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. - Parent Only I.S.3 I.S.3: Dollar Rolls EUR No Day 55 4729378.83 Day 31 Liberty Capital Markets Inc. Equity Trading Other No 5013542.82 Yes Day 32 Secured No 12.97
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls JPY No Day 8 518005.56 68 - 74 Days Liberty Capital Markets Inc. Investment Banking Capital Markets Central Bank Yes 508537.94 Yes Day 56 Secured Yes 48.19
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 24 4871313.30 Day 18 Liberty Mortgage Services Corp. Repo Desk Retail No 4160418.53 Yes Day 1 Secured No 30.35
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY No Day 51 2783970.22 Day 26 Liberty International Finance Ltd. Equity Trading PSE No 2745760.50 No Day 26 Secured No 14.21
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY No Day 50 1103233.57 Day 2 Liberty National Bank Asset Management Services Central Bank No 1054903.91 Yes Day 6 Secured Yes 32.21
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 59 2598388.82 Day 28 Liberty International Finance Ltd. Securities Financing GSE No 2397509.29 Yes 121 - 150 Days Secured Yes 49.03
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 26 4224354.01 Day 59 Liberty Mortgage Services Corp. Repo Desk Financial Market Utility No 4205066.30 Yes Day 53 Secured No 47.64
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 19 413653.57 Day 35 Liberty National Bank Investment Banking Capital Markets Other Supranational No 445723.78 Yes Day 46 Secured Yes 12.18
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls USD No Day 14 4402740.03 Day 57 Liberty Mortgage Services Corp. Repo Desk Non-Financial Corporate Yes 5052179.84 Yes Day 44 Secured Yes 35.12
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 56 1611650.54 Day 24 Liberty International Finance Ltd. Equity Trading Investment Company or Advisor No 1873914.16 No 68 - 74 Days Secured Yes 29.55
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls GBP No Day 40 2302496.46 Day 28 Liberty Financial Group, Inc. Client Services Central Bank No 2507453.67 No Day 39 Secured Yes 1.61
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls JPY No Day 47 497677.00 Day 12 Liberty National Bank Prime Brokerage Central Bank No 476414.21 Yes Day 56 Secured Yes 18.34
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls JPY No Day 51 2055531.88 Day 47 Liberty Mortgage Services Corp. Treasury Operations Pension Fund Yes 2277055.74 No Day 9 Secured Yes 12.66
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 42 1692801.97 180 - 270 Days Liberty International Finance Ltd. Repo Desk Pension Fund Yes 1925003.55 Yes Day 33 Secured No 41.20
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls USD No Day 13 1515759.46 91 - 120 Days Liberty International Finance Ltd. Equity Trading GSE No 1265208.14 Yes Day 39 Secured Yes 44.98
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 58 1877372.89 Day 17 Liberty Mortgage Services Corp. Client Services Small Business No 1730825.59 No Day 55 Secured Yes 7.03
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls GBP Yes 121 - 150 Days 1430566.26 Day 50 Liberty Financial Group, Inc. Repo Desk Investment Company or Advisor No 1448466.40 No Perpetual Secured No 43.52
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls USD No Perpetual 1033336.18 >3 Yr <= 4 Yr Liberty International Finance Ltd. Treasury Operations Broker-Dealer Yes 1214901.33 Yes Day 8 Secured Yes 27.84
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 18 610982.37 Day 22 Liberty Financial Group, Inc. - Parent Only Equity Trading Non-Financial Corporate No 536922.17 Yes Day 37 Secured Yes 2.60
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls CAD No Day 57 1125119.01 68 - 74 Days Liberty Capital Markets Inc. Investment Banking Capital Markets GSE Yes 1331537.96 Yes Day 51 Secured No 39.10
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP No Day 20 934087.93 Open Liberty National Bank Securities Financing Other Supranational Yes 893101.71 Yes Day 34 Secured No 17.15
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls CAD No Day 60 3757262.47 Day 38 Liberty Financial Group, Inc. - Parent Only Client Services Non-Regulated Fund Yes 3821863.66 No Day 12 Secured Yes 1.18
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 39 1073269.57 Day 51 Liberty Financial Group, Inc. Equity Trading Financial Market Utility No 1202380.91 No Day 42 Secured No 0.99
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls EUR No Day 19 319832.12 Day 7 Liberty International Finance Ltd. Securities Financing Debt Issuing SPE No 317524.41 Yes 180 - 270 Days Secured No 17.95
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR No Day 13 3671163.95 Day 52 Liberty National Bank Securities Financing Broker-Dealer No 3158990.32 No Day 60 Secured Yes 8.86