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 909.36 Day 53 Yes 12.54 7-30 Days A-4-Q 928.63 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8336.26 Day 53 Yes 378.45 31-90 Days A-5-Q 8751.63 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11027.62 Day 53 Yes 472.37 <7 Days CB-1-Q 10675.06 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8554.63 Day 53 No 165.21 <7 Days CB-2-Q 8986.24 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12232.67 Day 53 Yes 578.75 <7 Days S-1-Q 11387.38 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7871.04 Day 53 Yes 245.53 <7 Days S-2-Q 7810.45 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14186.30 Day 53 Yes 492.16 7-30 Days S-3-Q 14505.66 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9990.85 Day 53 No 352.88 31-90 Days S-4-Q 9630.15 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5366.97 Day 53 Yes 148.81 7-30 Days CB-3-Q 5125.29 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3205.09 Day 53 No 106.78 7-30 Days G-1-Q 3292.99 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 488.01 Day 53 Yes 2.43 <7 Days G-2-Q 510.51 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16937.23 Day 53 No 508.32 31-90 Days G-3-Q 17744.97 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15682.90 Day 53 Yes 34.89 <7 Days S-5-Q 15669.21 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 13238.10 Day 53 No 597.36 <7 Days S-6-Q 14172.99 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6094.53 Day 53 No 257.45 7-30 Days S-7-Q 5960.01 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14864.42 Day 53 No 90.20 <7 Days E-1-Q 14858.35 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3468.76 Day 53 Yes 49.94 <7 Days E-2-Q 3277.41 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16854.64 Day 53 Yes 771.38 7-30 Days IG-1-Q 16617.98 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1715.73 Day 53 Yes 21.76 31-90 Days IG-2-Q 1618.34 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8141.82 Day 53 Yes 344.50 31-90 Days C-1 7464.60 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16605.47 Day 53 Yes 609.37 7-30 Days CB-4 15362.67 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9588.01 Day 53 Yes 359.54 <7 Days E-10 9074.36 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7223.58 Day 53 No 91.21 31-90 Days E-3 6829.88 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 No 10960.46 Day 53 Yes 19.48 7-30 Days E-4 10667.89 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11877.07 Day 53 Yes 7.70 <7 Days E-5 11346.60 Yes T+0 Yes No Funding