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 2392.95 Day 12 Yes 10.58 <7 Days G-2 2303.10 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16792.55 Day 12 No 50.73 31-90 Days G-3 15200.90 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14685.66 Day 12 No 82.14 7-30 Days IG-1 13924.90 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13306.44 Day 12 Yes 479.16 7-30 Days IG-2 14387.14 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12861.83 Day 12 No 470.78 7-30 Days S-1 13004.87 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 621.94 Day 12 No 16.65 7-30 Days S-2 670.05 Yes 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 4294.84 Day 12 Yes 107.54 31-90 Days S-3 3908.77 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12222.06 Day 12 Yes 36.08 31-90 Days S-4 11800.02 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5965.65 Day 12 No 145.53 <7 Days S-5 6513.33 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11158.01 Day 12 No 475.25 31-90 Days S-6 10235.44 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16385.05 Day 12 No 46.54 31-90 Days S-7 14937.70 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4602.38 Day 13 No 5.19 31-90 Days A-0-Q 4873.16 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 3931.71 Day 13 No 17.25 7-30 Days A-1-Q 3576.52 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8102.71 Day 13 Yes 404.93 <7 Days A-2-Q 7566.01 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 89.02 Day 13 No 3.23 31-90 Days A-3-Q 81.12 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 719.98 Day 13 Yes 21.08 <7 Days A-4-Q 656.89 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7821.80 Day 13 No 254.80 7-30 Days A-5-Q 8057.88 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14829.50 Day 13 No 406.66 <7 Days CB-1-Q 14716.95 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10391.99 Day 13 Yes 223.98 31-90 Days CB-2-Q 10283.12 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12932.45 Day 13 Yes 620.17 7-30 Days S-1-Q 13552.15 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 Yes 10821.81 Day 13 No 166.75 7-30 Days S-2-Q 10324.92 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3830.68 Day 13 No 64.55 31-90 Days S-3-Q 3891.89 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14097.54 Day 13 Yes 195.81 7-30 Days S-4-Q 14343.68 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4425.30 Day 13 No 207.72 7-30 Days CB-3-Q 4007.12 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4921.15 Day 13 No 116.23 7-30 Days G-1-Q 4666.12 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading