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 1787.56 Day 39 No 24.16 <7 Days E-10 1686.19 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10465.22 Day 39 No 268.86 31-90 Days E-3 11347.50 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1127.90 Day 39 Yes 29.57 <7 Days E-4 1088.93 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11941.25 Day 39 No 139.06 31-90 Days E-5 12356.41 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 1630.14 Day 39 No 80.88 <7 Days E-6 1768.53 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10209.26 Day 39 No 450.18 31-90 Days E-7 10224.35 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10557.00 Day 39 No 54.91 31-90 Days E-8 10529.92 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5917.09 Day 39 No 0.73 <7 Days E-9 5462.68 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13344.79 Day 39 Yes 230.70 <7 Days G-4 12946.06 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 7954.75 Day 39 No 349.61 7-30 Days IG-3 8498.09 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15680.62 Day 39 No 291.07 <7 Days IG-4 16576.16 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1887.49 Day 39 No 2.74 31-90 Days IG-5 1864.56 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2626.12 Day 39 Yes 49.59 <7 Days IG-6 2385.55 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5487.54 Day 39 Yes 207.36 31-90 Days IG-7 5860.45 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7797.38 Day 39 No 350.90 31-90 Days IG-8 7051.81 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5826.11 Day 39 No 61.69 <7 Days L-1 5327.71 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3808.44 Day 39 Yes 14.77 <7 Days L-10 3480.98 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5603.66 Day 39 No 38.95 7-30 Days L-11 5047.60 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1058.54 Day 39 No 15.33 <7 Days L-2 1119.95 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16279.04 Day 39 No 115.26 <7 Days L-3 14886.09 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13083.10 Day 39 No 196.98 <7 Days L-4 13761.46 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7512.21 Day 39 Yes 299.00 7-30 Days L-5 7915.89 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 12960.70 Day 39 Yes 325.33 <7 Days L-6 11694.04 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15994.86 Day 39 No 520.15 7-30 Days L-7 15228.78 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13825.34 Day 39 No 447.37 7-30 Days L-8 15200.51 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance