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 13054.06 271 - 364 Days No 616.08 7-30 Days G-3-Q 12336.51 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37645.53 271 - 364 Days Yes 216.44 <7 Days S-5-Q 37426.94 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 No 27965.49 271 - 364 Days No 510.09 31-90 Days S-6-Q 25646.73 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36289.38 271 - 364 Days Yes 556.93 7-30 Days S-7-Q 37064.21 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43244.93 271 - 364 Days No 817.09 7-30 Days E-1-Q 45376.10 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6132.09 271 - 364 Days No 259.43 7-30 Days E-2-Q 6179.00 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24732.41 271 - 364 Days No 1002.03 <7 Days IG-1-Q 23991.77 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15690.35 271 - 364 Days Yes 61.10 <7 Days IG-2-Q 15498.92 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16245.97 271 - 364 Days No 765.33 <7 Days C-1 16581.81 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 41796.03 271 - 364 Days No 422.87 7-30 Days CB-4 42089.74 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23066.04 271 - 364 Days No 592.66 7-30 Days E-10 21400.76 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13403.80 271 - 364 Days Yes 199.81 7-30 Days E-3 13655.09 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24442.52 271 - 364 Days No 110.90 31-90 Days E-4 25519.15 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19780.21 271 - 364 Days Yes 327.55 <7 Days E-5 20736.91 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17062.36 271 - 364 Days No 603.50 31-90 Days E-6 17991.20 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 38383.58 271 - 364 Days Yes 509.69 7-30 Days E-7 37894.73 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21180.46 271 - 364 Days No 320.87 7-30 Days E-8 19404.54 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 Yes 37897.64 271 - 364 Days No 633.67 7-30 Days E-9 40388.03 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7239.51 271 - 364 Days No 37.65 <7 Days G-4 7393.13 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12196.04 271 - 364 Days No 76.17 31-90 Days IG-3 12806.52 No 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 25113.15 271 - 364 Days Yes 1197.31 <7 Days IG-4 23717.41 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24640.94 271 - 364 Days Yes 1053.26 <7 Days IG-5 22511.70 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 Yes 41249.14 271 - 364 Days Yes 616.83 31-90 Days IG-6 39821.22 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22088.50 271 - 364 Days Yes 238.03 31-90 Days IG-7 20059.24 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9054.66 271 - 364 Days Yes 452.49 31-90 Days IG-8 8200.11 Yes T+2 No Yes Liberty International Finance Ltd. Treasury