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 10559.44 Day 18 Yes 314.42 <7 Days L-3 10177.76 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 987.40 Day 18 Yes 22.98 31-90 Days L-4 1079.45 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6795.93 Day 18 Yes 264.79 <7 Days L-5 6354.75 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15390.06 Day 18 No 45.92 7-30 Days L-6 14414.33 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 493.24 Day 18 Yes 11.68 7-30 Days L-7 539.86 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9619.09 Day 18 Yes 305.18 <7 Days L-8 10493.40 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 33.26 Day 18 Yes 1.55 <7 Days L-9 35.51 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14329.69 Day 18 No 454.96 <7 Days LC-1 14599.54 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16029.75 Day 18 No 370.05 7-30 Days LC-2 15700.20 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14600.63 Day 18 No 55.09 <7 Days N-1 13402.98 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16066.74 Day 18 No 152.19 31-90 Days N-2 14555.81 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14915.65 Day 18 No 365.76 31-90 Days N-3 15240.91 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16067.83 Day 18 Yes 53.42 <7 Days N-4 16119.59 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13062.10 Day 18 No 409.69 7-30 Days N-5 12577.02 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9702.90 Day 18 No 368.23 <7 Days N-6 9874.95 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 802.40 Day 18 No 18.99 31-90 Days N-7 815.83 No T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13187.58 Day 18 No 270.58 31-90 Days P-1 12690.62 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16427.87 Day 18 Yes 256.63 <7 Days P-2 17825.45 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14613.85 Day 18 Yes 287.13 <7 Days S-8 14311.87 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12438.03 Day 18 Yes 468.30 <7 Days Y-1 12639.25 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15498.53 Day 18 No 82.05 7-30 Days Y-2 14812.73 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9926.81 Day 18 No 184.50 31-90 Days Y-3 9275.46 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8163.54 Day 18 Yes 72.23 <7 Days Y-4 7571.89 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2839.69 Day 18 Yes 137.34 7-30 Days Z-1 2894.72 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11957.16 Day 18 No 358.87 7-30 Days A-2 12054.49 Yes T+2 No Yes Liberty Wealth Management LLC Funding