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 9565.99 Day 1 Yes 283.56 31-90 Days S-1 8742.63 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12024.99 Day 1 Yes 100.84 31-90 Days S-2 11711.17 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4243.57 Day 1 Yes 63.24 31-90 Days S-3 4613.89 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 735.53 Day 1 Yes 26.16 <7 Days S-4 685.94 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15730.09 Day 1 Yes 71.79 31-90 Days S-5 17112.44 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16185.80 Day 1 No 715.60 7-30 Days S-6 15451.28 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15871.07 Day 1 Yes 446.53 7-30 Days S-7 16533.47 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 210.61 Day 2 No 2.51 <7 Days A-0-Q 201.55 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11246.96 Day 2 Yes 122.49 31-90 Days A-1-Q 11672.76 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 280.20 Day 2 No 6.52 <7 Days A-2-Q 281.54 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9257.98 Day 2 No 94.14 <7 Days A-3-Q 10121.53 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6145.75 Day 2 No 143.30 31-90 Days A-4-Q 5850.57 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12150.63 Day 2 No 427.17 <7 Days A-5-Q 12649.11 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4838.52 Day 2 Yes 58.79 31-90 Days CB-1-Q 5164.61 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12472.73 Day 2 Yes 407.36 31-90 Days CB-2-Q 12655.22 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4521.25 Day 2 No 98.20 7-30 Days S-1-Q 4473.54 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 827.39 Day 2 No 7.48 <7 Days S-2-Q 841.34 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4536.79 Day 2 Yes 101.17 31-90 Days S-3-Q 4807.56 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1774.51 Day 2 No 80.34 7-30 Days S-4-Q 1903.00 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13567.27 Day 2 No 543.77 <7 Days CB-3-Q 14574.53 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2285.83 Day 2 No 12.57 <7 Days G-1-Q 2181.23 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11831.99 Day 2 No 104.99 7-30 Days G-2-Q 12255.50 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1619.85 Day 2 Yes 26.83 <7 Days G-3-Q 1630.43 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2408.28 Day 2 No 44.51 <7 Days S-5-Q 2550.45 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2575.64 Day 2 No 58.29 <7 Days S-6-Q 2706.22 No T+0 No No Securities Finance