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 3103.61 Day 21 Yes 137.04 <7 Days LC-2 3023.68 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10598.10 Day 21 Yes 284.12 7-30 Days N-1 10955.36 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12910.98 Day 21 Yes 312.20 <7 Days N-2 13355.97 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5039.03 Day 21 No 199.50 <7 Days N-3 5207.94 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4087.90 Day 21 Yes 159.27 31-90 Days N-4 4283.46 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3971.84 Day 21 Yes 62.00 7-30 Days N-5 4155.60 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 863.33 Day 21 Yes 6.86 <7 Days N-6 884.41 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14204.71 Day 21 Yes 264.63 31-90 Days N-7 13561.92 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16466.58 Day 21 No 612.93 <7 Days P-1 16726.26 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8272.45 Day 21 No 411.36 <7 Days P-2 8195.28 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13226.04 Day 21 Yes 254.56 7-30 Days S-8 13698.78 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16835.63 Day 21 No 643.93 31-90 Days Y-1 17031.64 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13992.21 Day 21 Yes 107.57 <7 Days Y-2 12890.33 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13519.71 Day 21 Yes 387.33 <7 Days Y-3 12980.46 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2418.05 Day 21 Yes 120.78 <7 Days Y-4 2258.66 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4007.00 Day 21 Yes 181.99 <7 Days Z-1 4300.73 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15355.84 Day 21 No 130.72 31-90 Days A-2 14073.28 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7778.02 Day 21 No 76.17 31-90 Days A-3 8330.23 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 243.87 Day 21 No 3.48 <7 Days A-4 239.87 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12489.24 Day 21 No 273.00 31-90 Days A-5 12110.37 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16676.07 Day 21 Yes 446.76 31-90 Days CB-1 17444.95 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10554.53 Day 21 No 216.24 31-90 Days CB-2 11065.45 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8334.85 Day 21 Yes 291.76 31-90 Days CB-3 9135.27 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15473.69 Day 21 Yes 1.60 <7 Days E-1 16882.75 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4675.07 Day 21 No 205.90 <7 Days E-2 4435.66 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury