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 13252.57 >4 Yr <= 5 Yr No 20.10 <7 Days CB-4 12806.45 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10453.26 >4 Yr <= 5 Yr Yes 416.68 <7 Days E-10 11182.05 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10466.28 >4 Yr <= 5 Yr Yes 26.80 <7 Days E-3 11280.47 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13942.15 >4 Yr <= 5 Yr Yes 279.42 7-30 Days E-4 14904.53 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1309.52 >4 Yr <= 5 Yr No 27.21 31-90 Days E-5 1188.73 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 989.15 >4 Yr <= 5 Yr No 45.41 <7 Days E-6 1021.00 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16971.00 >4 Yr <= 5 Yr No 315.95 31-90 Days E-7 16234.88 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11784.27 >4 Yr <= 5 Yr No 229.91 31-90 Days E-8 12665.42 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11447.39 >4 Yr <= 5 Yr No 490.17 <7 Days E-9 12183.18 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 15023.29 >4 Yr <= 5 Yr Yes 383.15 7-30 Days G-4 15118.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11156.48 >4 Yr <= 5 Yr No 242.84 <7 Days IG-3 10934.07 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13.33 >4 Yr <= 5 Yr No 0.21 31-90 Days IG-4 13.88 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14639.72 >4 Yr <= 5 Yr Yes 501.11 31-90 Days IG-5 15164.81 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11470.36 >4 Yr <= 5 Yr Yes 291.93 <7 Days IG-6 10725.89 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15577.91 >4 Yr <= 5 Yr Yes 700.43 31-90 Days IG-7 15220.34 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10971.80 >4 Yr <= 5 Yr Yes 425.62 31-90 Days IG-8 10500.73 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7271.43 >4 Yr <= 5 Yr No 165.56 7-30 Days L-1 6826.02 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8822.57 >4 Yr <= 5 Yr No 428.54 <7 Days L-10 8565.48 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16808.42 >4 Yr <= 5 Yr No 270.39 <7 Days L-11 18116.88 No T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 281.15 >4 Yr <= 5 Yr Yes 12.54 31-90 Days L-2 267.59 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10173.17 >4 Yr <= 5 Yr Yes 274.34 31-90 Days L-3 10040.46 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3947.86 >4 Yr <= 5 Yr No 72.27 <7 Days L-4 4047.56 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7735.80 >4 Yr <= 5 Yr No 128.68 <7 Days L-5 8407.54 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 573.48 >4 Yr <= 5 Yr No 27.71 <7 Days L-6 574.95 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2405.10 >4 Yr <= 5 Yr Yes 56.03 31-90 Days L-7 2209.12 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance