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 12551.58 Day 56 No 47.27 7-30 Days IG-6 12337.08 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14959.89 Day 56 No 214.11 31-90 Days IG-7 16092.10 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 1927.75 Day 56 Yes 32.84 <7 Days IG-8 1849.36 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5843.82 Day 56 No 43.94 <7 Days L-1 5638.63 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13805.00 Day 56 No 197.86 7-30 Days L-10 15167.18 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4925.64 Day 56 No 62.87 7-30 Days L-11 5327.89 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13824.98 Day 56 Yes 34.01 31-90 Days L-2 15017.29 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14585.44 Day 56 Yes 128.74 31-90 Days L-3 14019.45 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2123.87 Day 56 Yes 63.20 7-30 Days L-4 2165.43 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10006.91 Day 56 Yes 474.28 7-30 Days L-5 10386.75 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13426.91 Day 56 No 479.65 31-90 Days L-6 14380.49 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8748.77 Day 56 No 50.34 31-90 Days L-7 9414.22 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 696.50 Day 56 No 15.81 31-90 Days L-8 758.64 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13143.83 Day 56 Yes 469.74 31-90 Days L-9 12708.37 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13621.52 Day 56 Yes 674.69 7-30 Days LC-1 12479.54 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3240.08 Day 56 Yes 114.28 <7 Days LC-2 3411.02 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2450.71 Day 56 No 105.14 <7 Days N-1 2209.58 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10902.76 Day 56 No 432.07 <7 Days N-2 10924.79 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16553.14 Day 56 Yes 31.54 <7 Days N-3 18119.02 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3459.49 Day 56 No 127.36 <7 Days N-4 3620.70 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2163.52 Day 56 No 60.42 31-90 Days N-5 2182.03 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10633.23 Day 56 Yes 308.65 31-90 Days N-6 10120.22 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12285.62 Day 56 Yes 539.42 7-30 Days N-7 13442.56 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3783.49 Day 56 No 141.53 <7 Days P-1 4076.07 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16993.83 Day 56 Yes 533.35 <7 Days P-2 15630.63 No T+1 No Yes Liberty National Bank Trading