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
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2731.89 Day 8 Yes 98.36 31-90 Days S-3 2465.00 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7586.03 Day 8 Yes 84.12 7-30 Days S-4 6890.10 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1231.18 Day 8 Yes 21.19 7-30 Days S-5 1185.07 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12738.35 Day 8 Yes 2.48 31-90 Days S-6 12860.35 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16400.09 Day 8 No 456.74 31-90 Days S-7 16016.00 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2202.61 Day 9 Yes 59.96 7-30 Days A-0-Q 2397.99 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12290.40 Day 9 No 281.71 <7 Days A-1-Q 12816.88 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5088.49 Day 9 Yes 138.34 <7 Days A-2-Q 4866.24 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2032.80 Day 9 Yes 15.14 7-30 Days A-3-Q 2177.05 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3674.80 Day 9 No 49.94 7-30 Days A-4-Q 4004.71 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2600.26 Day 9 Yes 15.98 7-30 Days A-5-Q 2583.91 No T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2625.94 Day 9 Yes 0.92 7-30 Days CB-1-Q 2580.76 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12672.68 Day 9 Yes 450.35 31-90 Days CB-2-Q 11957.45 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16560.12 Day 9 Yes 684.97 31-90 Days S-1-Q 17353.05 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6424.73 Day 9 No 215.25 7-30 Days S-2-Q 6618.07 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11120.82 Day 9 No 553.67 <7 Days S-3-Q 10500.81 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11027.73 Day 9 No 521.32 <7 Days S-4-Q 10063.03 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17039.93 Day 9 No 640.37 31-90 Days CB-3-Q 18086.12 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13911.05 Day 9 Yes 109.18 7-30 Days G-1-Q 12740.19 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9788.50 Day 9 No 265.32 31-90 Days G-2-Q 9832.39 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14277.20 Day 9 No 454.74 7-30 Days G-3-Q 15208.36 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6016.27 Day 9 Yes 25.07 31-90 Days S-5-Q 5601.30 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6996.74 Day 9 Yes 222.72 7-30 Days S-6-Q 7032.04 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12321.60 Day 9 No 198.48 31-90 Days S-7-Q 11156.18 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10814.41 Day 9 No 232.81 31-90 Days E-1-Q 9997.93 Yes T+2 No Yes Liberty National Bank Securities Finance