Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.3: Dollar Rolls

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.3 I.S.3: Dollar Rolls JPY Yes Day 48 3904932.61 121 - 150 Days Liberty Financial Group, Inc. - Parent Only Client Services Sovereign Yes 3610494.89 Yes 91 - 120 Days Secured Yes 21.51
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls USD Yes Day 26 1826147.89 Day 58 Liberty Financial Group, Inc. - Parent Only Treasury Operations Non-Regulated Fund Yes 2174113.44 Yes >5 Yr Secured Yes 45.65
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD Yes Day 21 1554367.32 Day 43 Liberty Mortgage Services Corp. Fixed Income Trading Other Supervised Non-Bank Financial Entity Yes 1604236.24 No 83 - 90 Days Secured Yes 37.82
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 26 1953099.51 Day 41 Liberty National Bank Investment Banking Capital Markets Broker-Dealer No 1743902.09 No 75 - 82 Days Secured Yes 33.48
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 1 3783577.01 Day 40 Liberty Financial Group, Inc. Securities Financing Sovereign No 3377453.04 No 121 - 150 Days Secured No 40.07
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls JPY No 75 - 82 Days 1122553.79 Day 50 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Pension Fund Yes 949621.55 No Day 18 Secured No 15.46
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP No 83 - 90 Days 88859.71 83 - 90 Days Liberty Financial Group, Inc. Repo Desk Bank Yes 93014.13 No Day 17 Secured Yes 15.04
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY No Day 29 717178.02 Perpetual Liberty Financial Group, Inc. - Parent Only Securities Financing Broker-Dealer No 587188.46 No Day 5 Secured Yes 15.49
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 13 535587.99 Day 31 Liberty Mortgage Services Corp. Investment Banking Capital Markets Small Business No 465683.53 Yes Day 17 Secured No 31.07
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls CAD No Day 47 692522.43 Day 7 Liberty Mortgage Services Corp. Securities Financing Other Supervised Non-Bank Financial Entity No 601392.10 No Day 14 Secured No 12.16
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP Yes Perpetual 4799450.20 Day 36 Liberty International Finance Ltd. Asset Management Services Other Supranational Yes 4556401.63 No Day 52 Secured Yes 26.98
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY No 61 - 67 Days 2019804.94 Day 52 Liberty Financial Group, Inc. Client Services Small Business Yes 2058783.82 Yes 91 - 120 Days Secured Yes 41.72
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls USD No Day 41 3024554.70 >4 Yr <= 5 Yr Liberty International Finance Ltd. Client Services Sovereign No 2782197.16 Yes Day 20 Secured No 6.62
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 50 3645238.39 Day 34 Liberty International Finance Ltd. Repo Desk Investment Company or Advisor No 3228593.19 No Day 15 Secured Yes 26.73
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP No Day 5 1214064.29 Day 37 Liberty International Finance Ltd. Client Services Broker-Dealer No 1033969.48 Yes Day 13 Secured No 41.81
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP No Day 39 3783339.42 Day 33 Liberty Financial Group, Inc. Treasury Operations Financial Market Utility Yes 3860423.71 Yes Day 20 Secured No 47.00
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP No Day 33 2896091.93 Day 48 Liberty International Finance Ltd. Client Services Other Supranational No 2841271.33 No Day 36 Secured No 9.46
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls CAD Yes Day 55 801845.81 Day 30 Liberty Capital Markets Inc. Repo Desk PSE No 904527.28 Yes Day 16 Secured Yes 22.51
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls USD Yes Day 13 218860.77 Day 21 Liberty Capital Markets Inc. Fixed Income Trading GSE Yes 246363.43 No 91 - 120 Days Secured No 1.83
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls CAD No Day 23 4421655.75 >5 Yr Liberty International Finance Ltd. Investment Banking Capital Markets Sovereign No 4406356.13 Yes Day 2 Secured Yes 37.20
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 57 820787.83 Day 19 Liberty Financial Group, Inc. - Parent Only Securities Financing Central Bank No 750619.18 No >4 Yr <= 5 Yr Secured No 31.97
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR No Day 51 2824110.87 Day 22 Liberty Financial Group, Inc. - Parent Only Treasury Operations GSE Yes 3364939.17 No Day 23 Secured No 8.35
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP No Day 47 3205323.77 Day 18 Liberty National Bank Repo Desk Debt Issuing SPE Yes 3368811.34 No >3 Yr <= 4 Yr Secured Yes 3.36
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 54 2844675.26 Open Liberty Financial Group, Inc. - Parent Only Client Services Small Business No 3218878.49 Yes Day 15 Secured No 34.28
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 28 4005137.93 Day 13 Liberty Capital Markets Inc. Investment Banking Capital Markets Non-Regulated Fund No 4695550.77 No Day 16 Secured Yes 33.70