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 840.74 Open No 29.64 31-90 Days L-5 886.47 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2711.99 Open No 91.34 31-90 Days L-6 2678.51 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1013.25 Open No 49.63 31-90 Days L-7 924.12 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11434.16 Open Yes 70.52 <7 Days L-8 10737.73 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7435.06 Open No 75.75 <7 Days L-9 6974.31 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4253.90 Open No 18.55 7-30 Days LC-1 4095.85 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7653.10 Open Yes 95.76 7-30 Days LC-2 6958.72 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7544.94 Open Yes 250.72 7-30 Days N-1 7380.80 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11527.53 Open No 13.16 7-30 Days N-2 12353.36 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10409.98 Open Yes 518.14 7-30 Days N-3 10449.62 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15832.32 Open Yes 637.30 7-30 Days N-4 17328.27 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3452.38 Open Yes 53.32 31-90 Days N-5 3684.08 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6419.22 Open Yes 255.74 31-90 Days N-6 5811.87 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9606.03 Open Yes 131.92 7-30 Days N-7 9334.35 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10387.95 Open No 186.45 31-90 Days P-1 10433.93 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 751.05 Open No 26.64 31-90 Days P-2 740.86 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8651.70 Open Yes 360.67 7-30 Days S-8 8277.03 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9936.56 Open No 125.45 31-90 Days Y-1 10231.53 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11624.40 Open No 378.75 31-90 Days Y-2 11177.42 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1507.24 Open Yes 54.04 31-90 Days Y-3 1508.71 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10835.62 Open Yes 313.13 7-30 Days Y-4 10303.26 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2378.35 Open Yes 18.40 7-30 Days Z-1 2581.61 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10572.30 Open No 454.72 31-90 Days A-2 9818.09 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1828.87 Open Yes 70.17 7-30 Days A-3 1957.30 Yes 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 2178.81 Open Yes 15.45 <7 Days A-4 2137.98 Yes T+2 No No Funding