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 Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY No >4 Yr <= 5 Yr 2220808.98 Day 25 Liberty Capital Markets Inc. Fixed Income Trading PSE Yes 1817506.81 Yes Open Secured Yes 39.02
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 4 2512470.38 Perpetual Liberty International Finance Ltd. Client Services Debt Issuing SPE No 2261337.88 Yes Day 35 Secured No 35.91
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 3 1963103.56 Day 50 Liberty Financial Group, Inc. - Parent Only Equity Trading PSE Yes 2278314.96 Yes Day 29 Secured No 45.63
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 35 4577980.56 Day 3 Liberty Financial Group, Inc. - Parent Only Securities Financing Other No 5386229.98 Yes Day 40 Secured No 48.72
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 42 2175664.69 >5 Yr Liberty Mortgage Services Corp. Equity Trading Central Bank Yes 1901864.35 No Day 13 Secured Yes 5.24
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs USD Yes 271 - 364 Days 3749823.50 83 - 90 Days Liberty Financial Group, Inc. Treasury Operations Financial Market Utility Yes 3520268.43 Yes Day 57 Secured No 14.57
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs CAD No 83 - 90 Days 297999.81 Day 5 Liberty International Finance Ltd. Investment Banking Capital Markets Financial Market Utility No 253793.18 No Day 31 Secured Yes 6.18
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs USD No Day 27 8155.02 68 - 74 Days Liberty Financial Group, Inc. Client Services Broker-Dealer Yes 7411.27 No Day 10 Secured Yes 14.29
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 12 1677040.42 Day 59 Liberty Financial Group, Inc. - Parent Only Equity Trading Other Supranational No 1420246.15 No Day 16 Secured Yes 24.78
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 44 2910540.37 Day 15 Liberty Capital Markets Inc. Prime Brokerage MDB Yes 3404237.39 Yes Day 53 Secured Yes 5.11
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs JPY No Perpetual 2864341.16 68 - 74 Days Liberty Financial Group, Inc. - Parent Only Treasury Operations GSE Yes 2901101.04 No Day 22 Secured No 49.56
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs EUR Yes Day 54 4495467.64 180 - 270 Days Liberty Financial Group, Inc. Treasury Operations Investment Company or Advisor No 5010024.52 No >3 Yr <= 4 Yr Secured Yes 42.17
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs CAD No Day 17 3544339.49 Day 22 Liberty International Finance Ltd. Repo Desk Small Business Yes 4195591.12 No Day 48 Secured No 27.29
2025-09-09 Liberty Financial Group, Inc. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 38 1750894.73 Perpetual Liberty Financial Group, Inc. - Parent Only Client Services Other Yes 1689292.51 Yes >5 Yr Secured Yes 35.41
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs USD No 61 - 67 Days 4497161.72 Day 23 Liberty International Finance Ltd. Client Services Small Business No 3659838.71 No Day 58 Secured Yes 11.23
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 54 514151.21 Day 22 Liberty Financial Group, Inc. Treasury Operations PSE No 533500.30 Yes 121 - 150 Days Secured Yes 22.30
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs GBP Yes Day 53 2765448.10 Day 7 Liberty International Finance Ltd. Investment Banking Capital Markets GSE Yes 2373638.11 Yes 180 - 270 Days Secured No 32.65
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 25 3493973.93 Day 40 Liberty Mortgage Services Corp. Securities Financing Other Supranational No 3497270.05 Yes 75 - 82 Days Secured No 18.22
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 28 2929493.33 Perpetual Liberty Financial Group, Inc. - Parent Only Asset Management Services Small Business No 3376508.35 No 61 - 67 Days Secured No 6.46
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs USD Yes Day 37 3268098.62 Day 54 Liberty Mortgage Services Corp. Equity Trading Other Supervised Non-Bank Financial Entity No 2883704.84 Yes 61 - 67 Days Secured No 24.11
2025-09-09 Liberty International Finance Ltd. I.S.9 I.S.9: Synthetic Customer Longs USD No Day 40 1824781.65 >2 Yr <= 3 Yr Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Non-Regulated Fund No 1842185.99 No Day 14 Secured Yes 38.17
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.9 I.S.9: Synthetic Customer Longs CAD Yes Day 2 2160275.32 Day 16 Liberty National Bank Fixed Income Trading Sovereign Yes 2295752.76 No Day 6 Secured Yes 6.72
2025-09-09 Liberty Capital Markets Inc. I.S.9 I.S.9: Synthetic Customer Longs JPY Yes Day 45 615956.70 Day 44 Liberty Capital Markets Inc. Fixed Income Trading Central Bank No 566517.39 No Day 51 Secured No 20.58
2025-09-09 Liberty National Bank I.S.9 I.S.9: Synthetic Customer Longs EUR No Day 11 954925.77 Day 33 Liberty Mortgage Services Corp. Securities Financing Sovereign Yes 930127.42 No Day 11 Secured Yes 29.29
2025-09-09 Liberty Mortgage Services Corp. I.S.9 I.S.9: Synthetic Customer Longs JPY No Day 27 3590002.12 Day 48 Liberty International Finance Ltd. Treasury Operations Investment Company or Advisor No 3423256.43 Yes Day 42 Secured Yes 20.20