Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.4: Collateral Swaps

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.4 I.S.4: Collateral Swaps USD Yes 68 - 74 Days 2085461.48 Day 43 Liberty Financial Group, Inc. Repo Desk Other Supranational Yes 1914049.31 Yes Day 43 Secured No 39.93
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP Yes Day 59 2681355.16 Day 27 Liberty Mortgage Services Corp. Treasury Operations Broker-Dealer No 2898418.07 Yes Day 1 Secured Yes 4.90
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps USD No >4 Yr <= 5 Yr 1201025.24 Day 25 Liberty Capital Markets Inc. Investment Banking Capital Markets GSE No 1035611.01 Yes Day 17 Secured No 47.25
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps USD Yes Day 21 36721.43 Day 23 Liberty Financial Group, Inc. - Parent Only Client Services Non-Financial Corporate No 38945.18 No Day 54 Secured Yes 11.14
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps USD No Day 2 3260140.63 Day 28 Liberty Financial Group, Inc. Prime Brokerage Broker-Dealer Yes 3814564.87 No 121 - 150 Days Secured Yes 9.73
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP Yes Day 49 3274091.76 Day 36 Liberty Financial Group, Inc. Client Services Small Business Yes 3244048.28 Yes 121 - 150 Days Secured No 36.95
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps EUR No Day 29 3427394.80 Perpetual Liberty Financial Group, Inc. Prime Brokerage GSE Yes 4074248.73 Yes Day 19 Secured Yes 22.78
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps USD No Open 177809.99 Day 13 Liberty Capital Markets Inc. Treasury Operations MDB No 179752.92 No Day 43 Secured Yes 17.81
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps CAD Yes Day 55 3270920.87 Day 2 Liberty Capital Markets Inc. Repo Desk Sovereign Yes 3722191.89 Yes Day 47 Secured Yes 41.28
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD No Day 23 3246199.13 Day 11 Liberty Financial Group, Inc. Investment Banking Capital Markets Small Business No 3715139.67 Yes Day 39 Secured Yes 7.16
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 43 2669812.45 Day 4 Liberty Financial Group, Inc. Client Services Other Supervised Non-Bank Financial Entity No 2213767.12 No Day 54 Secured No 49.26
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps EUR No 151 - 179 Days 2174795.69 Day 44 Liberty Capital Markets Inc. Client Services Sovereign No 2527132.75 Yes Day 46 Secured Yes 45.15
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps GBP No Day 14 4223192.68 Day 31 Liberty Financial Group, Inc. - Parent Only Repo Desk Debt Issuing SPE No 4213054.80 No Day 31 Secured Yes 5.58
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps USD No Day 4 144079.52 Perpetual Liberty Capital Markets Inc. Repo Desk Retail Yes 117006.64 No Day 36 Secured No 27.49
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps USD Yes Day 15 4630823.32 Day 24 Liberty National Bank Client Services PSE No 4871126.94 Yes Day 12 Secured No 16.16
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps USD Yes Day 40 3561192.44 Day 23 Liberty Financial Group, Inc. - Parent Only Equity Trading GSE No 3716027.42 Yes 83 - 90 Days Secured No 1.37
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps USD No Day 32 4308325.94 Day 21 Liberty Capital Markets Inc. Fixed Income Trading MDB Yes 4590929.48 No 83 - 90 Days Secured No 10.32
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP No Day 35 4436464.63 Day 23 Liberty International Finance Ltd. Repo Desk Investment Company or Advisor Yes 4366225.44 Yes Day 11 Secured No 9.19
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 22 4085415.26 Day 49 Liberty National Bank Equity Trading Broker-Dealer No 3669412.77 No Day 51 Secured No 1.63
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps USD Yes Day 54 1524668.66 Day 13 Liberty International Finance Ltd. Treasury Operations Financial Market Utility Yes 1580630.20 No Day 39 Secured Yes 39.82
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY Yes Day 18 1400937.22 Day 2 Liberty Capital Markets Inc. Client Services Non-Regulated Fund No 1361698.41 Yes Day 55 Secured Yes 1.65
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps GBP No Day 20 3383047.20 Day 17 Liberty National Bank Client Services Broker-Dealer No 3949563.63 Yes Day 31 Secured No 32.78
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps EUR Yes Day 31 1323543.72 Day 55 Liberty Capital Markets Inc. Fixed Income Trading Other Supranational Yes 1392278.47 No Day 25 Secured Yes 37.45
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps EUR No 83 - 90 Days 434644.23 Day 16 Liberty International Finance Ltd. Equity Trading Sovereign No 498139.14 Yes 151 - 179 Days Secured No 34.89
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps GBP Yes Day 36 970755.53 Day 17 Liberty Financial Group, Inc. - Parent Only Client Services Pension Fund Yes 1095449.59 Yes Day 19 Secured No 16.16