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 9734.40 Day 37 No 483.80 31-90 Days G-2 9021.23 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1044.43 Day 37 Yes 40.91 31-90 Days G-3 978.82 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7877.07 Day 37 Yes 360.53 <7 Days IG-1 7686.36 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10963.53 Day 37 Yes 451.26 7-30 Days IG-2 11008.11 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4236.10 Day 37 No 174.64 <7 Days S-1 3933.73 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 215.27 Day 37 No 8.20 7-30 Days S-2 232.01 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10870.70 Day 37 Yes 519.84 31-90 Days S-3 10204.88 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1430.68 Day 37 Yes 17.41 31-90 Days S-4 1334.99 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11296.49 Day 37 Yes 328.18 7-30 Days S-5 10553.11 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15177.31 Day 37 Yes 208.83 31-90 Days S-6 15931.31 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7966.51 Day 37 No 331.87 7-30 Days S-7 8248.64 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 No 16144.64 Day 38 No 326.03 31-90 Days A-0-Q 15719.22 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17104.73 Day 38 Yes 284.28 31-90 Days A-1-Q 17974.09 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7305.77 Day 38 No 136.33 <7 Days A-2-Q 7715.26 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6247.16 Day 38 No 289.23 7-30 Days A-3-Q 5653.46 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15687.31 Day 38 Yes 521.94 7-30 Days A-4-Q 15640.27 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13186.10 Day 38 No 281.01 31-90 Days A-5-Q 12018.60 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2369.44 Day 38 Yes 95.42 31-90 Days CB-1-Q 2158.85 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7054.10 Day 38 Yes 223.88 <7 Days CB-2-Q 7576.30 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11258.02 Day 38 No 471.65 7-30 Days S-1-Q 10828.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6118.97 Day 38 No 136.84 31-90 Days S-2-Q 6631.55 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12443.00 Day 38 No 228.18 7-30 Days S-3-Q 11706.03 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6920.87 Day 38 No 170.83 <7 Days S-4-Q 7532.83 No T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17111.24 Day 38 Yes 792.31 7-30 Days CB-3-Q 16263.15 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14996.52 Day 38 No 164.65 <7 Days G-1-Q 16263.48 No T+1 Yes No Treasury