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 Yes 10730.80 Day 44 Yes 474.27 <7 Days E-7 9992.86 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 295.73 Day 44 No 1.44 <7 Days E-8 324.33 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13405.44 Day 44 No 24.29 <7 Days E-9 13725.10 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1709.26 Day 44 No 72.44 31-90 Days G-4 1877.28 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 78.96 Day 44 No 2.09 7-30 Days IG-3 84.45 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2206.64 Day 44 Yes 31.08 7-30 Days IG-4 2072.72 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9987.40 Day 44 No 110.33 31-90 Days IG-5 10884.00 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4112.33 Day 44 No 96.65 7-30 Days IG-6 4227.53 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 8570.39 Day 44 No 415.22 31-90 Days IG-7 9320.72 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10357.39 Day 44 Yes 79.15 7-30 Days IG-8 9675.47 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5702.17 Day 44 No 108.02 7-30 Days L-1 5230.63 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10814.99 Day 44 Yes 383.51 <7 Days L-10 11240.88 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12989.42 Day 44 Yes 324.78 7-30 Days L-11 13211.64 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3092.98 Day 44 Yes 80.42 <7 Days L-2 3096.73 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3728.94 Day 44 Yes 66.96 7-30 Days L-3 3607.49 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16992.13 Day 44 No 520.33 7-30 Days L-4 16165.09 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6242.06 Day 44 Yes 199.73 31-90 Days L-5 6510.19 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7307.46 Day 44 No 244.83 <7 Days L-6 7716.67 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17096.19 Day 44 No 246.12 31-90 Days L-7 16486.86 No T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1400.56 Day 44 No 50.27 <7 Days L-8 1285.60 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11917.01 Day 44 Yes 539.86 7-30 Days L-9 12550.85 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6908.51 Day 44 No 81.69 31-90 Days LC-1 7257.32 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2403.95 Day 44 Yes 0.19 31-90 Days LC-2 2350.22 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12764.17 Day 44 No 100.23 <7 Days N-1 12510.58 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9215.41 Day 44 Yes 158.48 7-30 Days N-2 9386.39 No T+1 Yes Yes Liberty National Bank Trading