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 16371.88 Day 19 No 415.74 <7 Days IG-1 16316.22 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15326.03 Day 19 Yes 33.00 31-90 Days IG-2 15481.43 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6541.19 Day 19 Yes 143.38 31-90 Days S-1 6325.44 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12096.78 Day 19 Yes 198.55 7-30 Days S-2 11132.60 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6847.80 Day 19 Yes 101.82 <7 Days S-3 6510.97 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8152.26 Day 19 No 226.86 7-30 Days S-4 8312.34 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4134.62 Day 19 No 80.15 <7 Days S-5 3798.67 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16934.02 Day 19 Yes 498.10 31-90 Days S-6 18140.15 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11473.77 Day 19 Yes 457.39 <7 Days S-7 12163.90 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7116.26 Day 20 No 100.98 31-90 Days A-0-Q 7397.28 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9518.29 Day 20 No 314.37 31-90 Days A-1-Q 9582.54 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9778.20 Day 20 No 278.76 <7 Days A-2-Q 9418.54 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6907.71 Day 20 Yes 227.19 7-30 Days A-3-Q 6926.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8891.17 Day 20 Yes 81.69 7-30 Days A-4-Q 8658.06 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1881.16 Day 20 No 65.29 31-90 Days A-5-Q 1786.25 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15426.49 Day 20 Yes 11.93 7-30 Days CB-1-Q 14145.48 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12267.92 Day 20 Yes 35.03 7-30 Days CB-2-Q 11637.39 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 526.67 Day 20 Yes 4.01 <7 Days S-1-Q 481.39 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10294.91 Day 20 Yes 27.38 7-30 Days S-2-Q 10571.03 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14348.17 Day 20 No 61.90 31-90 Days S-3-Q 14918.46 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12431.84 Day 20 No 32.23 7-30 Days S-4-Q 11919.54 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3836.02 Day 20 Yes 146.39 31-90 Days CB-3-Q 4182.24 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10323.22 Day 20 Yes 68.11 7-30 Days G-1-Q 9709.93 No T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11712.82 Day 20 No 462.48 31-90 Days G-2-Q 11754.30 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 624.99 Day 20 Yes 9.74 7-30 Days G-3-Q 625.68 No T+1 Yes No Treasury