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 9382.39 Day 37 Yes 386.57 7-30 Days E-5 9905.01 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13349.49 Day 37 No 184.61 7-30 Days E-6 13884.39 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9377.75 Day 37 Yes 334.65 <7 Days E-7 10158.49 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15540.86 Day 37 Yes 691.69 7-30 Days E-8 15645.69 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2557.90 Day 37 No 41.41 7-30 Days E-9 2416.25 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14094.67 Day 37 Yes 647.24 <7 Days G-4 13765.64 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13676.22 Day 37 No 305.95 <7 Days IG-3 12418.44 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2396.08 Day 37 No 118.52 <7 Days IG-4 2553.87 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12643.70 Day 37 No 386.79 <7 Days IG-5 13486.87 Yes 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 12993.41 Day 37 Yes 213.58 <7 Days IG-6 11722.31 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2392.17 Day 37 No 13.24 7-30 Days IG-7 2284.65 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16442.67 Day 37 Yes 579.63 7-30 Days IG-8 16538.58 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3528.52 Day 37 Yes 37.01 31-90 Days L-1 3523.08 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7830.90 Day 37 Yes 209.83 31-90 Days L-10 8174.45 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3530.51 Day 37 No 161.11 7-30 Days L-11 3818.89 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 13480.14 Day 37 No 9.14 31-90 Days L-2 13720.62 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14206.89 Day 37 Yes 605.11 31-90 Days L-3 15484.59 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 4008.43 Day 37 No 50.31 7-30 Days L-4 4249.92 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6847.79 Day 37 No 298.60 <7 Days L-5 6936.18 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3567.98 Day 37 No 41.09 31-90 Days L-6 3479.46 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13487.61 Day 37 No 99.55 <7 Days L-7 12936.79 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1529.23 Day 37 No 37.79 31-90 Days L-8 1408.68 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6576.25 Day 37 Yes 39.02 31-90 Days L-9 5966.20 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12323.49 Day 37 No 158.43 7-30 Days LC-1 12095.61 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11422.79 Day 37 Yes 217.60 7-30 Days LC-2 12187.52 Yes T+2 No Yes Liberty Wealth Management LLC Funding