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 2929.04 Day 39 Yes 121.62 <7 Days L-9 2690.76 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7925.38 Day 39 Yes 190.29 7-30 Days LC-1 7845.84 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15968.12 Day 39 Yes 63.38 <7 Days LC-2 15333.43 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13554.52 Day 39 Yes 297.92 7-30 Days N-1 12984.92 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17024.24 Day 39 No 264.89 <7 Days N-2 18273.36 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16255.27 Day 39 Yes 246.44 7-30 Days N-3 15193.46 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11890.44 Day 39 Yes 47.16 <7 Days N-4 12123.25 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10271.44 Day 39 No 75.43 31-90 Days N-5 9852.55 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14951.08 Day 39 No 65.16 7-30 Days N-6 15986.06 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4988.88 Day 39 Yes 190.87 <7 Days N-7 4975.67 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5121.18 Day 39 Yes 31.35 <7 Days P-1 4744.14 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3943.63 Day 39 No 86.89 31-90 Days P-2 3738.70 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16222.81 Day 39 Yes 731.06 31-90 Days S-8 17338.84 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5555.46 Day 39 Yes 5.31 7-30 Days Y-1 6073.89 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12629.23 Day 39 No 616.12 <7 Days Y-2 12675.91 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7062.28 Day 39 No 138.56 31-90 Days Y-3 6387.76 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3701.77 Day 39 Yes 45.36 31-90 Days Y-4 4065.48 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13849.94 Day 39 Yes 404.44 31-90 Days Z-1 13972.62 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15793.24 Day 39 No 122.85 <7 Days A-2 16773.99 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 414.09 Day 39 Yes 11.78 31-90 Days A-3 443.07 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 367.51 Day 39 No 15.11 31-90 Days A-4 331.64 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14837.32 Day 39 No 509.20 7-30 Days A-5 13390.98 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11430.57 Day 39 No 181.14 <7 Days CB-1 10352.71 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 No 9350.78 Day 39 No 151.24 7-30 Days CB-2 9475.50 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5636.18 Day 39 Yes 39.55 7-30 Days CB-3 5551.35 No T+2 Yes No Funding