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 14275.67 Day 27 Yes 420.76 7-30 Days L-2 15482.74 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2916.01 Day 27 No 69.49 7-30 Days L-3 2769.85 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15841.54 Day 27 Yes 694.45 7-30 Days L-4 14524.21 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1865.23 Day 27 No 25.91 31-90 Days L-5 1728.85 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3856.44 Day 27 No 177.24 7-30 Days L-6 3569.45 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10654.54 Day 27 No 161.77 <7 Days L-7 10174.77 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9985.29 Day 27 Yes 161.37 7-30 Days L-8 9638.88 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10793.26 Day 27 Yes 481.71 <7 Days L-9 9996.96 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13896.94 Day 27 No 88.64 31-90 Days LC-1 14260.13 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13197.21 Day 27 Yes 224.77 31-90 Days LC-2 13117.14 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15510.85 Day 27 No 648.54 7-30 Days N-1 16837.62 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4807.65 Day 27 No 52.99 7-30 Days N-2 4960.78 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8994.67 Day 27 No 300.39 <7 Days N-3 8910.70 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 7257.71 Day 27 Yes 339.19 7-30 Days N-4 7903.62 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12394.80 Day 27 Yes 343.22 7-30 Days N-5 12129.08 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13552.03 Day 27 Yes 42.20 7-30 Days N-6 14462.45 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7154.09 Day 27 Yes 276.89 <7 Days N-7 6770.40 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1241.36 Day 27 No 44.67 <7 Days P-1 1128.47 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 3561.17 Day 27 Yes 164.67 31-90 Days P-2 3667.13 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 115.51 Day 27 No 4.83 7-30 Days S-8 118.28 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11435.24 Day 27 No 561.95 <7 Days Y-1 12547.67 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15008.27 Day 27 Yes 400.53 7-30 Days Y-2 15500.85 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 314.47 Day 27 Yes 5.80 <7 Days Y-3 315.65 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12756.27 Day 27 Yes 488.87 7-30 Days Y-4 13723.82 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13064.62 Day 27 No 122.45 31-90 Days Z-1 12164.90 No T+0 No Yes Liberty Capital Markets Inc. Trading