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 12336.48 Day 23 Yes 489.55 <7 Days L-8 13527.47 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14667.44 Day 23 No 129.38 7-30 Days L-9 13734.49 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5411.13 Day 23 Yes 22.60 7-30 Days LC-1 5110.85 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1587.07 Day 23 No 75.91 31-90 Days LC-2 1472.61 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11096.05 Day 23 No 280.34 7-30 Days N-1 11428.71 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7817.15 Day 23 No 113.80 31-90 Days N-2 7079.81 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8750.60 Day 23 Yes 12.92 31-90 Days N-3 8025.12 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6751.67 Day 23 No 301.13 7-30 Days N-4 6777.22 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 452.84 Day 23 Yes 22.06 <7 Days N-5 496.55 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5043.14 Day 23 Yes 108.59 31-90 Days N-6 4887.40 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15013.69 Day 23 No 353.91 31-90 Days N-7 15311.58 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10087.61 Day 23 Yes 400.47 <7 Days P-1 10853.30 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8397.89 Day 23 No 156.79 <7 Days P-2 7923.11 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 7757.77 Day 23 No 204.68 <7 Days S-8 7737.94 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3541.44 Day 23 No 113.31 7-30 Days Y-1 3670.62 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7806.61 Day 23 Yes 27.49 7-30 Days Y-2 7139.15 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1773.35 Day 23 No 11.75 7-30 Days Y-3 1847.62 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3435.50 Day 23 No 142.73 7-30 Days Y-4 3329.03 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15908.43 Day 23 Yes 769.28 31-90 Days Z-1 15017.05 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6509.63 Day 23 Yes 70.88 <7 Days A-2 7029.90 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7467.20 Day 23 Yes 45.39 7-30 Days A-3 7627.51 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3412.83 Day 23 Yes 40.96 31-90 Days A-4 3372.99 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10763.03 Day 23 Yes 457.32 7-30 Days A-5 11160.90 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16361.12 Day 23 Yes 176.66 31-90 Days CB-1 14854.54 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12151.00 Day 23 Yes 237.17 <7 Days CB-2 12614.76 Yes T+1 No No Trading