Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

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 National Bank O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 5179712753.73 61 - 67 Days No 34972914.21 7-30 Days Equities 3866440989.71 Yes T+2 No Yes IntS-2773 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange GSE Yes 8970353425.29 151 - 179 Days No 1608317991.63 7-30 Days Mortgage-Backed Securities 3769378400.16 No T+0 Yes No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 2003306404.20 Day 23 No 417826756.15 <7 Days Equities 5002188897.81 Yes T+1 No Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Retail No 4212129909.97 Day 24 Yes 992538539.79 7-30 Days Treasuries 1618403394.12 No T+2 No Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 2247719281.25 Day 38 No 635695284.20 31-90 Days Treasuries 590302693.51 No T+0 No Yes IntS-9110 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Other Yes 2790597372.50 Day 48 No 1235180473.86 <7 Days Corporate Bonds 2290852438.75 No T+0 Yes No IntS-7405 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Yes 5511477495.88 Day 50 Yes 867568153.36 <7 Days Mortgage-Backed Securities 443530178.90 Yes T+2 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 1442005313.99 >2 Yr <= 3 Yr Yes 360987444.64 7-30 Days Agency MBS 192062242.24 Yes T+2 Yes No IntS-1335 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Retail No 6580336561.60 Day 47 Yes 708054604.92 <7 Days Mortgage-Backed Securities 5455633300.88 Yes T+0 Yes Yes IntS-9626 Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Retail Yes 4325267802.99 Day 22 No 467765182.18 7-30 Days Agency MBS 991405934.98 No T+1 No Yes Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 7233592826.28 Day 14 No 1833322791.93 <7 Days Equities 3123973950.81 No T+2 No No IntS-5606 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Central Bank No 3673906592.57 68 - 74 Days Yes 370091281.32 7-30 Days Treasuries 5787011133.33 Yes T+0 Yes Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Small Business No 6576298409.21 Day 33 No 1721053679.85 7-30 Days Agency MBS 1378493358.24 No T+1 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 8918266758.46 Day 17 Yes 1896334388.42 31-90 Days Corporate Bonds 1216200291.50 Yes T+1 No Yes IntS-8815 Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 2006864062.20 Day 19 No 1502214153.57 7-30 Days Equities 478955228.23 Yes T+1 Yes No IntS-7886 Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange GSE No 1781646726.50 Day 41 Yes 664426576.92 <7 Days Corporate Bonds 2358377113.20 No T+0 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 7621808159.85 Day 35 No 1648758589.20 <7 Days Agency MBS 331479773.80 No T+2 Yes Yes IntS-7356 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 4076647996.77 271 - 364 Days No 1347544033.50 31-90 Days Corporate Bonds 4476530632.73 No T+0 Yes No IntS-7028 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 2103940352.01 Day 24 Yes 1872120492.53 <7 Days Equities 4507916187.12 Yes T+1 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 342009719.10 Day 10 No 793664063.61 31-90 Days Corporate Bonds 5081118273.93 No T+0 Yes No IntS-8088 Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate No 2683469401.27 Perpetual No 956734766.63 <7 Days Agency MBS 911050348.78 No T+1 Yes No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 4830024384.55 >4 Yr <= 5 Yr No 332766881.00 <7 Days Treasuries 4941724743.46 Yes T+1 No Yes IntS-9463 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 6715322003.47 Day 35 No 1564246816.96 31-90 Days Equities 751720682.12 No T+1 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign No 8567224560.08 Day 37 No 883526430.46 7-30 Days Corporate Bonds 4701388000.77 No T+2 Yes No IntS-1172 Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Other Yes 4855804629.37 61 - 67 Days Yes 845154739.13 31-90 Days Equities 4462996978.63 No T+2 No No Trading