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 International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY No Day 16 3308435.43 Day 29 Liberty National Bank Client Services Retail Yes 2925786.28 Yes 75 - 82 Days Secured No 15.24
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP No Day 41 17172.76 Day 58 Liberty National Bank Equity Trading Other Supranational Yes 18871.28 No 68 - 74 Days Secured No 2.01
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR No Day 59 4611715.98 Day 31 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Investment Company or Advisor No 5187575.68 No 180 - 270 Days Secured Yes 16.17
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 22 265756.24 Day 15 Liberty International Finance Ltd. Treasury Operations Other Supranational Yes 281215.69 Yes 121 - 150 Days Secured No 33.58
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 38 126224.28 Day 47 Liberty International Finance Ltd. Securities Financing Debt Issuing SPE No 111101.44 Yes Day 42 Secured No 41.08
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD Yes >4 Yr <= 5 Yr 4896116.80 Day 39 Liberty Financial Group, Inc. Prime Brokerage Non-Financial Corporate Yes 4033495.88 No Day 29 Secured No 32.97
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 4 1742128.15 Day 4 Liberty Financial Group, Inc. Repo Desk Other Supervised Non-Bank Financial Entity No 1840474.26 No Day 60 Secured No 38.49
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD Yes Day 39 2938098.70 Day 13 Liberty Financial Group, Inc. Fixed Income Trading Financial Market Utility Yes 3475446.08 Yes >2 Yr <= 3 Yr Secured No 44.66
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 32 3410042.10 Day 37 Liberty Capital Markets Inc. Prime Brokerage Small Business Yes 3028483.20 No Day 37 Secured Yes 31.96
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 54 2695145.78 91 - 120 Days Liberty Financial Group, Inc. Asset Management Services Other Supervised Non-Bank Financial Entity No 2277161.25 No Day 31 Secured Yes 36.38
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls JPY Yes Day 11 3597626.40 Day 13 Liberty Capital Markets Inc. Client Services MDB Yes 3756036.86 No >= 1 Yr <= 2 Yr Secured Yes 32.08
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 49 1772880.74 Day 57 Liberty Mortgage Services Corp. Fixed Income Trading Other Supranational Yes 1678602.68 No Day 45 Secured No 44.58
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls JPY Yes 91 - 120 Days 1499250.13 Day 51 Liberty Capital Markets Inc. Fixed Income Trading Bank No 1270002.05 No Day 8 Secured No 11.84
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY Yes Day 5 4847365.55 Day 18 Liberty Capital Markets Inc. Fixed Income Trading Other Supranational Yes 4399796.23 No Day 48 Secured No 14.47
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR No >2 Yr <= 3 Yr 3995781.62 Day 49 Liberty Financial Group, Inc. Fixed Income Trading Non-Financial Corporate No 4582593.59 Yes Day 58 Secured Yes 35.67
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 48 2122296.81 75 - 82 Days Liberty Mortgage Services Corp. Securities Financing Financial Market Utility Yes 2092934.42 Yes Day 24 Secured Yes 48.44
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY No Day 10 507566.40 Day 52 Liberty International Finance Ltd. Prime Brokerage Other Supranational No 564761.00 Yes >4 Yr <= 5 Yr Secured Yes 43.00
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 31 62082.38 Day 48 Liberty Mortgage Services Corp. Investment Banking Capital Markets Pension Fund Yes 69555.07 No Day 31 Secured Yes 29.80
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 36 2872882.92 Day 35 Liberty Capital Markets Inc. Repo Desk Investment Company or Advisor Yes 3159866.94 Yes Day 21 Secured No 1.23
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 52 4034367.91 Day 6 Liberty International Finance Ltd. Asset Management Services Financial Market Utility Yes 4188648.02 Yes Day 28 Secured Yes 1.91
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 54 2156683.03 Day 5 Liberty Mortgage Services Corp. Fixed Income Trading Investment Company or Advisor No 1995550.44 No Day 39 Secured No 7.54
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP No Day 11 4385351.97 Day 14 Liberty National Bank Equity Trading Other Supranational No 3572079.05 No Day 40 Secured No 46.22
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls EUR No Day 21 647260.76 151 - 179 Days Liberty Financial Group, Inc. - Parent Only Asset Management Services GSE Yes 630881.32 Yes Day 42 Secured No 22.52
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 52 4206652.54 Day 9 Liberty International Finance Ltd. Asset Management Services Financial Market Utility No 3659149.82 No Day 33 Secured Yes 48.12
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 16 4061217.36 Day 58 Liberty International Finance Ltd. Fixed Income Trading Investment Company or Advisor No 4267398.43 Yes Day 60 Secured Yes 0.72