Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.9: Synthetic Customer Longs

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs USD No >4 Yr <= 5 Yr 3763073.35 Day 38 Liberty International Finance Ltd. Securities Financing GSE Yes 3189455.69 No Day 59 Secured No 21.65
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Day 56 1821255.13 Day 14 Liberty International Finance Ltd. Repo Desk PSE Yes 1736871.65 No 91 - 120 Days Secured Yes 10.26
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 9 3989297.40 Day 19 Liberty Capital Markets Inc. Repo Desk Broker-Dealer No 3857398.96 No Day 59 Secured No 42.81
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 35 2291741.79 Day 6 Liberty National Bank Fixed Income Trading PSE No 2148834.67 Yes Day 43 Secured No 35.37
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes >3 Yr <= 4 Yr 470627.75 121 - 150 Days Liberty International Finance Ltd. Prime Brokerage Bank Yes 396129.30 No Day 8 Secured No 15.84
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs USD No >2 Yr <= 3 Yr 600258.33 Day 51 Liberty National Bank Treasury Operations Central Bank Yes 608572.59 Yes Day 6 Secured No 43.06
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs GBP No Day 47 4308690.04 Day 10 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Central Bank No 5116148.41 Yes Day 43 Secured No 32.26
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 25 4043945.29 61 - 67 Days Liberty National Bank Client Services Debt Issuing SPE Yes 4242335.14 No >3 Yr <= 4 Yr Secured Yes 11.07
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 42 2133661.51 Day 21 Liberty Financial Group, Inc. - Parent Only Prime Brokerage Bank No 1826312.83 Yes Day 30 Secured Yes 46.30
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs CAD Yes 271 - 364 Days 2184687.34 Day 4 Liberty Mortgage Services Corp. Client Services Pension Fund No 1956839.55 Yes Day 18 Secured Yes 9.69
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 21 2582943.05 83 - 90 Days Liberty Financial Group, Inc. Equity Trading Small Business No 2864815.36 No Day 57 Secured Yes 25.49
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 3 4582013.67 Day 26 Liberty National Bank Asset Management Services Central Bank No 3748786.11 Yes Day 7 Secured Yes 19.44
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 29 591946.96 Day 34 Liberty Financial Group, Inc. Treasury Operations Non-Financial Corporate No 700720.37 Yes >4 Yr <= 5 Yr Secured No 45.05
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 29 4412446.24 Day 6 Liberty Mortgage Services Corp. Asset Management Services Broker-Dealer No 4532567.65 No Day 1 Secured No 8.99
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 4 1215623.85 Day 33 Liberty Financial Group, Inc. - Parent Only Equity Trading Other Supervised Non-Bank Financial Entity No 1130625.36 Yes Day 8 Secured No 28.66
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 7 1935331.93 Day 48 Liberty Mortgage Services Corp. Asset Management Services Non-Financial Corporate No 1890527.24 Yes Day 46 Secured No 8.91
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 49 772263.81 Day 19 Liberty Financial Group, Inc. - Parent Only Securities Financing Small Business No 711995.44 No Day 5 Secured Yes 44.45
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 40 3256606.04 Day 36 Liberty International Finance Ltd. Client Services MDB Yes 2670224.48 No >4 Yr <= 5 Yr Secured No 2.98
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Day 14 1585580.31 Day 56 Liberty Financial Group, Inc. - Parent Only Client Services PSE No 1507227.60 Yes Day 25 Secured No 33.06
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs GBP No Day 33 4015070.07 Day 15 Liberty Capital Markets Inc. Asset Management Services GSE No 3465816.71 No Day 31 Secured No 5.11
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs USD No Day 20 320735.94 Day 7 Liberty National Bank Fixed Income Trading Non-Regulated Fund Yes 350342.94 Yes Day 13 Secured No 15.44
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs GBP No Day 49 4042237.16 Day 23 Liberty Financial Group, Inc. - Parent Only Asset Management Services Non-Regulated Fund Yes 4681699.44 No Day 10 Secured Yes 4.16
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 45 846031.36 Day 15 Liberty Financial Group, Inc. Client Services Central Bank No 690791.72 Yes Day 29 Secured No 18.51
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 6 3010143.17 Day 19 Liberty Mortgage Services Corp. Repo Desk PSE Yes 2482600.60 No Day 52 Secured Yes 36.38
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes 271 - 364 Days 881888.11 Day 17 Liberty Financial Group, Inc. - Parent Only Equity Trading Pension Fund Yes 795846.84 No Day 43 Secured Yes 22.05