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 14500.58 Day 4 No 327.75 <7 Days L-1 15073.38 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9507.53 Day 4 No 414.87 7-30 Days L-10 9333.35 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4010.19 Day 4 Yes 128.07 7-30 Days L-11 3792.40 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11860.21 Day 4 No 487.62 <7 Days L-2 11747.12 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3811.72 Day 4 No 130.65 31-90 Days L-3 4183.46 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6364.67 Day 4 Yes 260.43 <7 Days L-4 6460.78 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8561.61 Day 4 No 357.93 <7 Days L-5 9212.15 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13927.79 Day 4 No 378.59 31-90 Days L-6 15014.48 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3734.37 Day 4 No 148.91 31-90 Days L-7 3853.63 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5047.43 Day 4 Yes 138.13 31-90 Days L-8 4718.43 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2161.25 Day 4 Yes 14.68 31-90 Days L-9 1956.95 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16916.08 Day 4 No 139.71 31-90 Days LC-1 15794.80 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14303.09 Day 4 No 247.43 7-30 Days LC-2 15086.26 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5893.34 Day 4 Yes 43.29 7-30 Days N-1 5339.01 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10726.55 Day 4 Yes 245.51 7-30 Days N-2 10363.27 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6935.14 Day 4 Yes 308.01 7-30 Days N-3 6323.26 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3469.77 Day 4 Yes 11.53 7-30 Days N-4 3760.61 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7222.77 Day 4 No 339.11 31-90 Days N-5 7073.07 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5927.63 Day 4 No 274.21 31-90 Days N-6 5809.73 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5603.69 Day 4 Yes 153.65 <7 Days N-7 6022.90 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4087.33 Day 4 No 114.26 31-90 Days P-1 4095.06 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13481.22 Day 4 Yes 479.11 <7 Days P-2 14482.94 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5609.96 Day 4 No 9.99 7-30 Days S-8 5826.05 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5103.04 Day 4 Yes 250.61 <7 Days Y-1 5030.46 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2156.09 Day 4 Yes 55.06 <7 Days Y-2 2271.44 No T+1 Yes Yes Liberty National Bank Securities Finance