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 1973.65 61 - 67 Days Yes 74.88 31-90 Days L-11 2070.03 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3619.64 61 - 67 Days Yes 153.52 31-90 Days L-2 3680.39 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15293.86 61 - 67 Days Yes 374.68 7-30 Days L-3 14443.75 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 792.25 61 - 67 Days No 10.96 <7 Days L-4 753.97 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8064.59 61 - 67 Days Yes 380.51 31-90 Days L-5 7949.24 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4531.54 61 - 67 Days No 208.36 31-90 Days L-6 4643.51 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4311.54 61 - 67 Days Yes 162.72 31-90 Days L-7 4172.35 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2923.70 61 - 67 Days No 69.95 31-90 Days L-8 3163.58 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7403.98 61 - 67 Days Yes 285.65 <7 Days L-9 7551.98 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 3658.16 61 - 67 Days No 47.22 7-30 Days LC-1 3698.66 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15492.75 61 - 67 Days No 470.38 <7 Days LC-2 14141.68 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7166.63 61 - 67 Days No 208.32 31-90 Days N-1 7108.32 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15432.20 61 - 67 Days No 398.76 7-30 Days N-2 13911.85 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2811.94 61 - 67 Days No 140.11 <7 Days N-3 3022.53 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13281.96 61 - 67 Days No 47.78 <7 Days N-4 13265.88 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9962.96 61 - 67 Days Yes 424.26 7-30 Days N-5 10602.81 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7551.28 61 - 67 Days No 339.75 <7 Days N-6 7405.46 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14093.40 61 - 67 Days No 578.66 7-30 Days N-7 12905.15 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 3279.05 61 - 67 Days No 125.20 7-30 Days P-1 3286.41 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 832.59 61 - 67 Days Yes 9.45 31-90 Days P-2 834.34 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15087.41 61 - 67 Days Yes 585.16 <7 Days S-8 16492.48 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2970.13 61 - 67 Days Yes 102.34 <7 Days Y-1 3254.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11795.13 61 - 67 Days Yes 1.04 7-30 Days Y-2 10902.78 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1317.97 61 - 67 Days Yes 41.14 <7 Days Y-3 1211.16 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 579.77 61 - 67 Days No 25.61 7-30 Days Y-4 535.44 No T+1 No No Trading