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 Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs CAD No 68 - 74 Days 2354390.18 Day 56 Liberty Financial Group, Inc. - Parent Only Treasury Operations Other Supervised Non-Bank Financial Entity Yes 2648170.23 Yes Day 30 Secured No 40.53
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 21 3348881.87 83 - 90 Days Liberty Financial Group, Inc. Fixed Income Trading Non-Financial Corporate No 2759260.66 No Day 33 Secured No 2.29
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 21 3074348.89 Day 10 Liberty Mortgage Services Corp. Investment Banking Capital Markets Bank Yes 3171509.32 No Day 50 Secured Yes 24.21
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 50 4988669.74 Day 49 Liberty Capital Markets Inc. Prime Brokerage Other Supranational Yes 5590005.00 No Day 24 Secured Yes 9.15
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 12 2577955.09 Day 21 Liberty National Bank Repo Desk Central Bank No 2933688.49 Yes Day 43 Secured Yes 5.60
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 12 4945372.02 151 - 179 Days Liberty Financial Group, Inc. - Parent Only Prime Brokerage Central Bank Yes 5022026.53 Yes 91 - 120 Days Secured Yes 3.79
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Open 2409750.70 Day 47 Liberty Capital Markets Inc. Investment Banking Capital Markets Sovereign Yes 2675238.84 Yes Day 16 Secured Yes 4.50
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 37 316387.81 83 - 90 Days Liberty Financial Group, Inc. Securities Financing MDB Yes 257127.21 Yes Day 35 Secured No 41.24
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 12 2326295.15 Day 41 Liberty Mortgage Services Corp. Repo Desk Other Yes 1909445.93 Yes >5 Yr Secured No 9.89
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 50 4688295.70 Perpetual Liberty Financial Group, Inc. Prime Brokerage Sovereign Yes 3884821.87 Yes Day 38 Secured No 28.32
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR No >4 Yr <= 5 Yr 4700743.14 Day 13 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Non-Financial Corporate No 4365979.25 No Day 24 Secured Yes 40.87
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 38 1788530.17 Day 35 Liberty Mortgage Services Corp. Equity Trading Financial Market Utility No 1513305.79 No 83 - 90 Days Secured No 35.58
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 19 3576938.02 61 - 67 Days Liberty Financial Group, Inc. - Parent Only Securities Financing Small Business Yes 2959068.23 No Day 26 Secured Yes 47.04
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 2 216799.98 Day 47 Liberty Capital Markets Inc. Prime Brokerage Financial Market Utility Yes 200362.94 No >5 Yr Secured Yes 46.89
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR No >4 Yr <= 5 Yr 1764144.86 >3 Yr <= 4 Yr Liberty National Bank Fixed Income Trading Sovereign Yes 1730986.20 Yes Day 38 Secured Yes 21.50
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 48 471172.09 Day 35 Liberty National Bank Asset Management Services Other Supervised Non-Bank Financial Entity Yes 419435.50 Yes Day 53 Secured Yes 2.26
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 24 4354728.22 Day 46 Liberty Capital Markets Inc. Fixed Income Trading Other Yes 3541393.20 Yes Day 38 Secured No 6.62
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs GBP No Day 13 3264647.67 Day 38 Liberty International Finance Ltd. Securities Financing Small Business Yes 3338517.58 Yes Day 14 Secured No 29.64
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 45 3630857.85 Day 31 Liberty Financial Group, Inc. Treasury Operations Broker-Dealer No 3528095.80 No Day 29 Secured Yes 8.89
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 34 1494392.05 Day 4 Liberty Mortgage Services Corp. Prime Brokerage Bank No 1615937.90 Yes Open Secured No 13.87
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 29 4894784.46 Day 4 Liberty International Finance Ltd. Securities Financing Financial Market Utility Yes 5295434.65 No Day 14 Secured Yes 41.19
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Open 4611988.87 Day 22 Liberty National Bank Repo Desk Other Yes 3935109.36 No Day 8 Secured Yes 34.72
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 50 4432047.55 91 - 120 Days Liberty Financial Group, Inc. Fixed Income Trading PSE Yes 4048234.94 No Day 4 Secured No 23.36
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs USD No Day 34 3290912.00 Day 36 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Retail No 3919013.01 Yes Day 31 Secured No 16.00
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 5 4096262.58 Day 18 Liberty International Finance Ltd. Asset Management Services Retail Yes 3886030.62 Yes Day 53 Secured No 15.03