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 28435.42 Day 50 Yes 400.61 7-30 Days N-4 28464.21 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9215.39 Day 50 Yes 76.38 31-90 Days N-5 8859.63 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13284.25 Day 50 Yes 500.59 7-30 Days N-6 11965.56 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16977.82 Day 50 No 253.87 31-90 Days N-7 15879.49 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10289.59 Day 50 No 317.20 <7 Days P-1 10050.44 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2839.04 Day 50 No 62.13 <7 Days P-2 3099.37 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22907.07 Day 50 Yes 1009.01 31-90 Days S-8 22572.19 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28561.13 Day 50 Yes 403.65 31-90 Days Y-1 28689.71 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21839.86 Day 50 No 733.59 31-90 Days Y-2 20333.90 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10952.00 Day 50 Yes 384.97 <7 Days Y-3 11159.57 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 37092.59 Day 50 Yes 736.50 7-30 Days Y-4 36932.41 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14538.56 Day 50 No 501.95 7-30 Days Z-1 14810.27 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10569.12 Day 50 Yes 455.74 7-30 Days A-2 9961.76 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 2550.65 Day 50 No 126.91 31-90 Days A-3 2390.07 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11086.46 Day 50 No 491.46 31-90 Days A-4 11613.32 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2663.32 Day 50 No 68.84 31-90 Days A-5 2456.99 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8941.13 Day 50 Yes 239.06 <7 Days CB-1 8886.20 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19632.15 Day 50 No 230.87 <7 Days CB-2 20748.91 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17304.07 Day 50 No 452.95 <7 Days CB-3 18564.30 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2837.50 Day 50 No 94.07 7-30 Days E-1 2906.61 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 31430.49 Day 50 No 8.20 7-30 Days E-2 30220.10 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21151.11 Day 50 No 775.44 <7 Days G-1 23000.35 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27971.71 Day 50 No 631.93 7-30 Days G-2 26966.76 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10278.76 Day 50 No 46.77 31-90 Days G-3 9599.18 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37643.12 Day 50 Yes 580.11 7-30 Days IG-1 37606.25 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance