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 9178.72 Day 45 Yes 134.54 <7 Days S-5-Q 8553.21 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13328.17 Day 45 Yes 591.65 7-30 Days S-6-Q 12144.62 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11370.33 Day 45 No 172.43 <7 Days S-7-Q 11267.53 No T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11727.90 Day 45 No 5.55 <7 Days E-1-Q 11943.13 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2565.20 Day 45 No 70.76 31-90 Days E-2-Q 2309.16 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7978.97 Day 45 Yes 51.13 7-30 Days IG-1-Q 8152.20 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2399.77 Day 45 No 56.41 <7 Days IG-2-Q 2406.26 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9207.56 Day 45 Yes 387.35 <7 Days C-1 9016.24 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14775.89 Day 45 No 171.93 <7 Days CB-4 14757.09 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12874.54 Day 45 No 355.25 7-30 Days E-10 11920.44 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2065.13 Day 45 No 49.24 31-90 Days E-3 2002.13 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 958.52 Day 45 Yes 44.58 <7 Days E-4 878.85 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9947.93 Day 45 No 416.71 <7 Days E-5 9036.28 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2592.70 Day 45 Yes 85.59 <7 Days E-6 2478.99 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3565.80 Day 45 No 18.30 31-90 Days E-7 3685.50 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10362.34 Day 45 Yes 178.14 <7 Days E-8 10772.05 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14909.68 Day 45 No 48.83 31-90 Days E-9 13830.79 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11068.15 Day 45 Yes 154.19 31-90 Days G-4 11923.78 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9750.37 Day 45 No 366.92 <7 Days IG-3 9919.03 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1041.99 Day 45 No 9.96 <7 Days IG-4 1079.87 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3788.16 Day 45 No 32.58 31-90 Days IG-5 3850.73 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 244.13 Day 45 Yes 11.60 31-90 Days IG-6 232.21 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10772.53 Day 45 No 280.79 31-90 Days IG-7 10780.17 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16386.45 Day 45 No 629.28 <7 Days IG-8 17848.22 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 11615.67 Day 45 No 378.70 7-30 Days L-1 12463.24 No T+2 Yes Yes Liberty Capital Markets Inc. Trading