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 2126.49 121 - 150 Days Yes 3.29 7-30 Days L-6 2111.95 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2458.36 121 - 150 Days No 23.77 7-30 Days L-7 2279.06 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 10920.13 121 - 150 Days No 421.62 31-90 Days L-8 11981.29 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15758.49 121 - 150 Days No 706.06 31-90 Days L-9 16239.96 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 187.02 121 - 150 Days Yes 6.07 31-90 Days LC-1 197.88 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8844.37 121 - 150 Days No 99.40 <7 Days LC-2 8645.32 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16787.92 121 - 150 Days No 572.39 31-90 Days N-1 17842.02 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5283.88 121 - 150 Days Yes 195.44 31-90 Days N-2 5047.39 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6497.33 121 - 150 Days No 55.72 <7 Days N-3 5973.15 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14294.16 121 - 150 Days No 653.30 31-90 Days N-4 14711.99 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13926.73 121 - 150 Days Yes 495.84 7-30 Days N-5 14294.36 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12557.82 121 - 150 Days Yes 322.81 7-30 Days N-6 12335.35 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16148.70 121 - 150 Days Yes 138.39 7-30 Days N-7 17306.71 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6181.21 121 - 150 Days No 165.43 <7 Days P-1 6370.60 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13413.59 121 - 150 Days Yes 463.00 <7 Days P-2 13045.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13660.02 121 - 150 Days No 1.42 7-30 Days S-8 14866.80 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11464.75 121 - 150 Days Yes 409.15 31-90 Days Y-1 11620.30 Yes 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 1884.00 121 - 150 Days Yes 90.86 31-90 Days Y-2 1759.53 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2197.22 121 - 150 Days Yes 4.29 31-90 Days Y-3 2014.00 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14448.84 121 - 150 Days No 305.40 7-30 Days Y-4 14485.82 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6163.82 121 - 150 Days Yes 188.65 <7 Days Z-1 5764.17 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 93.16 121 - 150 Days No 1.39 31-90 Days A-2 91.76 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15822.01 121 - 150 Days No 321.66 31-90 Days A-3 15505.10 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3969.17 121 - 150 Days No 37.95 31-90 Days A-4 4069.14 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13843.43 121 - 150 Days Yes 102.95 <7 Days A-5 15120.54 No T+2 No Yes Liberty Wealth Management LLC Trading