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 3915.89 Day 9 Yes 176.07 <7 Days E-2-Q 3816.53 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 30.70 Day 9 Yes 0.44 31-90 Days IG-1-Q 32.78 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1563.27 Day 9 Yes 59.82 31-90 Days IG-2-Q 1527.56 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12097.08 Day 9 Yes 21.82 31-90 Days C-1 11936.45 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5342.19 Day 9 Yes 2.93 31-90 Days CB-4 5186.84 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2128.43 Day 9 No 66.47 7-30 Days E-10 2072.05 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11662.95 Day 9 Yes 157.91 31-90 Days E-3 12632.37 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3593.45 Day 9 Yes 69.92 31-90 Days E-4 3821.00 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 761.84 Day 9 Yes 23.37 31-90 Days E-5 827.04 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2080.89 Day 9 Yes 45.26 7-30 Days E-6 2046.30 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12141.35 Day 9 No 49.40 31-90 Days E-7 12449.57 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11136.81 Day 9 No 220.56 31-90 Days E-8 11576.60 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16573.97 Day 9 Yes 17.56 7-30 Days E-9 18181.30 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16310.03 Day 9 Yes 384.63 <7 Days G-4 16494.02 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16281.07 Day 9 No 377.75 <7 Days IG-3 14951.03 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12241.24 Day 9 No 44.14 31-90 Days IG-4 12315.25 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10112.35 Day 9 No 6.61 <7 Days IG-5 10743.73 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7500.62 Day 9 No 169.34 31-90 Days IG-6 7440.96 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7914.75 Day 9 Yes 98.36 7-30 Days IG-7 8575.74 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16966.00 Day 9 No 652.61 7-30 Days IG-8 18211.41 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 610.66 Day 9 Yes 0.65 7-30 Days L-1 565.60 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6887.96 Day 9 Yes 47.32 31-90 Days L-10 6664.84 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8736.21 Day 9 No 9.80 31-90 Days L-11 9082.63 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13.31 Day 9 No 0.17 <7 Days L-2 13.17 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 16594.54 Day 9 Yes 474.05 7-30 Days L-3 16824.45 No T+2 Yes Yes Liberty National Bank Funding