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 13965.90 Day 48 Yes 129.19 7-30 Days CB-4 13875.18 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3320.78 Day 48 No 77.80 <7 Days E-10 3610.01 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 16851.15 Day 48 Yes 16.51 7-30 Days E-3 17559.01 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6028.32 Day 48 Yes 9.33 31-90 Days E-4 6567.46 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 878.07 Day 48 No 30.74 31-90 Days E-5 939.51 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6287.81 Day 48 Yes 134.60 <7 Days E-6 6733.75 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7481.70 Day 48 No 65.25 <7 Days E-7 6918.63 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15164.33 Day 48 No 388.57 31-90 Days E-8 14075.09 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10205.46 Day 48 Yes 439.33 7-30 Days E-9 11038.40 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14688.07 Day 48 No 284.32 <7 Days G-4 15289.30 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15946.55 Day 48 No 474.38 31-90 Days IG-3 15776.42 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11249.00 Day 48 Yes 276.74 <7 Days IG-4 10731.01 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8223.91 Day 48 Yes 197.58 31-90 Days IG-5 7591.18 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13072.45 Day 48 Yes 260.50 7-30 Days IG-6 11906.16 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2956.37 Day 48 No 91.29 31-90 Days IG-7 3160.79 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8577.72 Day 48 No 191.17 31-90 Days IG-8 9230.15 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10777.43 Day 48 Yes 54.48 7-30 Days L-1 11367.13 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 5406.72 Day 48 No 21.64 31-90 Days L-10 5104.56 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7186.98 Day 48 No 71.90 <7 Days L-11 6975.84 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11675.27 Day 48 No 52.29 31-90 Days L-2 12514.24 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11904.32 Day 48 Yes 319.22 <7 Days L-3 12546.22 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6161.20 Day 48 No 101.78 <7 Days L-4 5614.21 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1259.53 Day 48 No 21.51 31-90 Days L-5 1297.01 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4209.16 Day 48 Yes 82.26 7-30 Days L-6 4516.65 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 Yes 3238.49 Day 48 No 89.19 <7 Days L-7 3088.77 No T+1 Yes No Trading