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 24914.47 151 - 179 Days No 275.42 7-30 Days S-7-Q 22488.23 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3814.16 151 - 179 Days No 22.48 31-90 Days E-1-Q 3482.84 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6794.59 151 - 179 Days Yes 162.26 <7 Days E-2-Q 6356.34 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32234.40 151 - 179 Days Yes 416.94 <7 Days IG-1-Q 30720.75 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15897.77 151 - 179 Days Yes 485.06 7-30 Days IG-2-Q 17445.10 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31042.96 151 - 179 Days No 995.07 31-90 Days C-1 34098.82 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 38316.54 151 - 179 Days No 1852.54 31-90 Days CB-4 34806.60 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27506.57 151 - 179 Days Yes 1281.36 <7 Days E-10 29624.49 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27911.46 151 - 179 Days No 1391.18 <7 Days E-3 26571.54 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 38590.54 151 - 179 Days Yes 1809.62 31-90 Days E-4 37114.71 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22158.28 151 - 179 Days No 291.75 31-90 Days E-5 23067.79 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38405.38 151 - 179 Days No 1457.25 7-30 Days E-6 36376.72 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33470.80 151 - 179 Days Yes 896.05 7-30 Days E-7 33629.24 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32997.58 151 - 179 Days No 1352.14 31-90 Days E-8 30131.96 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 No 22396.25 151 - 179 Days Yes 202.75 7-30 Days E-9 24265.98 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14290.42 151 - 179 Days No 369.08 <7 Days G-4 14655.86 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5120.02 151 - 179 Days Yes 88.10 31-90 Days IG-3 5408.37 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36917.73 151 - 179 Days Yes 765.23 <7 Days IG-4 40429.67 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32708.03 151 - 179 Days No 251.55 31-90 Days IG-5 34380.63 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18643.27 151 - 179 Days Yes 660.00 7-30 Days IG-6 19050.52 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24075.08 151 - 179 Days No 817.16 <7 Days IG-7 26186.66 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32457.88 151 - 179 Days No 1576.15 31-90 Days IG-8 30245.38 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38950.70 151 - 179 Days No 1430.38 <7 Days L-1 38373.27 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40608.78 151 - 179 Days Yes 1320.83 7-30 Days L-10 38038.36 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30818.68 151 - 179 Days No 857.11 7-30 Days L-11 31439.93 No T+1 Yes No Treasury