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 12304.97 >5 Yr Yes 272.84 <7 Days P-1 12094.49 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5364.38 >5 Yr Yes 23.76 <7 Days P-2 5871.52 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 8237.96 >5 Yr No 210.84 7-30 Days S-8 8852.14 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14183.30 >5 Yr No 360.02 <7 Days Y-1 15073.11 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13301.76 >5 Yr No 573.15 7-30 Days Y-2 13259.50 Yes T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11292.15 >5 Yr No 131.13 7-30 Days Y-3 11612.53 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10150.94 >5 Yr No 441.03 7-30 Days Y-4 9580.19 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11179.83 >5 Yr No 300.93 7-30 Days Z-1 11694.43 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5334.86 >5 Yr Yes 114.69 7-30 Days A-2 5377.04 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 12.21 >5 Yr No 0.60 31-90 Days A-3 12.40 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8352.55 >5 Yr Yes 212.70 7-30 Days A-4 8127.99 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 No 2862.72 >5 Yr Yes 5.95 7-30 Days A-5 2613.20 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7314.36 >5 Yr No 312.94 7-30 Days CB-1 7581.86 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5546.92 >5 Yr No 210.34 31-90 Days CB-2 5125.52 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 10518.37 >5 Yr Yes 506.96 31-90 Days CB-3 10618.28 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 10686.65 >5 Yr Yes 169.75 7-30 Days E-1 9846.88 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12372.75 >5 Yr Yes 47.35 <7 Days E-2 12366.32 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7985.61 >5 Yr Yes 249.53 31-90 Days G-1 8580.69 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 6678.78 >5 Yr Yes 333.70 7-30 Days G-2 6224.23 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10403.24 >5 Yr No 176.94 31-90 Days G-3 9735.69 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 15554.51 >5 Yr Yes 256.49 31-90 Days IG-1 14903.92 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1202.97 >5 Yr Yes 43.06 31-90 Days IG-2 1137.52 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4441.96 >5 Yr Yes 150.05 <7 Days S-1 4867.94 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 273.09 >5 Yr No 0.79 <7 Days S-2 253.16 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 218.91 >5 Yr Yes 10.56 7-30 Days S-3 200.37 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading