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 13474.69 Day 52 No 64.51 <7 Days E-5 13205.42 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41951.08 Day 52 Yes 945.88 <7 Days E-6 41969.21 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11816.16 Day 52 Yes 409.27 7-30 Days E-7 10721.72 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35437.36 Day 52 Yes 1446.68 31-90 Days E-8 38676.91 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42388.59 Day 52 No 942.41 7-30 Days E-9 42648.75 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7205.26 Day 52 Yes 298.04 <7 Days G-4 7533.92 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22199.21 Day 52 Yes 634.12 7-30 Days IG-3 21867.31 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19915.89 Day 52 No 3.97 31-90 Days IG-4 21533.30 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 Yes 23178.78 Day 52 Yes 267.45 <7 Days IG-5 22296.99 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2216.00 Day 52 No 18.05 <7 Days IG-6 2212.47 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41613.86 Day 52 No 988.50 7-30 Days IG-7 45340.45 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19437.36 Day 52 Yes 229.72 <7 Days IG-8 20009.96 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24667.06 Day 52 Yes 219.91 31-90 Days L-1 26798.56 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32473.55 Day 52 Yes 127.03 <7 Days L-10 31081.19 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6704.40 Day 52 No 194.35 31-90 Days L-11 6288.70 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30385.57 Day 52 No 548.61 31-90 Days L-2 33124.70 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25071.89 Day 52 Yes 149.31 7-30 Days L-3 24308.60 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 32535.53 Day 52 Yes 484.90 31-90 Days L-4 31054.20 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7717.34 Day 52 No 281.20 <7 Days L-5 7689.32 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41897.48 Day 52 No 1066.84 31-90 Days L-6 40000.14 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37198.72 Day 52 Yes 37.50 31-90 Days L-7 38633.45 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29150.92 Day 52 No 531.96 <7 Days L-8 28405.91 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30357.30 Day 52 No 88.09 <7 Days L-9 30927.04 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1619.85 Day 52 No 49.95 7-30 Days LC-1 1588.88 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6394.65 Day 52 Yes 182.23 <7 Days LC-2 6416.56 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance