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 1752323431.73 Day 37 Yes 940730403.64 <7 Days Other 6549945498.34 Yes T+1 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 2986555719.14 Day 47 No 865385610.20 <7 Days Other 5818805671.70 No T+2 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 7830314027.98 Day 54 No 1029216755.76 <7 Days Agency MBS 4175125359.77 Yes T+1 No No IntS-5673 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 4844303744.31 Day 35 Yes 995477983.09 31-90 Days Equities 5419904830.34 No T+0 Yes No IntS-6194 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 4387595597.26 Day 6 No 658298229.45 31-90 Days Agency MBS 3623237797.06 No T+1 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 1326153025.22 >2 Yr <= 3 Yr Yes 1719285127.60 7-30 Days Agency MBS 3165338748.80 Yes T+2 Yes No Trading
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 6237464854.43 Day 40 No 1671722799.71 7-30 Days Other 5765552038.76 No T+2 No No IntS-6184 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 5502577034.82 Day 34 No 1223161945.72 <7 Days Other 5722463193.34 No T+1 No Yes IntS-3975 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 3534032552.60 Day 32 Yes 1489355869.41 <7 Days Equities 4603300217.02 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 3313974597.69 180 - 270 Days No 987409036.52 31-90 Days Treasuries 400672421.53 Yes T+2 Yes Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 2618374316.57 Day 16 No 1541633291.53 <7 Days Agency MBS 3874475337.06 No T+2 Yes No IntS-7505 Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 4974879561.55 Day 42 No 22257152.03 7-30 Days Treasuries 3573381230.84 Yes T+1 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 2866647673.12 Day 22 Yes 1267060582.53 31-90 Days Other 2480734064.91 No T+2 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 2766303218.61 Day 40 Yes 903413335.32 31-90 Days Treasuries 4655475753.71 No T+1 Yes Yes IntS-3201 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 306176183.90 Day 7 No 265484455.66 7-30 Days Equities 6753960776.82 Yes T+0 Yes Yes IntS-4813 Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 3834268710.61 68 - 74 Days No 249835935.81 31-90 Days Other 5002341683.79 No T+0 No No IntS-5644 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 5555127645.22 Day 8 Yes 1394517060.65 <7 Days Agency MBS 4125045033.00 No T+1 Yes No IntS-4996 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 3541875571.17 Day 27 No 197197613.75 <7 Days Other 2265510821.28 Yes T+2 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 964768960.28 151 - 179 Days Yes 1327819087.61 <7 Days Corporate Bonds 986553194.58 Yes T+0 Yes No IntS-6540 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 1711552036.28 83 - 90 Days Yes 1030515405.87 31-90 Days None 6697251734.43 Yes T+0 Yes Yes IntS-7129 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 5266808851.68 Day 60 Yes 80344899.64 <7 Days Cash 3945410018.13 Yes T+1 Yes No IntS-6621 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 3412974354.90 Day 57 No 952248560.27 7-30 Days Other 2207588800.25 No T+2 No No Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 6431724138.22 Day 32 Yes 410183680.07 7-30 Days Other 5840502640.55 Yes T+1 Yes Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 6298800977.24 121 - 150 Days Yes 1182790708.88 31-90 Days Agency MBS 1733217543.55 No T+2 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 6430841125.28 Day 50 No 1670467107.23 <7 Days Other 796593118.02 Yes T+1 No No IntS-2107 Funding