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 1787.82 Day 21 No 57.96 31-90 Days A-2-Q 1799.27 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 No 4061.39 Day 21 Yes 159.51 31-90 Days A-3-Q 4387.98 Yes T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3915.16 Day 21 No 26.83 31-90 Days A-4-Q 3882.14 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7892.12 Day 21 Yes 293.69 <7 Days A-5-Q 7938.41 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17075.22 Day 21 Yes 526.52 31-90 Days CB-1-Q 16729.71 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1274.29 Day 21 No 62.63 7-30 Days CB-2-Q 1212.19 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13135.69 Day 21 No 217.92 7-30 Days S-1-Q 13505.05 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5995.56 Day 21 No 79.84 <7 Days S-2-Q 6301.14 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3687.98 Day 21 Yes 122.25 31-90 Days S-3-Q 3382.52 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1938.45 Day 21 Yes 10.76 <7 Days S-4-Q 2099.18 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8477.61 Day 21 No 368.87 <7 Days CB-3-Q 8567.52 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 35.52 Day 21 No 1.50 31-90 Days G-1-Q 35.34 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11619.76 Day 21 Yes 171.40 31-90 Days G-2-Q 11850.53 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16250.61 Day 21 No 805.60 31-90 Days G-3-Q 14640.01 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6513.92 Day 21 No 251.73 31-90 Days S-5-Q 6395.82 Yes T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16535.20 Day 21 No 216.76 7-30 Days S-6-Q 17050.41 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 639.07 Day 21 No 20.61 31-90 Days S-7-Q 674.05 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2698.53 Day 21 No 46.97 31-90 Days E-1-Q 2495.96 Yes T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15289.60 Day 21 No 395.15 <7 Days E-2-Q 16624.69 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4362.05 Day 21 No 186.67 <7 Days IG-1-Q 4413.78 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13762.16 Day 21 No 402.03 <7 Days IG-2-Q 12525.77 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14156.56 Day 21 Yes 477.96 <7 Days C-1 15332.41 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11319.12 Day 21 Yes 289.34 31-90 Days CB-4 12141.03 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11613.83 Day 21 Yes 185.13 <7 Days E-10 12773.28 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2682.07 Day 21 No 7.91 7-30 Days E-3 2757.69 No T+0 Yes Yes Liberty Capital Markets Inc. Funding