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
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 8713.32 Day 37 No 8.25 <7 Days E-6 9243.91 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 10284.95 Day 37 Yes 488.71 <7 Days E-7 9633.38 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 1208.17 Day 37 No 48.05 <7 Days E-8 1106.89 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 8027.31 Day 37 No 75.42 7-30 Days E-9 8789.55 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 1761.92 Day 37 No 27.70 <7 Days G-4 1882.48 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 14346.01 Day 37 Yes 418.39 7-30 Days IG-3 15638.09 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 7528.32 Day 37 Yes 300.30 31-90 Days IG-4 7834.10 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 14370.03 Day 37 Yes 512.47 31-90 Days IG-5 14610.14 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 5252.19 Day 37 Yes 90.67 <7 Days IG-6 5520.50 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 1619.46 Day 37 No 44.36 31-90 Days IG-7 1518.58 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 8459.89 Day 37 No 405.25 <7 Days IG-8 8236.25 Yes T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 16308.96 Day 37 Yes 98.55 7-30 Days L-1 17883.18 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 7133.84 Day 37 No 154.26 31-90 Days L-10 7371.43 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 692.36 Day 37 No 14.23 <7 Days L-11 658.88 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 3879.96 Day 37 Yes 125.59 7-30 Days L-2 3975.84 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 4593.87 Day 37 No 124.37 <7 Days L-3 4418.14 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 13173.57 Day 37 No 220.12 <7 Days L-4 13248.37 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 16938.16 Day 37 No 837.92 7-30 Days L-5 15945.01 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 1935.76 Day 37 No 93.25 31-90 Days L-6 2103.97 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 15237.84 Day 37 No 244.52 7-30 Days L-7 14739.97 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 3257.60 Day 37 Yes 135.98 7-30 Days L-8 3398.07 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 3778.18 Day 37 No 134.88 7-30 Days L-9 3797.62 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 8739.49 Day 37 Yes 29.31 31-90 Days LC-1 9013.52 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other Yes 15426.32 Day 37 Yes 240.27 <7 Days LC-2 16630.92 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.11 Other Secured Financing Transactions Other No 5120.23 Day 37 No 2.63 31-90 Days N-1 4663.35 No T+1 No Yes Liberty Mortgage Services Corp. Trading