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 15129.62 Day 41 No 517.32 31-90 Days IG-2-Q 14420.06 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8993.31 Day 41 Yes 431.57 7-30 Days C-1 8201.83 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4869.38 Day 41 Yes 145.76 7-30 Days CB-4 4987.29 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8031.79 Day 41 No 13.90 31-90 Days E-10 7258.19 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2759.46 Day 41 Yes 24.28 7-30 Days E-3 2640.81 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8582.35 Day 41 No 240.48 31-90 Days E-4 8734.22 No T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1979.84 Day 41 No 61.58 <7 Days E-5 1843.80 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7890.61 Day 41 No 30.77 <7 Days E-6 8038.20 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14968.59 Day 41 Yes 367.89 31-90 Days E-7 15121.23 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 12104.42 Day 41 No 219.03 7-30 Days E-8 11524.83 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12991.04 Day 41 Yes 367.34 7-30 Days E-9 12472.12 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4679.89 Day 41 No 186.48 <7 Days G-4 4784.91 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13295.33 Day 41 No 616.28 7-30 Days IG-3 12135.05 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5230.72 Day 41 Yes 238.82 7-30 Days IG-4 5327.81 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15224.92 Day 41 No 684.76 <7 Days IG-5 15278.85 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2684.51 Day 41 Yes 50.88 7-30 Days IG-6 2691.75 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 604.94 Day 41 Yes 23.06 31-90 Days IG-7 634.06 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2874.10 Day 41 No 107.71 7-30 Days IG-8 3009.18 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12071.26 Day 41 Yes 427.52 <7 Days L-1 12654.90 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 5188.54 Day 41 No 219.68 31-90 Days L-10 5390.77 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12820.94 Day 41 Yes 118.03 31-90 Days L-11 13087.26 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6575.62 Day 41 No 301.61 7-30 Days L-2 6781.77 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15832.87 Day 41 Yes 518.19 7-30 Days L-3 17152.98 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15458.43 Day 41 Yes 487.77 31-90 Days L-4 14400.21 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1733.61 Day 41 No 12.17 7-30 Days L-5 1647.03 No T+2 No No Treasury