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 4724.04 >4 Yr <= 5 Yr No 45.94 31-90 Days CB-3 5116.89 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4129.92 >4 Yr <= 5 Yr No 96.46 7-30 Days E-1 4213.66 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9889.59 >4 Yr <= 5 Yr No 40.00 7-30 Days E-2 9678.37 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14241.60 >4 Yr <= 5 Yr No 369.87 <7 Days G-1 15568.69 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8658.55 >4 Yr <= 5 Yr Yes 137.23 7-30 Days G-2 8708.83 Yes T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15130.21 >4 Yr <= 5 Yr Yes 288.01 7-30 Days G-3 14492.13 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10813.22 >4 Yr <= 5 Yr Yes 206.03 31-90 Days IG-1 11056.01 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5149.04 >4 Yr <= 5 Yr No 186.82 31-90 Days IG-2 5617.51 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13909.13 >4 Yr <= 5 Yr Yes 342.05 7-30 Days S-1 13430.45 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11396.83 >4 Yr <= 5 Yr No 484.19 7-30 Days S-2 10788.30 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15867.67 >4 Yr <= 5 Yr Yes 38.33 <7 Days S-3 16793.82 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12292.25 >4 Yr <= 5 Yr Yes 380.61 7-30 Days S-4 12231.49 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11155.63 >4 Yr <= 5 Yr Yes 133.37 31-90 Days S-5 10993.82 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6851.72 >4 Yr <= 5 Yr No 297.24 31-90 Days S-6 6372.02 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9491.90 >4 Yr <= 5 Yr Yes 0.52 7-30 Days S-7 8716.21 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3144.93 >5 Yr Yes 142.20 7-30 Days A-0-Q 3219.67 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 16593.55 >5 Yr No 269.60 7-30 Days A-1-Q 17900.07 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15906.77 >5 Yr No 762.47 <7 Days A-2-Q 17220.84 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7590.28 >5 Yr No 24.60 7-30 Days A-3-Q 8019.28 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10908.04 >5 Yr Yes 6.34 <7 Days A-4-Q 11005.46 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2423.61 >5 Yr Yes 53.78 7-30 Days A-5-Q 2260.18 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4383.95 >5 Yr Yes 34.32 <7 Days CB-1-Q 3998.90 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16814.73 >5 Yr No 827.10 <7 Days CB-2-Q 15218.91 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9550.11 >5 Yr Yes 41.48 7-30 Days S-1-Q 9926.59 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13916.89 >5 Yr No 201.83 <7 Days S-2-Q 14351.84 Yes T+0 Yes No Securities Finance