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 15022.10 Day 2 No 189.19 <7 Days S-7-Q 14745.83 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7600.28 Day 2 Yes 238.46 <7 Days E-1-Q 7428.70 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 304.33 Day 2 Yes 7.36 7-30 Days E-2-Q 316.89 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10144.64 Day 2 No 325.55 7-30 Days IG-1-Q 10218.22 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13511.43 Day 2 No 52.50 31-90 Days IG-2-Q 13988.51 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7678.82 Day 2 Yes 66.81 <7 Days C-1 7030.21 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 No 10033.32 Day 2 Yes 409.92 31-90 Days CB-4 9713.10 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 15872.56 Day 2 Yes 791.28 <7 Days E-10 15574.30 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 No 5279.47 Day 2 No 88.67 31-90 Days E-3 5075.46 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6733.55 Day 2 No 263.50 <7 Days E-4 6424.26 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1164.24 Day 2 No 46.48 31-90 Days E-5 1243.21 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6734.80 Day 2 Yes 172.09 <7 Days E-6 6462.89 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1416.21 Day 2 No 2.17 <7 Days E-7 1414.63 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16953.75 Day 2 No 540.75 <7 Days E-8 16073.01 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9377.32 Day 2 Yes 120.73 7-30 Days E-9 9939.96 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6862.50 Day 2 Yes 294.20 <7 Days G-4 7282.76 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16836.73 Day 2 No 800.15 7-30 Days IG-3 17958.00 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10869.30 Day 2 No 172.49 31-90 Days IG-4 10430.82 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 568.69 Day 2 Yes 1.18 7-30 Days IG-5 574.57 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16744.49 Day 2 Yes 275.97 31-90 Days IG-6 17321.63 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13670.02 Day 2 Yes 418.01 31-90 Days IG-7 14654.57 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11008.47 Day 2 Yes 543.88 7-30 Days IG-8 10143.65 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6004.05 Day 2 No 7.85 31-90 Days L-1 6235.34 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8443.40 Day 2 Yes 323.32 31-90 Days L-10 8104.74 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9338.03 Day 2 Yes 298.53 <7 Days L-11 9843.96 No T+1 Yes Yes Liberty Wealth Management LLC Funding