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 10457.41 Day 28 No 168.22 <7 Days N-2 9483.06 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 Yes 16122.74 Day 28 Yes 589.16 31-90 Days N-3 17599.43 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17072.81 Day 28 Yes 95.54 <7 Days N-4 16524.52 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5037.13 Day 28 Yes 19.35 31-90 Days N-5 5128.64 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6879.16 Day 28 Yes 296.57 31-90 Days N-6 7070.51 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4627.46 Day 28 Yes 51.97 <7 Days N-7 4825.97 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6673.39 Day 28 Yes 287.51 <7 Days P-1 7286.24 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13701.55 Day 28 Yes 587.53 7-30 Days P-2 14409.63 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14211.72 Day 28 Yes 301.23 <7 Days S-8 14292.35 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9699.59 Day 28 No 249.79 7-30 Days Y-1 9789.34 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7043.38 Day 28 Yes 322.05 <7 Days Y-2 7652.39 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12043.77 Day 28 No 118.46 31-90 Days Y-3 12027.99 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8583.39 Day 28 No 114.31 31-90 Days Y-4 8477.02 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3589.63 Day 28 No 92.70 7-30 Days Z-1 3546.05 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 Yes 8956.64 Day 28 Yes 160.54 7-30 Days A-2 9195.60 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10989.82 Day 28 No 234.66 31-90 Days A-3 11582.04 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11605.15 Day 28 Yes 186.64 31-90 Days A-4 12508.22 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 9070.74 Day 28 Yes 199.48 31-90 Days A-5 9896.94 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 6728.00 Day 28 Yes 310.70 <7 Days CB-1 6997.20 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 15516.70 Day 28 Yes 202.03 31-90 Days CB-2 15734.45 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15131.19 Day 28 No 142.78 7-30 Days CB-3 16343.13 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8168.61 Day 28 Yes 253.96 <7 Days E-1 8055.25 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1753.20 Day 28 No 19.57 7-30 Days E-2 1618.42 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8017.81 Day 28 No 67.66 31-90 Days G-1 7295.34 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5706.11 Day 28 No 133.69 <7 Days G-2 5695.05 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury