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 7917.07 Day 38 Yes 206.99 <7 Days IG-8 7507.91 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 Yes 6047.21 Day 38 No 208.13 <7 Days L-1 5721.65 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 Yes 10678.11 Day 38 Yes 478.53 7-30 Days L-10 9662.86 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14691.07 Day 38 Yes 299.56 31-90 Days L-11 13671.84 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 282.38 Day 38 No 3.66 7-30 Days L-2 295.32 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15631.84 Day 38 No 383.22 31-90 Days L-3 16008.11 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 2166.64 Day 38 Yes 53.98 31-90 Days L-4 2228.11 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2349.11 Day 38 Yes 77.58 <7 Days L-5 2262.98 Yes T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3726.08 Day 38 Yes 1.14 <7 Days L-6 3419.02 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6377.90 Day 38 Yes 17.61 7-30 Days L-7 6712.15 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1363.21 Day 38 Yes 20.83 7-30 Days L-8 1246.47 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16272.16 Day 38 No 411.04 <7 Days L-9 17566.35 No 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 13061.14 Day 38 Yes 268.27 <7 Days LC-1 11781.55 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1025.66 Day 38 No 24.47 7-30 Days LC-2 1017.35 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11251.96 Day 38 No 444.35 <7 Days N-1 11541.54 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 394.99 Day 38 No 7.34 7-30 Days N-2 359.10 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 13392.58 Day 38 Yes 98.67 31-90 Days N-3 12398.80 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8315.69 Day 38 No 7.80 <7 Days N-4 7747.68 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9616.16 Day 38 No 155.88 <7 Days N-5 9545.95 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9512.66 Day 38 Yes 157.81 31-90 Days N-6 10268.88 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12467.90 Day 38 No 45.17 31-90 Days N-7 11411.67 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12222.27 Day 38 No 504.56 7-30 Days P-1 11453.86 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14723.75 Day 38 Yes 211.68 7-30 Days P-2 14189.42 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2910.52 Day 38 No 76.89 7-30 Days S-8 2793.99 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16583.66 Day 38 No 557.52 <7 Days Y-1 15105.18 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance