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 4924.34 Day 10 Yes 175.15 7-30 Days IG-2 4455.90 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5026.90 Day 10 No 206.42 <7 Days S-1 5006.50 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17155.50 Day 10 No 787.75 <7 Days S-2 18839.98 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13912.90 Day 10 No 431.27 31-90 Days S-3 13694.22 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15246.79 Day 10 No 540.83 31-90 Days S-4 16335.35 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 8900.30 Day 10 Yes 379.48 <7 Days S-5 9450.86 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5622.79 Day 10 Yes 39.60 <7 Days S-6 5225.66 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 2012.52 Day 10 No 67.20 <7 Days S-7 1965.37 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 7276.98 Day 11 Yes 185.97 31-90 Days A-0-Q 6816.79 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3646.04 Day 11 Yes 103.73 <7 Days A-1-Q 3510.33 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4534.56 Day 11 Yes 135.58 31-90 Days A-2-Q 4305.55 No T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5547.39 Day 11 Yes 125.77 31-90 Days A-3-Q 5561.00 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7330.20 Day 11 Yes 309.07 31-90 Days A-4-Q 7158.89 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5696.89 Day 11 No 222.45 7-30 Days A-5-Q 5796.12 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3161.28 Day 11 No 58.02 <7 Days CB-1-Q 2853.72 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 24.03 Day 11 No 0.40 <7 Days CB-2-Q 24.80 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 717.45 Day 11 No 19.54 7-30 Days S-1-Q 774.68 No T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13500.71 Day 11 No 111.64 <7 Days S-2-Q 13812.19 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10099.25 Day 11 No 24.07 31-90 Days S-3-Q 10641.93 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15652.94 Day 11 Yes 527.76 <7 Days S-4-Q 15717.18 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1925.61 Day 11 Yes 91.01 7-30 Days CB-3-Q 2097.91 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8600.34 Day 11 Yes 377.40 7-30 Days G-1-Q 7935.74 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 78.38 Day 11 Yes 1.37 7-30 Days G-2-Q 74.49 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2030.41 Day 11 No 24.38 31-90 Days G-3-Q 2200.42 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15128.41 Day 11 Yes 675.57 <7 Days S-5-Q 14859.77 No T+1 No Yes Liberty Capital Markets Inc. Funding