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 13583.60 Day 53 No 159.91 <7 Days E-6 13793.94 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8805.11 Day 53 No 402.74 7-30 Days E-7 8162.33 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9060.39 Day 53 Yes 254.71 <7 Days E-8 9076.44 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13248.22 Day 53 Yes 157.70 7-30 Days E-9 14250.92 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10061.83 Day 53 Yes 496.50 31-90 Days G-4 9686.69 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2983.37 Day 53 Yes 130.07 31-90 Days IG-3 3263.30 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3747.21 Day 53 No 130.47 7-30 Days IG-4 4097.86 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3243.42 Day 53 No 11.22 <7 Days IG-5 3335.01 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7513.75 Day 53 Yes 16.33 <7 Days IG-6 7489.13 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6478.03 Day 53 No 41.54 7-30 Days IG-7 6343.19 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2030.84 Day 53 No 33.39 7-30 Days IG-8 2133.38 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2595.74 Day 53 Yes 119.17 7-30 Days L-1 2421.05 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5589.65 Day 53 Yes 187.73 <7 Days L-10 5254.00 No T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13911.77 Day 53 No 648.23 31-90 Days L-11 13159.11 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14465.13 Day 53 No 704.53 31-90 Days L-2 13020.07 No T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8690.68 Day 53 Yes 390.91 <7 Days L-3 8096.97 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1732.92 Day 53 No 47.48 31-90 Days L-4 1851.06 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10067.27 Day 53 Yes 421.19 7-30 Days L-5 10807.51 Yes T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8236.67 Day 53 Yes 113.57 31-90 Days L-6 8035.93 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15122.75 Day 53 Yes 706.44 <7 Days L-7 14852.25 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9436.06 Day 53 No 24.25 <7 Days L-8 10153.63 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14419.32 Day 53 No 168.58 <7 Days L-9 15556.08 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5778.41 Day 53 No 280.35 <7 Days LC-1 6024.68 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 7115.70 Day 53 Yes 284.55 <7 Days LC-2 7108.74 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11653.77 Day 53 Yes 522.58 <7 Days N-1 12083.39 Yes T+1 No No Treasury