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 13207.93 Day 15 Yes 597.47 7-30 Days S-5 13257.88 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15961.32 Day 15 No 604.42 31-90 Days S-6 16428.53 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11129.18 Day 15 No 215.91 31-90 Days S-7 11583.70 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15652.83 Day 16 Yes 350.05 31-90 Days A-0-Q 16838.28 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4484.08 Day 16 No 179.45 7-30 Days A-1-Q 4105.22 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3617.73 Day 16 Yes 7.49 7-30 Days A-2-Q 3313.23 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 2224.36 Day 16 Yes 107.72 <7 Days A-3-Q 2374.24 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11687.71 Day 16 No 37.40 <7 Days A-4-Q 11806.71 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9960.90 Day 16 No 351.30 31-90 Days A-5-Q 9271.40 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10516.54 Day 16 Yes 444.93 31-90 Days CB-1-Q 10344.08 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 6593.14 Day 16 Yes 39.78 31-90 Days CB-2-Q 6200.79 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6454.12 Day 16 No 250.29 31-90 Days S-1-Q 6713.40 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6705.23 Day 16 Yes 232.42 7-30 Days S-2-Q 6829.92 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6519.98 Day 16 Yes 55.19 7-30 Days S-3-Q 7093.19 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12377.46 Day 16 No 20.09 31-90 Days S-4-Q 12430.48 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6403.73 Day 16 No 152.46 7-30 Days CB-3-Q 5882.43 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9917.09 Day 16 Yes 326.77 <7 Days G-1-Q 9207.25 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5972.32 Day 16 Yes 6.43 7-30 Days G-2-Q 5895.10 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9107.85 Day 16 Yes 1.80 <7 Days G-3-Q 9144.09 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1320.92 Day 16 No 37.91 7-30 Days S-5-Q 1211.76 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5870.13 Day 16 No 98.62 31-90 Days S-6-Q 5331.68 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11177.43 Day 16 No 430.06 31-90 Days S-7-Q 11569.97 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12857.03 Day 16 No 187.51 7-30 Days E-1-Q 13989.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8401.50 Day 16 Yes 300.79 7-30 Days E-2-Q 8534.61 Yes T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4615.90 Day 16 No 145.55 7-30 Days IG-1-Q 4943.43 Yes T+0 Yes No Trading