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 12144.05 Day 1 Yes 133.56 7-30 Days E-9 12076.44 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 No 2330.89 Day 1 Yes 43.68 <7 Days G-4 2286.98 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16041.71 Day 1 No 498.89 <7 Days IG-3 14994.45 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 393.04 Day 1 Yes 16.42 <7 Days IG-4 395.49 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13653.62 Day 1 Yes 127.74 <7 Days IG-5 14748.19 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13372.77 Day 1 No 364.56 7-30 Days IG-6 12050.38 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4726.57 Day 1 No 42.82 31-90 Days IG-7 4449.43 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13925.61 Day 1 Yes 143.17 31-90 Days IG-8 13253.99 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4163.98 Day 1 No 71.60 7-30 Days L-1 4188.99 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1215.45 Day 1 Yes 8.02 31-90 Days L-10 1227.31 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14739.48 Day 1 Yes 651.98 31-90 Days L-11 13421.43 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 912.97 Day 1 Yes 18.65 7-30 Days L-2 952.39 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1181.61 Day 1 Yes 43.08 7-30 Days L-3 1121.87 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11612.20 Day 1 Yes 110.67 <7 Days L-4 11691.06 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 48.18 Day 1 No 2.39 <7 Days L-5 48.17 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 7740.02 Day 1 No 332.83 7-30 Days L-6 7779.38 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16950.29 Day 1 Yes 457.57 7-30 Days L-7 15809.77 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12364.93 Day 1 Yes 441.68 7-30 Days L-8 12440.36 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1280.19 Day 1 No 30.12 31-90 Days L-9 1304.01 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5984.55 Day 1 Yes 4.88 31-90 Days LC-1 6061.98 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 9347.63 Day 1 Yes 226.82 <7 Days LC-2 10144.46 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4482.00 Day 1 No 61.50 7-30 Days N-1 4747.82 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4499.46 Day 1 No 205.92 <7 Days N-2 4837.93 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2442.95 Day 1 No 113.32 31-90 Days N-3 2642.11 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 16928.09 Day 1 Yes 186.04 <7 Days N-4 16020.64 Yes T+0 Yes No Securities Finance