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 5028.60 Day 58 No 241.65 31-90 Days S-3 5195.71 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4008.72 Day 58 Yes 135.07 7-30 Days S-4 3696.87 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8408.39 Day 58 Yes 172.51 <7 Days S-5 8442.22 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4804.89 Day 58 Yes 8.80 7-30 Days S-6 4741.98 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4868.41 Day 58 No 212.29 31-90 Days S-7 5346.88 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16075.12 Day 59 Yes 411.49 <7 Days A-0-Q 17494.88 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8496.98 Day 59 No 73.89 <7 Days A-1-Q 9071.56 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10929.81 Day 59 Yes 104.12 31-90 Days A-2-Q 11099.23 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1921.62 Day 59 No 61.37 31-90 Days A-3-Q 2014.47 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9119.10 Day 59 No 13.28 31-90 Days A-4-Q 9620.31 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13298.12 Day 59 Yes 514.85 7-30 Days A-5-Q 12829.84 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11160.78 Day 59 No 331.01 7-30 Days CB-1-Q 11221.05 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9838.17 Day 59 No 169.52 <7 Days CB-2-Q 9965.90 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4003.57 Day 59 No 14.67 7-30 Days S-1-Q 3653.73 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5452.25 Day 59 No 100.21 31-90 Days S-2-Q 5675.01 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10427.07 Day 59 Yes 444.03 7-30 Days S-3-Q 10313.21 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2882.01 Day 59 No 122.29 7-30 Days S-4-Q 2726.81 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1390.05 Day 59 No 43.99 <7 Days CB-3-Q 1502.43 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1978.18 Day 59 No 40.12 31-90 Days G-1-Q 1806.14 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10026.67 Day 59 No 6.78 7-30 Days G-2-Q 10194.84 Yes T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11825.95 Day 59 Yes 519.81 <7 Days G-3-Q 11980.73 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7631.87 Day 59 No 93.62 <7 Days S-5-Q 7209.43 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10952.62 Day 59 No 113.43 7-30 Days S-6-Q 11339.01 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5183.37 Day 59 No 19.74 <7 Days S-7-Q 5057.03 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 15459.72 Day 59 No 378.50 7-30 Days E-1-Q 15135.27 No T+1 No Yes Liberty Mortgage Services Corp. Trading