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 678.11 Day 40 No 13.57 7-30 Days P-2 735.93 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5886.52 Day 40 Yes 281.82 <7 Days S-8 5688.70 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2650.19 Day 40 Yes 112.47 7-30 Days Y-1 2856.83 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10898.36 Day 40 Yes 387.04 31-90 Days Y-2 10341.32 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5659.80 Day 40 Yes 265.97 7-30 Days Y-3 5948.95 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15656.71 Day 40 Yes 271.85 <7 Days Y-4 15382.13 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11132.34 Day 40 No 372.67 7-30 Days Z-1 10544.38 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1252.19 Day 40 Yes 52.57 <7 Days A-2 1263.30 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3746.60 Day 40 Yes 8.28 31-90 Days A-3 3518.19 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 391.26 Day 40 No 1.19 31-90 Days A-4 398.58 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2284.85 Day 40 Yes 7.85 <7 Days A-5 2509.62 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9695.52 Day 40 No 295.69 <7 Days CB-1 9924.99 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4203.60 Day 40 No 133.80 31-90 Days CB-2 4472.77 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13510.09 Day 40 Yes 498.74 7-30 Days CB-3 14098.42 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 6644.44 Day 40 No 217.93 31-90 Days E-1 6523.90 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7429.15 Day 40 No 353.13 31-90 Days E-2 7974.44 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5263.64 Day 40 Yes 189.59 31-90 Days G-1 5441.75 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16437.69 Day 40 No 528.46 <7 Days G-2 16750.33 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9955.54 Day 40 Yes 44.69 <7 Days G-3 8986.36 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2484.59 Day 40 No 36.61 31-90 Days IG-1 2380.54 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4506.33 Day 40 Yes 52.28 31-90 Days IG-2 4173.47 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4427.13 Day 40 No 121.33 <7 Days S-1 4755.37 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6871.57 Day 40 No 201.58 7-30 Days S-2 7105.50 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15273.19 Day 40 No 738.39 <7 Days S-3 13788.49 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12186.02 Day 40 No 430.64 7-30 Days S-4 11316.75 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance