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 National Bank I.S.4 I.S.4: Collateral Swaps CAD No Day 43 2803985.30 Day 8 Liberty National Bank Client Services Sovereign Yes 3126810.77 No Day 22 Secured Yes 37.45
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps USD Yes 180 - 270 Days 1009290.37 Day 10 Liberty Financial Group, Inc. Fixed Income Trading GSE No 903963.66 No Day 30 Secured Yes 28.84
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY Yes Day 45 1660723.57 Day 24 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Investment Company or Advisor No 1654753.18 Yes Day 36 Secured Yes 40.55
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps USD No Day 11 4004731.07 Day 48 Liberty Financial Group, Inc. Prime Brokerage MDB No 4169189.78 Yes Day 48 Secured Yes 15.90
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY No Day 9 4248973.98 91 - 120 Days Liberty Capital Markets Inc. Client Services Financial Market Utility No 4854192.77 No >2 Yr <= 3 Yr Secured Yes 3.38
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps CAD No 75 - 82 Days 2267718.02 Day 15 Liberty National Bank Prime Brokerage Investment Company or Advisor Yes 2572198.87 No Day 39 Secured No 13.24
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps JPY No Day 45 4481368.03 Day 11 Liberty Capital Markets Inc. Securities Financing Central Bank Yes 4257125.76 Yes Day 32 Secured Yes 14.21
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 29 2278769.97 Perpetual Liberty Financial Group, Inc. Securities Financing Non-Financial Corporate No 2070008.86 Yes Day 20 Secured No 6.39
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 10 3245167.15 Day 54 Liberty Mortgage Services Corp. Securities Financing Central Bank No 3566452.64 Yes Day 14 Secured Yes 32.60
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps GBP No Day 47 2971383.85 Day 4 Liberty Financial Group, Inc. - Parent Only Repo Desk Sovereign Yes 2759811.44 Yes Day 53 Secured No 29.55
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP No Day 30 3485194.68 Day 46 Liberty Mortgage Services Corp. Client Services Broker-Dealer No 3107176.39 No Day 40 Secured Yes 1.89
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP No Day 2 4846291.17 61 - 67 Days Liberty Financial Group, Inc. Repo Desk Non-Financial Corporate No 5763508.50 Yes Day 29 Secured No 30.62
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps JPY Yes 91 - 120 Days 443571.67 Day 34 Liberty Mortgage Services Corp. Investment Banking Capital Markets Small Business No 410767.43 Yes Day 2 Secured Yes 17.16
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps EUR No Day 14 4070842.29 Day 26 Liberty Financial Group, Inc. Repo Desk Debt Issuing SPE Yes 4850926.50 Yes >5 Yr Secured Yes 7.00
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP No Day 54 4428690.32 Day 43 Liberty Financial Group, Inc. Securities Financing Sovereign No 4447504.38 No Day 30 Secured Yes 32.28
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps EUR No Day 42 2976166.26 Day 4 Liberty Capital Markets Inc. Asset Management Services Bank No 3285619.69 Yes Day 6 Secured No 12.68
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps CAD No >5 Yr 1327674.60 Day 55 Liberty Capital Markets Inc. Repo Desk Retail Yes 1535624.52 Yes Day 27 Secured No 25.36
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps JPY No Day 40 81500.68 Day 21 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Non-Financial Corporate No 67093.93 No Day 15 Secured No 44.80
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps EUR Yes >3 Yr <= 4 Yr 2736123.54 Day 16 Liberty National Bank Securities Financing Bank No 3210116.34 Yes Day 21 Secured Yes 50.00
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD No Day 54 1075091.47 >3 Yr <= 4 Yr Liberty Financial Group, Inc. Repo Desk Non-Financial Corporate No 970256.28 Yes 271 - 364 Days Secured Yes 4.67
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps JPY Yes 121 - 150 Days 864681.78 151 - 179 Days Liberty Capital Markets Inc. Securities Financing Debt Issuing SPE Yes 995599.92 No Day 34 Secured Yes 34.07
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps USD No Day 55 4159807.26 Day 53 Liberty National Bank Client Services Broker-Dealer Yes 3333943.50 Yes Day 19 Secured No 0.78
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps CAD No Day 7 1005094.13 Day 48 Liberty Financial Group, Inc. Asset Management Services PSE Yes 1179248.56 Yes Day 32 Secured No 14.44
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps EUR No 121 - 150 Days 4100036.53 68 - 74 Days Liberty Mortgage Services Corp. Securities Financing Other Supervised Non-Bank Financial Entity No 4177447.92 No Day 25 Secured No 15.43
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP No Day 24 4281090.48 151 - 179 Days Liberty International Finance Ltd. Investment Banking Capital Markets Broker-Dealer No 4173884.92 No Day 23 Secured No 37.01