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 34253.05 83 - 90 Days No 616.28 <7 Days P-1 32246.32 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17462.90 83 - 90 Days No 702.69 7-30 Days P-2 17376.81 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2607.40 83 - 90 Days Yes 74.58 7-30 Days S-8 2369.88 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40936.50 83 - 90 Days No 1929.45 7-30 Days Y-1 44258.45 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16559.89 83 - 90 Days No 491.89 <7 Days Y-2 16707.95 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28786.70 83 - 90 Days No 1002.33 <7 Days Y-3 26921.31 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26586.52 83 - 90 Days Yes 1166.96 <7 Days Y-4 29236.82 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35849.44 83 - 90 Days No 462.96 7-30 Days Z-1 38498.62 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8171.42 83 - 90 Days No 152.12 7-30 Days A-2 8729.81 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9315.74 83 - 90 Days Yes 209.71 7-30 Days A-3 9078.16 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11698.51 83 - 90 Days No 257.22 7-30 Days A-4 12239.16 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5581.87 83 - 90 Days No 197.82 31-90 Days A-5 5117.20 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35215.98 83 - 90 Days Yes 1467.44 7-30 Days CB-1 34130.39 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14561.98 83 - 90 Days No 623.31 31-90 Days CB-2 13598.93 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16356.12 83 - 90 Days Yes 637.72 <7 Days CB-3 15295.31 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1176.30 83 - 90 Days No 15.65 <7 Days E-1 1153.84 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39803.51 83 - 90 Days No 1736.81 7-30 Days E-2 38677.69 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33170.45 83 - 90 Days Yes 1629.82 <7 Days G-1 36299.65 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22729.28 83 - 90 Days Yes 572.35 7-30 Days G-2 21949.51 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13840.10 83 - 90 Days No 420.20 7-30 Days G-3 13172.75 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31555.35 83 - 90 Days Yes 1296.40 31-90 Days IG-1 32882.73 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19455.86 83 - 90 Days No 263.65 <7 Days IG-2 20052.91 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33798.96 83 - 90 Days Yes 1312.84 7-30 Days S-1 32198.10 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14740.81 83 - 90 Days No 23.04 <7 Days S-2 15047.74 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21770.82 83 - 90 Days No 198.03 <7 Days S-3 21277.55 Yes T+1 Yes No Trading