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 5951.92 Day 53 Yes 135.10 <7 Days N-2 6381.21 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6159.06 Day 53 No 229.63 <7 Days N-3 6577.04 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 Yes 11526.54 Day 53 Yes 299.21 31-90 Days N-4 11974.86 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9664.06 Day 53 No 229.86 7-30 Days N-5 9670.84 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9959.60 Day 53 Yes 270.81 7-30 Days N-6 9416.11 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2057.89 Day 53 Yes 15.90 7-30 Days N-7 1950.62 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6373.18 Day 53 No 55.61 <7 Days P-1 6512.94 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13478.23 Day 53 No 182.78 7-30 Days P-2 12305.97 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9632.51 Day 53 No 467.48 <7 Days S-8 9566.96 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14131.52 Day 53 No 394.28 31-90 Days Y-1 15271.20 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13797.95 Day 53 Yes 573.48 31-90 Days Y-2 14386.83 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10792.90 Day 53 No 200.35 7-30 Days Y-3 10669.85 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7215.44 Day 53 Yes 8.47 31-90 Days Y-4 7593.81 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 8984.53 Day 53 Yes 151.86 7-30 Days Z-1 9666.09 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8270.29 Day 53 No 0.78 31-90 Days A-2 8763.43 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13095.69 Day 53 No 225.26 <7 Days A-3 13782.88 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 135.01 Day 53 Yes 5.98 <7 Days A-4 147.89 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 1899.04 Day 53 Yes 44.18 <7 Days A-5 2036.72 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13807.68 Day 53 Yes 98.67 31-90 Days CB-1 12695.25 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6471.34 Day 53 Yes 222.99 7-30 Days CB-2 6224.12 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5677.13 Day 53 Yes 68.84 <7 Days CB-3 6210.26 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15341.57 Day 53 No 140.23 7-30 Days E-1 14676.77 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9483.90 Day 53 Yes 230.47 31-90 Days E-2 9460.11 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7906.46 Day 53 Yes 291.09 7-30 Days G-1 7273.07 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 13894.86 Day 53 No 637.16 31-90 Days G-2 15194.27 No T+0 No Yes Liberty Mortgage Services Corp. Funding