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 7176.96 >5 Yr Yes 185.64 <7 Days IG-4 6645.12 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5268.63 >5 Yr No 37.90 7-30 Days IG-5 5133.00 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12054.29 >5 Yr Yes 33.83 31-90 Days IG-6 12332.04 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10743.70 >5 Yr Yes 62.85 31-90 Days IG-7 10264.87 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4303.48 >5 Yr Yes 125.13 31-90 Days IG-8 4489.18 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3942.77 >5 Yr Yes 191.12 <7 Days L-1 3851.50 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15442.30 >5 Yr No 258.38 7-30 Days L-10 14000.12 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12877.54 >5 Yr Yes 304.82 31-90 Days L-11 12635.43 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3158.52 >5 Yr No 56.45 31-90 Days L-2 3156.26 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8436.71 >5 Yr No 130.84 31-90 Days L-3 7705.25 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 12341.13 >5 Yr No 504.97 31-90 Days L-4 13069.69 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 No 14984.02 >5 Yr Yes 620.63 31-90 Days L-5 14727.27 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 24.03 >5 Yr No 0.58 31-90 Days L-6 25.84 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 32.03 >5 Yr No 1.16 31-90 Days L-7 33.18 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13402.78 >5 Yr No 341.09 <7 Days L-8 12567.09 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14056.37 >5 Yr No 96.33 <7 Days L-9 13045.23 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 Yes 1551.22 >5 Yr Yes 70.40 31-90 Days LC-1 1613.04 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9929.34 >5 Yr No 116.79 7-30 Days LC-2 10713.83 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 3258.24 >5 Yr Yes 77.65 31-90 Days N-1 3558.36 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 No 6049.90 >5 Yr Yes 235.64 <7 Days N-2 6313.28 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1666.89 >5 Yr No 65.26 31-90 Days N-3 1542.64 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 12387.91 >5 Yr No 384.63 7-30 Days N-4 12126.71 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 11210.44 >5 Yr Yes 536.55 7-30 Days N-5 12115.86 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5495.10 >5 Yr No 261.70 7-30 Days N-6 5642.18 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 13745.83 >5 Yr Yes 629.37 <7 Days N-7 14705.31 Yes T+0 Yes No Treasury