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 9576.97 Day 12 No 163.33 31-90 Days E-5 9031.90 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11307.81 Day 12 No 134.91 <7 Days E-6 10374.79 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1921.19 Day 12 Yes 4.37 31-90 Days E-7 1834.47 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1937.81 Day 12 No 51.57 <7 Days E-8 1821.88 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7169.82 Day 12 Yes 304.53 31-90 Days E-9 7498.37 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8050.30 Day 12 No 390.33 <7 Days G-4 7269.01 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 175.22 Day 12 Yes 3.23 <7 Days IG-3 161.56 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9893.75 Day 12 No 228.95 7-30 Days IG-4 9431.06 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9843.16 Day 12 No 59.69 7-30 Days IG-5 8994.65 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8306.20 Day 12 No 282.09 31-90 Days IG-6 8203.78 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15739.90 Day 12 No 222.48 7-30 Days IG-7 15655.47 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 No 9698.88 Day 12 No 140.58 7-30 Days IG-8 9031.51 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 10337.91 Day 12 Yes 186.91 7-30 Days L-1 10774.56 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15079.38 Day 12 No 610.87 7-30 Days L-10 16224.53 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15666.68 Day 12 Yes 631.07 31-90 Days L-11 14570.71 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5431.35 Day 12 No 265.67 7-30 Days L-2 5435.23 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13791.49 Day 12 No 31.41 31-90 Days L-3 12590.00 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1180.35 Day 12 Yes 28.42 <7 Days L-4 1125.71 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11292.19 Day 12 Yes 214.34 31-90 Days L-5 10822.72 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15980.78 Day 12 No 149.64 31-90 Days L-6 16024.34 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10288.12 Day 12 No 95.39 7-30 Days L-7 9610.91 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14489.41 Day 12 Yes 552.86 <7 Days L-8 15306.77 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16906.83 Day 12 Yes 687.28 7-30 Days L-9 15958.70 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2549.55 Day 12 Yes 56.65 31-90 Days LC-1 2373.66 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7316.57 Day 12 No 299.06 31-90 Days LC-2 7993.69 Yes T+1 Yes No Securities Finance