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 10581.61 Day 35 No 248.80 31-90 Days IG-2 10813.49 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 31.87 Day 35 Yes 1.51 <7 Days S-1 29.19 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 9803.81 Day 35 No 378.36 7-30 Days S-2 8908.43 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 Yes 14229.64 Day 35 No 312.55 <7 Days S-3 14713.60 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4472.29 Day 35 No 98.92 7-30 Days S-4 4811.28 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11423.25 Day 35 Yes 407.83 <7 Days S-5 11996.50 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12311.48 Day 35 No 590.03 <7 Days S-6 12654.77 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5630.10 Day 35 No 21.74 <7 Days S-7 5649.53 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2778.21 Day 36 No 57.13 7-30 Days A-0-Q 2532.71 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4048.72 Day 36 Yes 129.66 31-90 Days A-1-Q 3708.15 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11348.59 Day 36 No 271.70 7-30 Days A-2-Q 10625.28 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13922.71 Day 36 Yes 423.71 7-30 Days A-3-Q 13249.91 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7598.76 Day 36 No 379.29 7-30 Days A-4-Q 6844.99 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13195.04 Day 36 No 41.94 7-30 Days A-5-Q 13450.76 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5242.34 Day 36 No 224.32 31-90 Days CB-1-Q 5468.90 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14749.06 Day 36 Yes 443.57 7-30 Days CB-2-Q 13967.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7328.33 Day 36 No 13.91 31-90 Days S-1-Q 7152.78 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15266.84 Day 36 No 5.40 <7 Days S-2-Q 14754.36 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1028.55 Day 36 No 10.30 <7 Days S-3-Q 932.49 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15072.50 Day 36 No 543.78 7-30 Days S-4-Q 16387.99 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 699.97 Day 36 No 15.85 7-30 Days CB-3-Q 678.57 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11051.21 Day 36 Yes 406.63 7-30 Days G-1-Q 12134.57 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11045.50 Day 36 No 526.57 31-90 Days G-2-Q 11741.67 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9354.83 Day 36 No 54.73 31-90 Days G-3-Q 9913.63 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12908.27 Day 36 No 101.78 <7 Days S-5-Q 12581.78 No T+1 No Yes Liberty National Bank Trading