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 24772.25 91 - 120 Days Yes 1159.17 7-30 Days L-5 23375.24 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42715.73 91 - 120 Days Yes 1719.33 7-30 Days L-6 46507.73 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20816.49 91 - 120 Days Yes 189.98 <7 Days L-7 22375.67 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34914.10 91 - 120 Days No 928.08 31-90 Days L-8 37598.23 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27859.77 91 - 120 Days Yes 167.06 <7 Days L-9 29376.09 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16184.38 91 - 120 Days No 684.90 31-90 Days LC-1 15367.12 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12842.62 91 - 120 Days Yes 447.41 31-90 Days LC-2 13642.76 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32439.49 91 - 120 Days Yes 1263.46 31-90 Days N-1 32604.20 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40528.82 91 - 120 Days No 904.03 <7 Days N-2 41523.59 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39481.90 91 - 120 Days No 1455.98 31-90 Days N-3 36284.57 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27007.44 91 - 120 Days Yes 279.90 31-90 Days N-4 26383.70 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40405.88 91 - 120 Days Yes 1978.36 7-30 Days N-5 38803.15 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36296.20 91 - 120 Days No 1271.37 7-30 Days N-6 36794.28 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8258.17 91 - 120 Days Yes 25.52 31-90 Days N-7 7638.99 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40495.33 91 - 120 Days No 245.84 31-90 Days P-1 39000.89 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39124.58 91 - 120 Days Yes 1443.90 7-30 Days P-2 41194.22 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24864.40 91 - 120 Days No 757.22 <7 Days S-8 24939.16 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10397.25 91 - 120 Days No 408.80 7-30 Days Y-1 11393.17 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14798.92 91 - 120 Days No 607.01 31-90 Days Y-2 14908.19 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26871.56 91 - 120 Days Yes 1228.38 7-30 Days Y-3 27560.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14022.81 91 - 120 Days No 594.21 31-90 Days Y-4 14061.95 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31171.56 91 - 120 Days Yes 288.78 31-90 Days Z-1 31903.81 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33163.47 91 - 120 Days No 1116.82 7-30 Days A-2 33591.00 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28703.94 91 - 120 Days Yes 150.02 <7 Days A-3 30035.78 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16794.61 91 - 120 Days Yes 719.70 <7 Days A-4 15494.35 No T+0 No Yes Liberty International Finance Ltd. Treasury