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 12540.61 Day 16 Yes 113.21 7-30 Days IG-2-Q 13058.69 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 12118.57 Day 16 Yes 39.39 <7 Days C-1 12589.78 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3210.68 Day 16 Yes 113.27 31-90 Days CB-4 3138.79 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8962.12 Day 16 No 19.63 31-90 Days E-10 9158.58 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14008.08 Day 16 Yes 151.57 7-30 Days E-3 15037.09 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5041.02 Day 16 No 200.85 <7 Days E-4 4668.93 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1669.63 Day 16 No 83.42 7-30 Days E-5 1529.55 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 6723.28 Day 16 No 270.14 31-90 Days E-6 7075.19 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16865.08 Day 16 No 469.22 <7 Days E-7 17095.85 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13963.47 Day 16 No 504.71 31-90 Days E-8 13743.77 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9883.76 Day 16 No 113.21 <7 Days E-9 10420.32 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16258.54 Day 16 No 373.12 <7 Days G-4 15930.13 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6112.21 Day 16 No 298.76 <7 Days IG-3 5830.97 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13720.75 Day 16 No 136.68 7-30 Days IG-4 12548.73 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4547.56 Day 16 Yes 72.29 <7 Days IG-5 4318.36 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4722.28 Day 16 Yes 223.72 <7 Days IG-6 4670.04 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 836.48 Day 16 Yes 5.13 31-90 Days IG-7 757.56 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12970.03 Day 16 No 343.21 31-90 Days IG-8 11896.32 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2016.66 Day 16 Yes 82.92 31-90 Days L-1 1843.24 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8908.09 Day 16 No 372.12 7-30 Days L-10 8954.57 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11221.99 Day 16 Yes 149.87 <7 Days L-11 11824.42 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7113.49 Day 16 Yes 56.56 <7 Days L-2 7167.04 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5595.51 Day 16 Yes 180.01 7-30 Days L-3 5681.97 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8860.73 Day 16 No 261.22 31-90 Days L-4 9646.06 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5106.96 Day 16 No 47.77 7-30 Days L-5 4783.46 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance