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 6202.25 Perpetual No 187.13 <7 Days IG-1-Q 6502.79 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5778.95 Perpetual Yes 287.90 7-30 Days IG-2-Q 6271.73 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 4045.36 Perpetual No 103.53 7-30 Days C-1 3715.49 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8459.65 Perpetual Yes 146.17 <7 Days CB-4 8025.48 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 2455.72 Perpetual No 98.41 <7 Days E-10 2300.17 Yes T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1448.79 Perpetual No 0.68 <7 Days E-3 1441.80 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12779.63 Perpetual Yes 226.90 <7 Days E-4 14007.24 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2007.51 Perpetual Yes 42.85 7-30 Days E-5 2129.05 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 124.03 Perpetual Yes 3.45 <7 Days E-6 125.23 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 10641.27 Perpetual No 225.86 7-30 Days E-7 11428.31 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3316.09 Perpetual No 125.13 <7 Days E-8 3377.27 Yes T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8226.56 Perpetual No 348.58 31-90 Days E-9 7980.61 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10697.66 Perpetual Yes 195.61 7-30 Days G-4 10598.52 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12804.34 Perpetual No 234.56 <7 Days IG-3 13575.93 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 373.02 Perpetual No 14.70 31-90 Days IG-4 370.21 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4110.71 Perpetual No 102.66 7-30 Days IG-5 3728.42 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6553.22 Perpetual Yes 33.12 31-90 Days IG-6 7179.86 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16285.19 Perpetual No 569.40 <7 Days IG-7 17017.39 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5169.86 Perpetual No 127.61 7-30 Days IG-8 5124.03 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1304.60 Perpetual Yes 11.39 7-30 Days L-1 1302.38 No T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7760.41 Perpetual No 260.09 <7 Days L-10 7898.02 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10928.26 Perpetual Yes 413.49 31-90 Days L-11 10460.78 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6726.11 Perpetual No 1.44 7-30 Days L-2 7259.64 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15574.71 Perpetual Yes 686.46 7-30 Days L-3 15641.51 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14700.84 Perpetual No 260.81 31-90 Days L-4 15094.21 No T+1 Yes Yes Liberty Wealth Management LLC Trading