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 7229.63 Day 58 Yes 114.60 <7 Days N-7 7471.09 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8905.78 Day 58 No 392.56 7-30 Days P-1 9441.91 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4111.17 Day 58 No 196.74 31-90 Days P-2 3852.14 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7779.92 Day 58 No 79.23 7-30 Days S-8 8195.83 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13248.70 Day 58 No 388.00 31-90 Days Y-1 13521.44 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 66.43 Day 58 No 2.68 7-30 Days Y-2 73.04 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 608.42 Day 58 Yes 26.28 <7 Days Y-3 561.71 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3459.47 Day 58 Yes 130.16 7-30 Days Y-4 3158.50 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7200.69 Day 58 No 123.22 31-90 Days Z-1 7644.98 No 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 3666.84 Day 58 No 156.58 31-90 Days A-2 3469.45 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 Yes 6454.12 Day 58 Yes 250.40 31-90 Days A-3 5907.16 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 1087.45 Day 58 No 0.83 31-90 Days A-4 1020.75 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5594.97 Day 58 Yes 126.12 31-90 Days A-5 5926.15 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9036.51 Day 58 Yes 94.90 31-90 Days CB-1 9545.17 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11360.76 Day 58 No 211.37 31-90 Days CB-2 11723.72 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2884.80 Day 58 No 101.05 7-30 Days CB-3 2868.81 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1959.35 Day 58 No 25.21 <7 Days E-1 1775.20 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16602.06 Day 58 Yes 509.72 31-90 Days E-2 16025.66 Yes 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 13040.28 Day 58 No 70.04 31-90 Days G-1 13522.50 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6137.03 Day 58 No 194.17 <7 Days G-2 5912.94 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6265.81 Day 58 Yes 240.86 7-30 Days G-3 6874.82 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11881.48 Day 58 No 36.66 31-90 Days IG-1 12344.47 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6345.51 Day 58 Yes 271.97 31-90 Days IG-2 6461.10 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2298.91 Day 58 No 98.67 <7 Days S-1 2405.88 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14619.17 Day 58 No 592.94 7-30 Days S-2 15220.23 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading