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 43810.96 >3 Yr <= 4 Yr Yes 1784.78 31-90 Days C-1 41307.07 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29998.14 >3 Yr <= 4 Yr Yes 11.52 31-90 Days CB-4 28196.67 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 726.48 >3 Yr <= 4 Yr Yes 28.16 7-30 Days E-10 705.64 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20915.86 >3 Yr <= 4 Yr No 474.54 <7 Days E-3 20644.35 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16356.85 >3 Yr <= 4 Yr No 213.99 7-30 Days E-4 15606.63 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10584.06 >3 Yr <= 4 Yr No 256.40 7-30 Days E-5 10738.21 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27364.23 >3 Yr <= 4 Yr Yes 985.73 7-30 Days E-6 26324.94 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30513.26 >3 Yr <= 4 Yr Yes 199.66 31-90 Days E-7 29304.62 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 13387.19 >3 Yr <= 4 Yr Yes 415.37 31-90 Days E-8 13115.30 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32680.59 >3 Yr <= 4 Yr No 1533.81 31-90 Days E-9 30101.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28370.05 >3 Yr <= 4 Yr Yes 87.97 <7 Days G-4 29539.41 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39691.29 >3 Yr <= 4 Yr Yes 1348.76 31-90 Days IG-3 37352.37 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8213.08 >3 Yr <= 4 Yr No 66.83 31-90 Days IG-4 9010.67 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17811.35 >3 Yr <= 4 Yr No 112.18 <7 Days IG-5 18086.25 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5603.63 >3 Yr <= 4 Yr Yes 244.55 <7 Days IG-6 5278.97 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1158.28 >3 Yr <= 4 Yr Yes 34.51 31-90 Days IG-7 1234.57 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4667.04 >3 Yr <= 4 Yr No 12.78 31-90 Days IG-8 4957.11 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24797.13 >3 Yr <= 4 Yr Yes 784.84 <7 Days L-1 24138.23 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8721.71 >3 Yr <= 4 Yr Yes 15.90 7-30 Days L-10 8983.21 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24535.82 >3 Yr <= 4 Yr No 342.25 <7 Days L-11 24694.26 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17911.27 >3 Yr <= 4 Yr No 607.04 7-30 Days L-2 19246.97 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26797.06 >3 Yr <= 4 Yr No 404.64 31-90 Days L-3 24917.79 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4448.59 >3 Yr <= 4 Yr No 110.38 31-90 Days L-4 4017.15 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36323.25 >3 Yr <= 4 Yr Yes 1546.09 31-90 Days L-5 39213.71 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5264.91 >3 Yr <= 4 Yr No 207.54 31-90 Days L-6 4752.90 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding