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 Yes 2184.21 Day 34 No 85.39 31-90 Days L-4 2155.73 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9682.06 Day 34 No 211.59 31-90 Days L-5 9769.54 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2624.80 Day 34 No 0.52 7-30 Days L-6 2518.08 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5564.89 Day 34 No 243.40 7-30 Days L-7 5642.74 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10187.30 Day 34 No 64.85 31-90 Days L-8 10325.06 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3887.88 Day 34 No 37.13 <7 Days L-9 4167.98 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13801.17 Day 34 No 394.66 <7 Days LC-1 13424.82 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15989.72 Day 34 No 499.94 7-30 Days LC-2 16030.82 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 No 2718.84 Day 34 No 37.03 7-30 Days N-1 2574.93 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5130.54 Day 34 Yes 23.45 <7 Days N-2 5394.24 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1901.63 Day 34 Yes 10.05 7-30 Days N-3 2061.02 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10969.93 Day 34 No 215.44 7-30 Days N-4 10842.00 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5230.42 Day 34 Yes 175.03 7-30 Days N-5 5138.75 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 14438.97 Day 34 No 266.99 7-30 Days N-6 13603.42 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3689.08 Day 34 Yes 77.43 7-30 Days N-7 3924.17 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3739.14 Day 34 No 10.49 31-90 Days P-1 3674.17 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9239.61 Day 34 Yes 173.87 <7 Days P-2 9150.20 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 7183.53 Day 34 Yes 99.61 31-90 Days S-8 7376.95 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10067.47 Day 34 No 457.33 <7 Days Y-1 10672.80 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1321.82 Day 34 Yes 65.06 7-30 Days Y-2 1260.54 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 244.66 Day 34 Yes 3.24 31-90 Days Y-3 224.39 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6092.19 Day 34 Yes 172.47 <7 Days Y-4 6602.35 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11441.57 Day 34 Yes 424.15 7-30 Days Z-1 11832.98 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12862.65 Day 34 No 185.50 7-30 Days A-2 12722.52 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 3970.81 Day 34 Yes 13.66 7-30 Days A-3 4222.23 No T+1 No Yes Liberty Capital Markets Inc. Trading