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 22677.65 180 - 270 Days Yes 769.68 31-90 Days E-6 23852.56 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27855.22 180 - 270 Days Yes 344.21 <7 Days E-7 30457.45 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 38013.91 180 - 270 Days Yes 1637.60 31-90 Days E-8 35807.36 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11942.28 180 - 270 Days No 62.31 31-90 Days E-9 12833.15 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13737.92 180 - 270 Days No 373.42 31-90 Days G-4 14914.31 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31731.12 180 - 270 Days Yes 47.63 <7 Days IG-3 29044.73 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44028.85 180 - 270 Days Yes 2002.61 7-30 Days IG-4 41872.74 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8525.49 180 - 270 Days Yes 365.54 7-30 Days IG-5 7822.69 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41073.39 180 - 270 Days No 1391.93 7-30 Days IG-6 37661.25 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25588.77 180 - 270 Days No 253.26 31-90 Days IG-7 24552.04 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11742.48 180 - 270 Days No 244.03 31-90 Days IG-8 12197.71 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4171.58 180 - 270 Days No 151.84 <7 Days L-1 4518.77 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42389.90 180 - 270 Days Yes 1548.92 31-90 Days L-10 43103.73 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12215.89 180 - 270 Days Yes 420.71 31-90 Days L-11 11406.18 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12824.36 180 - 270 Days No 575.44 7-30 Days L-2 13997.33 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40380.09 180 - 270 Days No 1612.20 31-90 Days L-3 37348.89 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 2729.45 180 - 270 Days Yes 77.64 7-30 Days L-4 2640.63 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8530.31 180 - 270 Days Yes 250.00 <7 Days L-5 9160.17 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34306.42 180 - 270 Days Yes 1483.00 31-90 Days L-6 32689.12 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25004.60 180 - 270 Days Yes 329.74 <7 Days L-7 25609.59 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 171.80 180 - 270 Days Yes 7.75 <7 Days L-8 181.46 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11006.09 180 - 270 Days Yes 336.12 31-90 Days L-9 11753.51 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 7000.15 180 - 270 Days No 282.37 7-30 Days LC-1 6678.10 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16828.31 180 - 270 Days No 240.60 31-90 Days LC-2 17011.44 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41219.19 180 - 270 Days Yes 740.04 <7 Days N-1 37293.56 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance