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 12595.00 Day 32 No 441.16 7-30 Days CB-2 11670.80 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10444.19 Day 32 No 520.61 31-90 Days CB-3 11048.37 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3110.81 Day 32 Yes 102.29 <7 Days E-1 2955.29 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 272.16 Day 32 Yes 7.23 <7 Days E-2 261.34 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 333.34 Day 32 No 1.73 31-90 Days G-1 319.71 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9072.94 Day 32 No 146.97 31-90 Days G-2 9797.56 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5180.63 Day 32 Yes 191.16 <7 Days G-3 5099.06 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8618.86 Day 32 No 17.35 7-30 Days IG-1 8403.02 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1174.46 Day 32 Yes 48.64 31-90 Days IG-2 1058.42 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1736.76 Day 32 No 33.30 31-90 Days S-1 1664.70 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15041.54 Day 32 No 565.13 31-90 Days S-2 16107.67 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15122.24 Day 32 Yes 310.78 7-30 Days S-3 14345.74 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11235.92 Day 32 No 230.15 7-30 Days S-4 11926.76 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8384.26 Day 32 No 304.15 31-90 Days S-5 8629.82 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4209.60 Day 32 Yes 174.91 7-30 Days S-6 4287.87 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4201.48 Day 32 No 156.55 7-30 Days S-7 3883.38 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5225.82 Day 33 No 243.36 <7 Days A-0-Q 5087.71 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7033.01 Day 33 No 285.90 7-30 Days A-1-Q 7472.61 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1208.84 Day 33 No 47.20 7-30 Days A-2-Q 1284.58 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 247.94 Day 33 No 3.48 31-90 Days A-3-Q 223.77 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 12783.78 Day 33 Yes 77.24 <7 Days A-4-Q 12546.87 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5671.28 Day 33 Yes 108.02 <7 Days A-5-Q 5873.39 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6649.86 Day 33 No 156.36 <7 Days CB-1-Q 7245.76 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2898.12 Day 33 Yes 7.16 31-90 Days CB-2-Q 2997.58 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 958.43 Day 33 No 12.96 7-30 Days S-1-Q 938.95 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance