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 4751.03 180 - 270 Days Yes 136.72 7-30 Days A-3 4307.16 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1080.33 180 - 270 Days No 33.72 <7 Days A-4 1164.33 Yes 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 14818.30 180 - 270 Days No 269.75 7-30 Days A-5 15936.22 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4330.77 180 - 270 Days No 124.69 <7 Days CB-1 4568.99 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8439.82 180 - 270 Days No 202.15 31-90 Days CB-2 7969.77 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12243.14 180 - 270 Days Yes 430.32 7-30 Days CB-3 13073.01 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14574.44 180 - 270 Days Yes 256.92 <7 Days E-1 15334.94 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2007.00 180 - 270 Days No 14.41 7-30 Days E-2 2083.03 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10494.71 180 - 270 Days No 91.47 31-90 Days G-1 11463.26 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15015.73 180 - 270 Days No 525.19 <7 Days G-2 15077.05 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5686.61 180 - 270 Days Yes 26.62 31-90 Days G-3 5784.98 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11952.00 180 - 270 Days Yes 395.41 31-90 Days IG-1 11081.26 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5999.52 180 - 270 Days Yes 18.43 <7 Days IG-2 6589.71 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11072.98 180 - 270 Days Yes 57.10 <7 Days S-1 11536.69 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 11657.72 180 - 270 Days Yes 226.99 31-90 Days S-2 10820.81 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13350.71 180 - 270 Days Yes 367.46 7-30 Days S-3 12854.30 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 3973.26 180 - 270 Days No 91.73 31-90 Days S-4 3794.99 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 12726.47 180 - 270 Days Yes 273.21 31-90 Days S-5 12824.32 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3176.00 180 - 270 Days No 126.04 7-30 Days S-6 3209.67 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9562.10 180 - 270 Days Yes 335.64 <7 Days S-7 10243.86 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 850.29 271 - 364 Days Yes 30.66 7-30 Days A-0-Q 903.65 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5071.47 271 - 364 Days Yes 60.57 <7 Days A-1-Q 5017.35 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10697.51 271 - 364 Days No 74.76 31-90 Days A-2-Q 11594.90 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6870.77 271 - 364 Days Yes 291.59 31-90 Days A-3-Q 6313.88 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15171.23 271 - 364 Days No 97.75 31-90 Days A-4-Q 14891.48 No T+0 No Yes Liberty Mortgage Services Corp. Trading