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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20541.99 83 - 90 Days Yes 889.35 <7 Days IG-4 20885.36 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9527.17 83 - 90 Days Yes 233.66 <7 Days IG-5 9354.50 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18712.98 83 - 90 Days Yes 206.04 31-90 Days IG-6 16848.02 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7913.95 83 - 90 Days Yes 127.47 31-90 Days IG-7 8021.32 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3989.71 83 - 90 Days Yes 156.44 <7 Days IG-8 3666.81 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21322.75 83 - 90 Days Yes 652.25 <7 Days L-1 20036.99 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32905.37 83 - 90 Days Yes 1200.46 <7 Days L-10 30224.13 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32643.38 83 - 90 Days Yes 855.27 31-90 Days L-11 30923.47 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37295.94 83 - 90 Days No 1682.96 31-90 Days L-2 35903.19 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34223.86 83 - 90 Days No 1336.93 7-30 Days L-3 32702.60 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36553.60 83 - 90 Days Yes 1040.25 31-90 Days L-4 38240.14 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34525.48 83 - 90 Days Yes 42.61 <7 Days L-5 37058.90 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5621.27 83 - 90 Days No 53.76 7-30 Days L-6 5660.99 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29223.14 83 - 90 Days Yes 560.23 7-30 Days L-7 27006.75 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 44101.84 83 - 90 Days Yes 271.53 7-30 Days L-8 45996.11 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33108.94 83 - 90 Days No 664.28 7-30 Days L-9 32495.51 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21776.19 83 - 90 Days No 234.84 31-90 Days LC-1 19668.71 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17809.37 83 - 90 Days No 549.76 <7 Days LC-2 19572.65 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35315.79 83 - 90 Days Yes 1545.89 <7 Days N-1 34984.83 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37781.13 83 - 90 Days Yes 1785.35 31-90 Days N-2 35317.48 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11765.56 83 - 90 Days No 255.04 7-30 Days N-3 11363.22 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22204.94 83 - 90 Days Yes 180.17 7-30 Days N-4 22871.79 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26072.23 83 - 90 Days Yes 872.02 31-90 Days N-5 25639.51 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14092.16 83 - 90 Days No 327.73 7-30 Days N-6 15161.72 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3943.05 83 - 90 Days No 180.37 <7 Days N-7 3788.62 Yes T+1 Yes No Securities Finance