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 11445.39 Day 23 Yes 252.88 31-90 Days CB-4 11866.69 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7645.19 Day 23 Yes 77.02 <7 Days E-10 7361.88 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3474.17 Day 23 No 165.64 7-30 Days E-3 3355.85 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12805.53 Day 23 Yes 325.06 <7 Days E-4 12984.60 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2116.49 Day 23 Yes 5.87 <7 Days E-5 2255.96 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9390.73 Day 23 Yes 438.54 <7 Days E-6 9053.52 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6559.29 Day 23 Yes 202.91 31-90 Days E-7 6044.87 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 17117.92 Day 23 No 72.57 7-30 Days E-8 17757.43 No T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2659.14 Day 23 Yes 100.74 <7 Days E-9 2616.04 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5697.92 Day 23 No 199.31 <7 Days G-4 5573.31 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4267.55 Day 23 Yes 184.74 <7 Days IG-3 4486.68 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14932.05 Day 23 No 716.06 31-90 Days IG-4 15013.14 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5051.88 Day 23 Yes 189.40 <7 Days IG-5 4930.02 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14071.55 Day 23 No 92.13 31-90 Days IG-6 13211.59 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6143.11 Day 23 Yes 260.08 <7 Days IG-7 5832.26 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14440.83 Day 23 Yes 463.79 <7 Days IG-8 14879.78 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6776.98 Day 23 No 275.45 7-30 Days L-1 6589.02 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8919.33 Day 23 No 145.71 31-90 Days L-10 8739.74 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10308.17 Day 23 Yes 415.08 7-30 Days L-11 10523.12 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 809.67 Day 23 No 4.37 <7 Days L-2 739.54 Yes T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16125.00 Day 23 Yes 783.78 31-90 Days L-3 16835.59 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5107.07 Day 23 Yes 110.25 7-30 Days L-4 5119.97 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13311.41 Day 23 Yes 545.59 <7 Days L-5 12261.01 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11782.99 Day 23 No 316.27 7-30 Days L-6 10610.38 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5228.60 Day 23 Yes 67.04 <7 Days L-7 5343.87 No T+0 Yes No Treasury