Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.3: Dollar Rolls

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Financial Market Utility No 5165332280.11 61 - 67 Days No 1986304923.89 7-30 Days Agency MBS 1520898564.88 No T+1 Yes No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 821849177.28 68 - 74 Days No 1609685010.85 31-90 Days Corporate Bonds 2594735261.44 No T+0 No No IntS-1778 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Small Business Yes 2795510762.65 Day 42 Yes 710299291.23 <7 Days Equities 6365767077.51 No T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other No 3026969668.96 Day 57 Yes 341765436.37 7-30 Days Agency MBS 554755289.70 No T+1 Yes No Funding
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Small Business Yes 6140275560.23 Day 22 No 78050961.15 7-30 Days Treasuries 4397560508.64 No T+1 No Yes IntS-3209 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing MDB No 5579648674.43 61 - 67 Days Yes 1945779270.57 <7 Days Equities 2285307092.61 No T+2 Yes Yes IntS-3444 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing MDB No 2146851169.54 Day 10 Yes 91179367.59 31-90 Days Mortgage-Backed Securities 72949636.08 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Central Bank No 4505042736.65 Day 14 No 525406313.56 <7 Days Corporate Bonds 1950849472.89 No T+1 Yes No IntS-3369 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Small Business Yes 5556515752.97 Day 16 Yes 1902339391.42 7-30 Days Equities 1728534705.16 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Supranational Yes 1187494132.93 Day 33 Yes 866387152.54 31-90 Days Mortgage-Backed Securities 3976785731.03 No T+2 Yes Yes IntS-7544 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing GSE No 6069020815.53 Day 18 Yes 1762476136.07 7-30 Days Equities 5056358570.20 No T+2 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other No 1793021568.00 Day 52 Yes 66943061.97 31-90 Days Corporate Bonds 446189955.25 No T+1 No Yes IntS-4325 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 7082926857.11 180 - 270 Days Yes 1306807615.12 31-90 Days Corporate Bonds 4767389696.26 Yes T+1 No No IntS-8228 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Sovereign No 1596704961.86 Day 34 Yes 420755092.60 <7 Days Treasuries 4750692804.91 No T+0 No Yes IntS-8612 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other No 3273357909.68 61 - 67 Days No 777441813.84 <7 Days Treasuries 1149370795.81 No T+1 Yes Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 2154735140.39 Day 2 No 394854501.69 <7 Days Corporate Bonds 1752451905.17 Yes T+0 Yes No IntS-3150 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing PSE Yes 5758311896.75 151 - 179 Days No 662025833.23 7-30 Days Corporate Bonds 3818254066.44 No T+1 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor Yes 1163368632.86 Day 37 Yes 1810112669.76 <7 Days Equities 4061544365.42 Yes T+1 No No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing GSE Yes 6725569085.40 Day 39 Yes 399779081.75 31-90 Days Treasuries 845379360.65 No T+2 No Yes IntS-7846 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund Yes 7181912615.51 Day 26 No 1662869848.62 31-90 Days Agency MBS 6295349384.26 No T+2 No No IntS-3892 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Pension Fund Yes 4239372990.22 >2 Yr <= 3 Yr Yes 1528982261.03 7-30 Days Equities 6408402923.93 Yes T+2 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 4486771927.92 151 - 179 Days No 915164573.67 <7 Days Agency MBS 3526232845.86 No T+1 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing MDB Yes 385067598.24 Day 23 No 1348483966.88 <7 Days Equities 6119523317.27 No T+2 No Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 1564209561.08 Day 51 Yes 421135865.21 7-30 Days Corporate Bonds 4845378198.59 No T+2 Yes No IntS-1458 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Yes 4357396154.81 68 - 74 Days Yes 428268222.57 31-90 Days Agency MBS 4746998055.59 Yes T+0 No No IntS-1336 Securities Finance