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 Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 5044563505.12 Day 3 Yes 1839868555.13 <7 Days Agency MBS 4621776799.25 Yes T+1 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 4859911559.45 Day 15 Yes 1130237390.91 31-90 Days Cash 4315806364.57 Yes T+0 No No IntS-9179 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 7228078331.27 Day 45 Yes 707198637.23 7-30 Days None 5865518102.85 No T+1 Yes Yes IntS-7659 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 4477767526.81 Day 15 Yes 412643488.54 31-90 Days Corporate Bonds 125101185.21 No T+2 Yes No IntS-6043 Securities Finance
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 2469539790.86 Day 41 No 1978271574.18 <7 Days None 6517453575.24 Yes T+2 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 589573080.76 Day 26 Yes 907563294.33 7-30 Days Cash 366594185.65 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 3813882484.74 180 - 270 Days Yes 537094101.27 <7 Days Cash 399583105.97 No T+0 Yes Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 29124519.36 Day 39 No 1254134500.47 31-90 Days Equities 1408898241.53 No T+1 Yes Yes IntS-1722 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 7768382614.39 Day 46 Yes 1244981798.35 <7 Days Corporate Bonds 4238844636.47 Yes T+2 Yes Yes IntS-9098 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 3750163584.01 Day 42 No 1044495834.15 7-30 Days Equities 5267424768.26 No T+1 No Yes Securities Finance
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 7253914769.13 Day 8 No 1350037320.13 7-30 Days Agency MBS 2376000412.23 No T+0 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 5524544699.01 Day 4 No 1386927514.88 <7 Days Cash 1436073885.20 No T+1 Yes Yes Treasury
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 6566699807.49 >= 1 Yr <= 2 Yr No 131050343.72 <7 Days Cash 2432261053.62 No T+0 No No IntS-9224 Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 7778696054.28 Day 45 No 1788650517.98 <7 Days Agency MBS 430486701.61 No T+2 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 1394367963.65 Day 39 Yes 249134748.10 31-90 Days None 6603498501.94 Yes T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 7176292367.60 Day 49 No 226514066.45 7-30 Days Equities 5609879916.41 Yes T+1 No No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 1175754244.37 >3 Yr <= 4 Yr Yes 1195341247.57 31-90 Days Agency MBS 2158463438.38 No T+0 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 6662866893.44 Day 40 No 335210440.54 7-30 Days Treasuries 471838080.82 Yes T+0 No No IntS-7232 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 7268353385.34 Day 22 No 558973297.36 7-30 Days Cash 5308135281.64 No T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 2327913131.09 Day 2 No 1573401541.13 31-90 Days Agency MBS 1224431325.30 No T+1 No Yes IntS-8792 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 3941793567.91 Day 18 Yes 1978846128.36 7-30 Days Other 5757259913.29 Yes T+2 Yes No IntS-1341 Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 1385342356.17 >= 1 Yr <= 2 Yr Yes 491826651.55 7-30 Days Equities 4518160990.73 Yes T+1 No No IntS-5238 Funding
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 7547135746.99 Day 39 No 1988518879.80 31-90 Days None 614884542.33 Yes T+0 No No IntS-3839 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 6026232880.10 Day 45 Yes 1343075438.25 31-90 Days None 111043225.46 No T+1 Yes No IntS-6612 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 1958535255.88 Day 2 No 1604178411.15 <7 Days None 5493899524.14 Yes T+2 No Yes Trading