.73 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13215.96 Day 59 Yes 62.55 <7 Days N-7 14425.15 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 2370.55 Day 59 No 66.42 7-30 Days P-1 2446.08 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16684.95 Day 59 No 668.76 <7 Days P-2 16945.00 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12176.53 Day 59 Yes 158.90 <7 Days S-8 13124.30 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 3140.15 Day 59 Yes 94.38 <7 Days Y-1 2832.93 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9008.40 Day 59 No 219.67 7-30 Days Y-2 8362.01 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 16743.18 Day 59 Yes 267.74 <7 Days Y-3 17323.12 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 14331.17 Day 59 Yes 689.57 31-90 Days Y-4 15632.47 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 6216.96 Day 59 No 284.18 31-90 Days Z-1 6723.64 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 2428.76 Day 59 Yes 108.12 7-30 Days A-2 2387.23 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16576.26 Day 59 Yes 270.31 7-30 Days A-3 16503.75 Yes T+0 No No Treasury