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 15606.93 83 - 90 Days Yes 706.18 <7 Days L-9 16344.66 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2159.28 83 - 90 Days Yes 17.38 31-90 Days LC-1 2277.58 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1915.58 83 - 90 Days Yes 11.97 <7 Days LC-2 2003.53 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14913.41 83 - 90 Days No 739.27 7-30 Days N-1 15714.38 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1054.36 83 - 90 Days Yes 15.13 7-30 Days N-2 985.57 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 8040.79 83 - 90 Days Yes 140.71 7-30 Days N-3 8028.56 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12883.48 83 - 90 Days Yes 477.64 7-30 Days N-4 12863.27 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3614.04 83 - 90 Days No 31.51 <7 Days N-5 3527.73 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9610.90 83 - 90 Days Yes 7.37 7-30 Days N-6 9540.93 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1472.33 83 - 90 Days Yes 62.42 <7 Days N-7 1407.75 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15644.56 83 - 90 Days Yes 432.91 <7 Days P-1 15403.23 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16908.02 83 - 90 Days Yes 793.41 7-30 Days P-2 15748.71 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 2797.99 83 - 90 Days Yes 112.44 <7 Days S-8 3066.55 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2877.05 83 - 90 Days Yes 10.78 31-90 Days Y-1 3100.18 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1283.17 83 - 90 Days No 8.66 7-30 Days Y-2 1329.40 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13722.71 83 - 90 Days No 563.20 31-90 Days Y-3 14655.81 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13352.47 83 - 90 Days No 305.04 <7 Days Y-4 13135.87 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12910.29 83 - 90 Days Yes 542.03 31-90 Days Z-1 12889.38 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16706.67 83 - 90 Days No 546.62 7-30 Days A-2 15987.35 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14095.62 83 - 90 Days No 65.07 7-30 Days A-3 15348.20 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 13287.26 83 - 90 Days Yes 436.65 7-30 Days A-4 13801.48 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3810.30 83 - 90 Days Yes 183.28 <7 Days A-5 3695.31 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13441.76 83 - 90 Days Yes 308.90 7-30 Days CB-1 12191.70 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12301.27 83 - 90 Days No 39.77 <7 Days CB-2 12719.51 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12847.69 83 - 90 Days No 631.66 31-90 Days CB-3 12595.81 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading