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 3477.59 Day 12 No 60.09 7-30 Days N-1 3172.31 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 464.85 Day 12 No 23.21 31-90 Days N-2 510.51 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5091.63 Day 12 Yes 92.44 7-30 Days N-3 4681.94 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12991.95 Day 12 Yes 302.23 <7 Days N-4 12504.19 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16561.98 Day 12 Yes 796.81 <7 Days N-5 17702.88 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9439.96 Day 12 No 267.71 31-90 Days N-6 10276.38 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1177.93 Day 12 Yes 13.31 <7 Days N-7 1128.78 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15558.22 Day 12 Yes 43.39 31-90 Days P-1 14162.20 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1055.49 Day 12 No 11.95 7-30 Days P-2 1146.32 Yes T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 37.49 Day 12 No 0.79 7-30 Days S-8 37.57 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15496.74 Day 12 No 143.55 <7 Days Y-1 16728.28 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5436.32 Day 12 Yes 70.26 <7 Days Y-2 5238.85 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11751.97 Day 12 No 228.13 31-90 Days Y-3 10673.14 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14659.13 Day 12 No 288.16 <7 Days Y-4 15960.82 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7209.11 Day 12 No 85.39 7-30 Days Z-1 7474.64 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 No 10928.67 Day 12 Yes 321.74 <7 Days A-2 10474.22 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15810.08 Day 12 Yes 417.72 31-90 Days A-3 16536.71 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2705.60 Day 12 Yes 32.34 31-90 Days A-4 2634.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2841.09 Day 12 No 130.15 31-90 Days A-5 2904.99 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12065.13 Day 12 Yes 525.63 <7 Days CB-1 10973.83 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8673.29 Day 12 Yes 256.75 <7 Days CB-2 8967.80 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7863.04 Day 12 Yes 297.87 31-90 Days CB-3 8394.02 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9739.83 Day 12 Yes 192.68 7-30 Days E-1 9932.81 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7304.03 Day 12 Yes 83.11 31-90 Days E-2 7568.53 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 6473.33 Day 12 Yes 259.53 7-30 Days G-1 6243.63 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury