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 15079.37 Day 3 No 192.52 7-30 Days N-2 14693.40 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10426.71 Day 3 No 3.17 7-30 Days N-3 9717.85 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2539.76 Day 3 No 67.96 7-30 Days N-4 2458.87 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3311.04 Day 3 Yes 27.80 7-30 Days N-5 3539.11 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8743.52 Day 3 No 358.37 <7 Days N-6 8195.14 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11230.52 Day 3 Yes 6.73 31-90 Days N-7 10220.11 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15670.85 Day 3 Yes 531.54 <7 Days P-1 15934.39 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16395.68 Day 3 Yes 334.14 <7 Days P-2 15342.01 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6141.71 Day 3 Yes 241.09 31-90 Days S-8 6608.68 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3661.65 Day 3 No 133.62 7-30 Days Y-1 3710.47 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12204.53 Day 3 Yes 438.52 31-90 Days Y-2 11305.29 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11070.57 Day 3 No 55.94 31-90 Days Y-3 10645.57 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12053.58 Day 3 No 302.59 7-30 Days Y-4 12034.84 No T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9197.03 Day 3 Yes 209.14 <7 Days Z-1 10000.21 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13484.89 Day 3 Yes 307.73 31-90 Days A-2 13132.25 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12925.61 Day 3 Yes 506.44 31-90 Days A-3 12280.61 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2984.65 Day 3 No 50.77 31-90 Days A-4 2918.80 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8752.17 Day 3 Yes 66.01 <7 Days A-5 7967.93 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12600.17 Day 3 Yes 383.85 <7 Days CB-1 12657.44 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10717.82 Day 3 No 195.16 31-90 Days CB-2 11317.39 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14556.63 Day 3 Yes 57.87 31-90 Days CB-3 14187.21 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4545.09 Day 3 Yes 151.08 31-90 Days E-1 4738.88 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 796.83 Day 3 Yes 28.28 <7 Days E-2 772.20 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4619.69 Day 3 No 148.52 31-90 Days G-1 4959.12 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13136.48 Day 3 Yes 152.35 7-30 Days G-2 11952.81 No T+0 Yes No Trading