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 4721.49 Day 13 Yes 98.23 7-30 Days Y-2 4953.69 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16330.41 Day 13 Yes 134.76 31-90 Days Y-3 14935.19 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 151.97 Day 13 Yes 1.36 7-30 Days Y-4 146.16 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7906.94 Day 13 No 100.73 7-30 Days Z-1 7701.59 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15213.75 Day 13 Yes 223.00 31-90 Days A-2 16181.04 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13021.95 Day 13 No 70.09 7-30 Days A-3 11898.91 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7272.25 Day 13 No 80.11 7-30 Days A-4 7657.74 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9582.38 Day 13 No 15.11 31-90 Days A-5 10320.41 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5673.13 Day 13 No 91.53 31-90 Days CB-1 5192.37 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1008.01 Day 13 No 47.83 <7 Days CB-2 1049.67 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3368.61 Day 13 Yes 130.79 31-90 Days CB-3 3608.97 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6283.00 Day 13 No 26.14 7-30 Days E-1 6576.66 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6614.46 Day 13 No 17.16 31-90 Days E-2 7042.25 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16146.52 Day 13 Yes 614.88 <7 Days G-1 16192.56 Yes T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4682.85 Day 13 Yes 202.00 <7 Days G-2 4494.62 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17092.14 Day 13 No 487.61 7-30 Days G-3 16016.41 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4061.83 Day 13 No 187.47 31-90 Days IG-1 4456.59 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4222.63 Day 13 Yes 123.33 31-90 Days IG-2 3873.50 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5875.42 Day 13 Yes 274.55 7-30 Days S-1 6314.08 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12915.31 Day 13 Yes 348.59 31-90 Days S-2 12496.77 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9357.88 Day 13 No 297.48 31-90 Days S-3 8900.75 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9018.05 Day 13 Yes 158.85 31-90 Days S-4 8846.42 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5040.09 Day 13 Yes 139.97 31-90 Days S-5 4643.63 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11332.01 Day 13 Yes 383.99 7-30 Days S-6 11524.18 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 10552.78 Day 13 No 405.08 31-90 Days S-7 9849.46 Yes T+1 No No Trading