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 16894.09 Day 1 No 725.35 <7 Days N-5 16219.39 Yes T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12258.54 Day 1 Yes 386.52 7-30 Days N-6 12689.59 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2312.07 Day 1 Yes 52.89 31-90 Days N-7 2163.26 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15543.31 Day 1 Yes 706.27 <7 Days P-1 16099.97 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 10017.76 Day 1 No 116.66 <7 Days P-2 9663.44 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13308.34 Day 1 No 55.54 31-90 Days S-8 13057.29 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14852.82 Day 1 No 425.89 <7 Days Y-1 14020.95 No T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5466.07 Day 1 Yes 152.35 7-30 Days Y-2 5637.56 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12921.78 Day 1 Yes 435.09 <7 Days Y-3 13772.85 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12820.38 Day 1 Yes 285.77 7-30 Days Y-4 14078.18 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5370.64 Day 1 No 259.46 7-30 Days Z-1 5205.82 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16622.79 Day 1 Yes 145.96 <7 Days A-2 15436.19 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15016.52 Day 1 No 207.57 <7 Days A-3 13721.54 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14053.54 Day 1 No 367.61 <7 Days A-4 14470.65 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 7709.38 Day 1 Yes 95.92 31-90 Days A-5 7445.29 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15678.80 Day 1 No 439.13 <7 Days CB-1 16989.65 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11555.09 Day 1 No 262.96 7-30 Days CB-2 11734.13 No 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 6719.33 Day 1 No 128.20 31-90 Days CB-3 6370.94 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14159.36 Day 1 No 480.52 7-30 Days E-1 14342.87 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6315.81 Day 1 No 180.18 <7 Days E-2 6328.96 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10408.84 Day 1 Yes 203.55 <7 Days G-1 9778.79 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 15599.27 Day 1 Yes 424.83 31-90 Days G-2 15040.30 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7227.71 Day 1 No 97.54 7-30 Days G-3 7520.17 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6781.56 Day 1 No 230.90 7-30 Days IG-1 6655.21 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7712.61 Day 1 No 90.58 7-30 Days IG-2 7350.74 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading