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 No 10387.70 >2 Yr <= 3 Yr No 432.93 7-30 Days CB-3-Q 9686.18 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27376.97 >2 Yr <= 3 Yr Yes 624.99 <7 Days G-1-Q 25821.09 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40121.77 >2 Yr <= 3 Yr Yes 611.57 <7 Days G-2-Q 37633.90 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29275.26 >2 Yr <= 3 Yr No 27.88 <7 Days G-3-Q 30649.24 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21171.26 >2 Yr <= 3 Yr Yes 736.61 31-90 Days S-5-Q 19588.82 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20874.38 >2 Yr <= 3 Yr Yes 443.73 <7 Days S-6-Q 22643.80 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15889.91 >2 Yr <= 3 Yr No 136.33 <7 Days S-7-Q 14434.68 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 2766.33 >2 Yr <= 3 Yr Yes 29.59 31-90 Days E-1-Q 2606.67 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36362.39 >2 Yr <= 3 Yr No 386.18 7-30 Days E-2-Q 33649.51 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36721.16 >2 Yr <= 3 Yr Yes 930.67 7-30 Days IG-1-Q 35777.67 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5161.29 >2 Yr <= 3 Yr Yes 192.36 <7 Days IG-2-Q 5202.70 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3751.42 >2 Yr <= 3 Yr No 161.43 <7 Days C-1 3554.03 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10192.32 >2 Yr <= 3 Yr No 88.26 31-90 Days CB-4 9872.70 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 11500.44 >2 Yr <= 3 Yr Yes 316.95 31-90 Days E-10 12591.73 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34876.07 >2 Yr <= 3 Yr Yes 797.14 <7 Days E-3 35520.16 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31527.58 >2 Yr <= 3 Yr Yes 1032.25 31-90 Days E-4 28994.27 Yes 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 38291.76 >2 Yr <= 3 Yr Yes 950.53 <7 Days E-5 36299.14 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16496.95 >2 Yr <= 3 Yr No 586.15 31-90 Days E-6 16314.41 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1956.26 >2 Yr <= 3 Yr Yes 66.15 7-30 Days E-7 1970.74 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25246.78 >2 Yr <= 3 Yr Yes 263.60 7-30 Days E-8 24173.11 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12933.88 >2 Yr <= 3 Yr No 504.69 <7 Days E-9 12255.72 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 1895.31 >2 Yr <= 3 Yr Yes 93.53 31-90 Days G-4 1984.14 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 652.40 >2 Yr <= 3 Yr No 8.87 <7 Days IG-3 600.74 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12279.01 >2 Yr <= 3 Yr Yes 571.00 31-90 Days IG-4 12245.52 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16881.52 >2 Yr <= 3 Yr No 293.52 7-30 Days IG-5 18083.95 Yes T+0 No No Securities Finance