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 4399.40 Day 42 Yes 63.43 7-30 Days S-2 4258.17 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7575.46 Day 42 No 126.06 7-30 Days S-3 7499.40 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16618.83 Day 42 Yes 153.73 7-30 Days S-4 16751.48 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12776.63 Day 42 No 638.70 31-90 Days S-5 11597.23 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13178.23 Day 42 Yes 485.61 31-90 Days S-6 12143.80 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4199.66 Day 42 No 85.95 31-90 Days S-7 4340.97 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16878.24 Day 43 No 765.38 31-90 Days A-0-Q 16922.04 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13368.19 Day 43 No 606.28 <7 Days A-1-Q 14471.91 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 11084.64 Day 43 No 45.63 31-90 Days A-2-Q 10710.21 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 443.74 Day 43 No 3.79 <7 Days A-3-Q 425.88 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2645.55 Day 43 No 77.97 <7 Days A-4-Q 2837.16 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6066.17 Day 43 Yes 218.49 7-30 Days A-5-Q 5505.16 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11740.81 Day 43 No 231.55 7-30 Days CB-1-Q 11127.92 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14548.38 Day 43 Yes 694.60 31-90 Days CB-2-Q 15709.23 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5573.49 Day 43 Yes 238.72 <7 Days S-1-Q 5504.99 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5898.15 Day 43 No 149.16 7-30 Days S-2-Q 6276.04 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10897.41 Day 43 No 16.36 7-30 Days S-3-Q 9890.23 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4563.68 Day 43 No 58.00 31-90 Days S-4-Q 4492.75 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 4925.02 Day 43 No 244.14 31-90 Days CB-3-Q 4680.58 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 11417.13 Day 43 Yes 513.34 31-90 Days G-1-Q 12267.40 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6715.85 Day 43 No 220.00 31-90 Days G-2-Q 6829.01 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4463.60 Day 43 Yes 161.79 <7 Days G-3-Q 4733.57 No T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 535.28 Day 43 Yes 2.99 31-90 Days S-5-Q 530.03 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8382.96 Day 43 No 306.19 31-90 Days S-6-Q 8282.98 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12432.24 Day 43 Yes 493.49 <7 Days S-7-Q 12537.74 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance