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. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 3 2592509.99 Day 18 Liberty Mortgage Services Corp. Asset Management Services Debt Issuing SPE No 2157967.97 Yes Perpetual Secured No 22.48
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs USD Yes 83 - 90 Days 3487982.96 Day 51 Liberty Financial Group, Inc. - Parent Only Repo Desk Retail Yes 3791467.93 No Day 24 Secured No 33.36
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 31 3471715.83 Day 57 Liberty National Bank Equity Trading Other Supervised Non-Bank Financial Entity Yes 3617120.67 Yes 121 - 150 Days Secured No 13.34
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 1 1295712.52 Day 29 Liberty Financial Group, Inc. Client Services Debt Issuing SPE Yes 1234103.74 No Day 26 Secured No 7.74
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 47 2538467.65 Day 12 Liberty International Finance Ltd. Treasury Operations Non-Regulated Fund No 2491915.01 No Day 50 Secured Yes 23.59
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 36 4481849.83 68 - 74 Days Liberty Financial Group, Inc. Fixed Income Trading Financial Market Utility No 3715103.15 No Day 16 Secured No 26.26
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Day 11 1690999.02 Day 14 Liberty National Bank Fixed Income Trading Non-Financial Corporate Yes 1771763.53 No Day 50 Secured No 9.98
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 28 3502742.52 Day 10 Liberty Financial Group, Inc. Repo Desk MDB No 3707291.46 No Open Secured No 34.31
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY No >2 Yr <= 3 Yr 690148.25 Day 32 Liberty Capital Markets Inc. Treasury Operations Retail Yes 763879.29 Yes Day 12 Secured No 11.68
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 25 1765321.33 Day 31 Liberty Financial Group, Inc. Prime Brokerage Debt Issuing SPE Yes 1562788.97 No Day 17 Secured Yes 23.14
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 39 1700743.31 Open Liberty Capital Markets Inc. Equity Trading Bank Yes 1681021.68 No Day 39 Secured No 12.13
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 41 1274653.34 Day 4 Liberty Capital Markets Inc. Prime Brokerage Retail Yes 1339688.44 No Day 20 Secured No 30.85
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 34 3382871.72 Day 34 Liberty Financial Group, Inc. - Parent Only Prime Brokerage Investment Company or Advisor Yes 3640987.43 No >= 1 Yr <= 2 Yr Secured Yes 38.57
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 24 4876575.64 Day 30 Liberty National Bank Securities Financing Central Bank No 5554364.59 No Day 23 Secured Yes 4.45
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 7 362311.16 Day 24 Liberty Mortgage Services Corp. Treasury Operations Other Supranational Yes 303710.63 Yes Day 56 Secured No 19.82
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs GBP No Day 48 2269078.78 Day 22 Liberty Capital Markets Inc. Repo Desk Sovereign No 1905648.76 Yes Day 5 Secured No 49.79
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 51 4263226.82 Day 57 Liberty Capital Markets Inc. Investment Banking Capital Markets Central Bank Yes 3824470.27 Yes Day 48 Secured Yes 14.09
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 19 799308.16 Day 55 Liberty Financial Group, Inc. Repo Desk Small Business Yes 947198.03 Yes 180 - 270 Days Secured No 3.36
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 41 939342.53 Day 12 Liberty Capital Markets Inc. Investment Banking Capital Markets Sovereign Yes 786059.16 Yes Day 2 Secured No 35.62
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 2 1884885.26 Day 55 Liberty Mortgage Services Corp. Equity Trading Investment Company or Advisor Yes 1874115.35 Yes >2 Yr <= 3 Yr Secured Yes 43.64
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 19 2582693.06 Day 48 Liberty Financial Group, Inc. - Parent Only Securities Financing Retail No 2172659.64 No 83 - 90 Days Secured Yes 10.69
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 41 4945286.62 180 - 270 Days Liberty International Finance Ltd. Client Services Debt Issuing SPE Yes 5351703.07 No Day 7 Secured No 4.19
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 30 2423268.30 Day 15 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Other Supranational No 1988873.54 No Day 29 Secured Yes 19.91
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 21 314574.02 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Parent Only Prime Brokerage Retail No 338108.63 Yes 271 - 364 Days Secured Yes 11.21
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 32 4240383.13 Day 27 Liberty International Finance Ltd. Repo Desk Pension Fund Yes 4701034.38 No Day 1 Secured Yes 12.55