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 8971.72 Day 33 Yes 194.25 7-30 Days IG-3 8512.78 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1654.29 Day 33 Yes 33.30 31-90 Days IG-4 1675.51 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5063.62 Day 33 Yes 84.31 <7 Days IG-5 5078.88 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12272.13 Day 33 Yes 91.20 <7 Days IG-6 12093.08 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2362.52 Day 33 No 33.86 <7 Days IG-7 2366.89 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4821.36 Day 33 No 2.91 31-90 Days IG-8 4566.52 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 6129.35 Day 33 Yes 125.19 31-90 Days L-1 5952.87 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5270.62 Day 33 Yes 60.48 31-90 Days L-10 4918.75 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1506.25 Day 33 Yes 44.30 <7 Days L-11 1396.05 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13960.72 Day 33 Yes 660.56 <7 Days L-2 13047.72 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5276.45 Day 33 Yes 218.89 7-30 Days L-3 4900.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15036.13 Day 33 No 435.34 31-90 Days L-4 13589.98 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9178.17 Day 33 Yes 209.65 31-90 Days L-5 9920.26 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 555.62 Day 33 No 17.77 7-30 Days L-6 522.55 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5488.41 Day 33 Yes 268.33 31-90 Days L-7 5692.26 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14697.46 Day 33 No 678.00 <7 Days L-8 16032.36 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5039.68 Day 33 Yes 223.96 <7 Days L-9 5347.88 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2508.87 Day 33 Yes 39.82 7-30 Days LC-1 2700.25 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 302.91 Day 33 Yes 7.89 7-30 Days LC-2 324.18 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10988.85 Day 33 No 445.87 <7 Days N-1 11550.23 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4393.61 Day 33 No 88.60 <7 Days N-2 4644.27 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11699.14 Day 33 Yes 347.48 <7 Days N-3 10641.62 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14122.04 Day 33 No 332.24 7-30 Days N-4 13858.47 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12592.05 Day 33 Yes 562.55 31-90 Days N-5 13801.45 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3668.25 Day 33 No 95.27 7-30 Days N-6 3465.74 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding