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 5602.86 Day 15 No 245.41 <7 Days S-4-Q 5683.72 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11731.41 Day 15 No 314.20 <7 Days CB-3-Q 11757.00 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14072.77 Day 15 No 600.35 31-90 Days G-1-Q 14079.26 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10038.17 Day 15 No 254.63 <7 Days G-2-Q 9615.81 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 807.89 Day 15 Yes 38.83 7-30 Days G-3-Q 854.11 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4664.66 Day 15 No 225.01 31-90 Days S-5-Q 4285.54 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10253.80 Day 15 Yes 285.47 <7 Days S-6-Q 10296.77 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14041.91 Day 15 No 435.42 <7 Days S-7-Q 14756.01 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 644.88 Day 15 No 3.45 7-30 Days E-1-Q 687.31 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14011.82 Day 15 No 661.33 31-90 Days E-2-Q 12767.25 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14975.62 Day 15 Yes 243.46 <7 Days IG-1-Q 14205.29 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 Yes 4357.55 Day 15 Yes 125.64 7-30 Days IG-2-Q 4453.06 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9104.02 Day 15 Yes 71.93 <7 Days C-1 9076.95 Yes T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6336.23 Day 15 Yes 26.48 7-30 Days CB-4 6713.43 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4110.88 Day 15 Yes 186.97 31-90 Days E-10 4209.92 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6888.27 Day 15 Yes 63.48 7-30 Days E-3 7112.20 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14803.32 Day 15 No 664.04 7-30 Days E-4 13661.67 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1409.46 Day 15 No 32.49 7-30 Days E-5 1299.31 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10867.87 Day 15 No 260.95 <7 Days E-6 11035.56 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5448.78 Day 15 No 54.07 7-30 Days E-7 5157.97 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 385.99 Day 15 Yes 16.82 7-30 Days E-8 393.96 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9058.54 Day 15 No 254.65 31-90 Days E-9 8673.97 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15949.18 Day 15 Yes 634.34 31-90 Days G-4 17357.18 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16329.95 Day 15 No 754.94 7-30 Days IG-3 16127.65 No 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 9488.03 Day 15 Yes 460.64 7-30 Days IG-4 8769.16 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance