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 5893.10 Day 24 No 109.56 <7 Days IG-4 6392.61 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14491.64 Day 24 No 549.51 <7 Days IG-5 13398.29 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4581.16 Day 24 Yes 95.75 31-90 Days IG-6 4153.04 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6373.44 Day 24 Yes 283.06 7-30 Days IG-7 6612.09 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12225.82 Day 24 No 247.92 7-30 Days IG-8 12266.40 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8859.10 Day 24 No 193.87 7-30 Days L-1 8428.38 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4254.81 Day 24 Yes 10.67 31-90 Days L-10 3991.69 No 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 14493.23 Day 24 Yes 556.76 7-30 Days L-11 13903.56 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4686.25 Day 24 Yes 67.89 7-30 Days L-2 5019.32 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4632.57 Day 24 No 74.24 7-30 Days L-3 4354.34 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6638.81 Day 24 No 322.26 31-90 Days L-4 7236.08 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1882.02 Day 24 No 28.84 31-90 Days L-5 2004.61 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5865.23 Day 24 No 270.27 <7 Days L-6 5780.13 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8945.65 Day 24 No 119.89 <7 Days L-7 9677.54 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16297.65 Day 24 Yes 337.22 31-90 Days L-8 16074.09 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10649.87 Day 24 No 216.52 7-30 Days L-9 9674.63 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9837.07 Day 24 No 71.86 <7 Days LC-1 10800.53 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10674.72 Day 24 Yes 245.23 7-30 Days LC-2 11720.00 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2776.61 Day 24 Yes 58.87 31-90 Days N-1 2824.93 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2249.29 Day 24 No 38.60 31-90 Days N-2 2331.71 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1915.27 Day 24 Yes 26.56 <7 Days N-3 1877.11 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11288.75 Day 24 Yes 497.50 31-90 Days N-4 12156.86 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15454.54 Day 24 Yes 590.74 <7 Days N-5 15516.16 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6655.75 Day 24 Yes 112.29 7-30 Days N-6 6029.55 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1818.62 Day 24 Yes 50.90 31-90 Days N-7 1958.02 No T+0 Yes No Trading