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 4062.68 Day 24 No 176.45 <7 Days S-3-Q 3771.13 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 8346.77 Day 24 No 35.93 31-90 Days S-4-Q 8578.43 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9728.62 Day 24 Yes 386.09 31-90 Days CB-3-Q 9372.40 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6771.93 Day 24 No 278.28 <7 Days G-1-Q 7115.50 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14590.19 Day 24 Yes 146.88 31-90 Days G-2-Q 15623.92 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11256.56 Day 24 No 172.12 31-90 Days G-3-Q 10369.19 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1581.77 Day 24 No 26.40 <7 Days S-5-Q 1501.86 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10843.29 Day 24 Yes 27.98 31-90 Days S-6-Q 11803.94 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9152.28 Day 24 No 387.61 <7 Days S-7-Q 8699.67 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13206.91 Day 24 No 424.34 <7 Days E-1-Q 12292.20 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13564.86 Day 24 No 531.64 7-30 Days E-2-Q 12266.78 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 11049.15 Day 24 No 500.51 <7 Days IG-1-Q 10813.46 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1400.35 Day 24 No 58.61 <7 Days IG-2-Q 1398.10 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8499.33 Day 24 No 310.59 31-90 Days C-1 8518.79 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15344.22 Day 24 Yes 583.13 31-90 Days CB-4 15598.94 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14686.76 Day 24 No 531.87 7-30 Days E-10 16013.86 No T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15524.35 Day 24 No 756.13 31-90 Days E-3 15429.41 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16501.19 Day 24 No 642.94 7-30 Days E-4 16394.19 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6338.35 Day 24 No 118.87 31-90 Days E-5 6216.36 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 No 1148.54 Day 24 No 22.15 31-90 Days E-6 1239.88 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13953.10 Day 24 Yes 64.00 7-30 Days E-7 13585.83 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11868.39 Day 24 No 249.47 31-90 Days E-8 12524.12 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9983.11 Day 24 No 267.58 <7 Days E-9 10284.48 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11019.79 Day 24 No 277.83 31-90 Days G-4 10126.05 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2798.39 Day 24 No 44.82 31-90 Days IG-3 2839.25 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury