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 8153.61 Day 47 Yes 395.78 <7 Days Y-1 8917.08 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3284.41 Day 47 Yes 131.92 <7 Days Y-2 3531.62 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9997.94 Day 47 Yes 449.46 31-90 Days Y-3 9710.68 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 2909.16 Day 47 No 34.55 <7 Days Y-4 3104.86 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8979.12 Day 47 No 167.56 31-90 Days Z-1 9588.51 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5758.95 Day 47 No 123.76 <7 Days A-2 5444.87 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1430.67 Day 47 No 15.79 31-90 Days A-3 1568.97 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14932.05 Day 47 Yes 740.24 7-30 Days A-4 13704.12 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6459.52 Day 47 No 269.28 31-90 Days A-5 6666.20 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7055.20 Day 47 No 349.90 31-90 Days CB-1 7629.23 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1036.97 Day 47 No 10.66 7-30 Days CB-2 1116.86 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13192.97 Day 47 Yes 628.78 7-30 Days CB-3 13493.09 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4206.40 Day 47 No 78.87 31-90 Days E-1 4190.42 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6284.82 Day 47 No 177.81 <7 Days E-2 6476.02 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17041.51 Day 47 No 633.66 7-30 Days G-1 15949.82 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2757.42 Day 47 Yes 64.35 31-90 Days G-2 3014.85 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6165.26 Day 47 No 160.18 31-90 Days G-3 5887.61 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 13755.24 Day 47 No 257.05 31-90 Days IG-1 14489.87 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16416.87 Day 47 No 768.89 31-90 Days IG-2 16485.86 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4020.81 Day 47 No 163.61 <7 Days S-1 3878.32 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3887.75 Day 47 No 98.68 <7 Days S-2 4092.94 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11960.37 Day 47 No 126.70 31-90 Days S-3 11408.60 Yes 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 6806.02 Day 47 No 82.98 7-30 Days S-4 6269.05 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7358.96 Day 47 Yes 348.99 31-90 Days S-5 7296.99 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6718.56 Day 47 Yes 110.67 31-90 Days S-6 6291.49 No T+1 No Yes Liberty Wealth Management LLC Treasury