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 1932.17 Day 11 No 44.84 <7 Days L-11 1775.29 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12902.89 Day 11 No 619.19 <7 Days L-2 12126.67 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12047.81 Day 11 Yes 416.74 7-30 Days L-3 13098.88 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 357.65 Day 11 Yes 17.45 7-30 Days L-4 346.68 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11068.69 Day 11 No 8.48 7-30 Days L-5 10441.43 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 Yes 6141.78 Day 11 Yes 168.90 7-30 Days L-6 6692.71 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14813.44 Day 11 Yes 107.06 <7 Days L-7 15030.95 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5880.07 Day 11 Yes 21.10 7-30 Days L-8 6134.49 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13797.29 Day 11 Yes 680.83 <7 Days L-9 13320.74 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 11520.80 Day 11 Yes 477.76 7-30 Days LC-1 10877.04 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10094.61 Day 11 Yes 96.03 <7 Days LC-2 9821.67 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 472.54 Day 11 Yes 20.31 7-30 Days N-1 509.59 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10736.25 Day 11 No 52.05 31-90 Days N-2 11264.05 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3582.42 Day 11 No 122.20 31-90 Days N-3 3582.94 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13749.22 Day 11 No 218.92 7-30 Days N-4 14513.38 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1161.67 Day 11 No 26.93 7-30 Days N-5 1108.34 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16172.56 Day 11 Yes 394.66 7-30 Days N-6 17668.05 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3669.65 Day 11 Yes 2.71 <7 Days N-7 3411.00 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3166.55 Day 11 No 104.25 <7 Days P-1 3182.94 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7042.41 Day 11 Yes 238.24 <7 Days P-2 6925.79 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10937.14 Day 11 Yes 412.56 <7 Days S-8 10914.22 No 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 2402.08 Day 11 No 80.35 7-30 Days Y-1 2253.43 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 707.65 Day 11 No 0.50 7-30 Days Y-2 672.02 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8368.75 Day 11 Yes 340.52 31-90 Days Y-3 8387.55 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2760.88 Day 11 Yes 39.29 7-30 Days Y-4 2906.12 No T+1 Yes Yes Liberty Capital Markets Inc. Trading