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 14049.90 >2 Yr <= 3 Yr Yes 627.95 <7 Days LC-2 14725.18 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11056.95 >2 Yr <= 3 Yr Yes 520.61 <7 Days N-1 11201.47 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 12010.84 >2 Yr <= 3 Yr Yes 211.68 31-90 Days N-2 13061.86 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 4079.13 >2 Yr <= 3 Yr No 85.01 <7 Days N-3 3944.75 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 13026.92 >2 Yr <= 3 Yr No 340.86 <7 Days N-4 13255.09 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 751.80 >2 Yr <= 3 Yr Yes 27.68 31-90 Days N-5 793.94 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 3109.90 >2 Yr <= 3 Yr Yes 41.14 <7 Days N-6 3024.83 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11458.80 >2 Yr <= 3 Yr No 444.48 <7 Days N-7 11003.62 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 15217.34 >2 Yr <= 3 Yr Yes 4.99 7-30 Days P-1 15921.72 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 Yes 1081.26 >2 Yr <= 3 Yr No 22.31 <7 Days P-2 1094.54 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 10845.21 >2 Yr <= 3 Yr No 70.51 7-30 Days S-8 10102.58 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 13100.75 >2 Yr <= 3 Yr No 561.49 31-90 Days Y-1 13702.30 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 2823.94 >2 Yr <= 3 Yr No 81.05 31-90 Days Y-2 2707.37 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 10868.24 >2 Yr <= 3 Yr Yes 184.97 31-90 Days Y-3 11228.39 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 9315.61 >2 Yr <= 3 Yr Yes 0.22 31-90 Days Y-4 10015.39 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 15223.39 >2 Yr <= 3 Yr Yes 297.19 31-90 Days Z-1 16624.88 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 14994.49 >2 Yr <= 3 Yr No 217.05 7-30 Days A-2 16461.84 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 7508.23 >2 Yr <= 3 Yr No 56.62 <7 Days A-3 7132.80 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 5681.64 >2 Yr <= 3 Yr Yes 129.47 31-90 Days A-4 5184.13 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 14396.87 >2 Yr <= 3 Yr No 609.47 31-90 Days A-5 13890.50 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 1171.59 >2 Yr <= 3 Yr Yes 47.46 7-30 Days CB-1 1249.97 Yes T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 11295.08 >2 Yr <= 3 Yr Yes 556.74 <7 Days CB-2 11427.00 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other No 15483.70 >2 Yr <= 3 Yr Yes 495.05 31-90 Days CB-3 15802.13 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 8372.35 >2 Yr <= 3 Yr No 291.46 31-90 Days E-1 8693.65 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Other Yes 16139.15 >2 Yr <= 3 Yr Yes 770.36 31-90 Days E-2 14761.78 No T+2 Yes No Trading