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 Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps JPY No Perpetual 774792.37 Day 5 Liberty Capital Markets Inc. Treasury Operations Broker-Dealer No 873314.63 No 121 - 150 Days Secured No 41.48
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 7280.58 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty International Finance Ltd. Retail 58255.55 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Mortgage Services Corp. Retail 37331.11 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 56325.06 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Wealth Management LLC Retail 60067.99 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Capital Markets Inc. Retail 70652.96 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Capital Markets Inc. Retail 11311.96 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty International Finance Ltd. Retail 64763.20 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 3248.49 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Capital Markets Inc. Retail 73808.18 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 20225.24 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty International Finance Ltd. Retail 82526.19 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 83355.85 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 78384.26 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 55433.54 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 82447.31 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 51305.54 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Mortgage Services Corp. Retail 81245.13 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Mortgage Services Corp. Retail 23822.32 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 3985.27 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty International Finance Ltd. Retail 66802.37 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Retail 82554.55 No None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty Wealth Management LLC Retail 64301.51 Yes None
2025-10-09 Liberty National Bank I.S.4 Collateral Swaps USD Open None Liberty International Finance Ltd. Retail 52114.18 Yes None