Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.9: Synthetic Customer Shorts

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 National Bank O.S.9 Synthetic Customer Shorts Yes 2546710262.22 Day 19 Yes 613851212.97 <7 Days Cash 3663181173.41 Yes T+2 Yes No Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 6154688101.20 Day 24 Yes 1265489560.54 31-90 Days Other 1947307389.20 No T+1 No Yes IntS-7141 Funding
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 1689341680.39 >4 Yr <= 5 Yr Yes 929404055.04 7-30 Days Agency MBS 6165994603.20 No T+2 No No IntS-9265 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 4817515709.62 Perpetual No 1880259726.61 31-90 Days Corporate Bonds 5182360888.96 No T+2 No No IntS-6450 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 1238764741.85 Day 42 No 636844519.16 7-30 Days Other 2833039441.79 No T+1 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 5118504956.46 Day 28 Yes 43202161.59 31-90 Days Other 3726236416.91 No T+2 No No IntS-4783 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 7746554477.69 Day 18 No 1217222117.24 7-30 Days Corporate Bonds 1929113638.42 Yes T+2 Yes Yes IntS-5013 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 6420740560.26 Day 55 Yes 123158505.19 <7 Days Other 1572296279.44 No T+2 Yes Yes IntS-8026 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 6372560073.22 Day 33 Yes 1838899540.11 <7 Days Cash 6571258640.71 No T+2 Yes No IntS-3376 Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 7566319416.67 Day 19 No 593623371.01 <7 Days Corporate Bonds 5427950361.23 No T+2 No No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 1603950010.44 Day 45 No 1404362517.76 <7 Days Other 4368750286.64 No T+1 Yes No IntS-6003 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 5904822338.81 Day 32 No 1929530527.52 7-30 Days Other 2510864318.00 Yes T+1 No Yes Funding
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 116908.16 Open Yes 3420.44 31-90 Days A-0-Q 122781.56 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail No 59277.88 Open Yes 988.56 7-30 Days A-1-Q 59770.13 No T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 99417.00 Open Yes 1535.71 <7 Days A-2-Q 91210.18 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 114483.83 Open Yes 3543.87 31-90 Days A-3-Q 125091.69 Yes T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 48446.55 Open No 1947.92 7-30 Days A-4-Q 52446.81 No T+2 No No Treasury
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail No 39869.11 Open Yes 1797.02 7-30 Days A-5-Q 37313.92 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 24579.69 Open No 547.77 31-90 Days CB-1-Q 25631.97 Yes T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 90685.28 Open No 162.90 <7 Days CB-2-Q 92363.27 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 56715.68 Open No 782.18 31-90 Days S-1-Q 54216.94 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail Yes 84435.48 Open Yes 1746.40 <7 Days S-2-Q 81092.34 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail No 67520.47 Open Yes 206.72 7-30 Days S-3-Q 65298.65 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail No 11320.33 Open Yes 71.70 7-30 Days S-4-Q 12180.15 Yes T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.9 Synthetic Customer Shorts Retail No 59181.76 Open No 1672.05 31-90 Days CB-3-Q 55838.63 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading