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 22716.29 61 - 67 Days Yes 1029.31 <7 Days LC-2 23825.48 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27950.87 61 - 67 Days No 46.78 <7 Days N-1 30554.12 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34656.67 61 - 67 Days Yes 233.93 31-90 Days N-2 35189.47 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13705.88 61 - 67 Days No 31.77 7-30 Days N-3 14209.94 No 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 43266.95 61 - 67 Days No 951.77 7-30 Days N-4 44914.22 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 No 616.54 61 - 67 Days Yes 0.83 7-30 Days N-5 644.79 No 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 8695.31 61 - 67 Days Yes 348.37 31-90 Days N-6 9433.81 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 15599.88 61 - 67 Days Yes 287.84 31-90 Days N-7 16314.45 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4889.42 61 - 67 Days Yes 91.21 31-90 Days P-1 4642.57 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42909.52 61 - 67 Days Yes 307.79 <7 Days P-2 41553.15 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35849.31 61 - 67 Days Yes 454.59 7-30 Days S-8 35455.47 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26660.71 61 - 67 Days No 617.85 7-30 Days Y-1 24852.41 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14062.58 61 - 67 Days Yes 641.24 31-90 Days Y-2 13280.09 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26275.50 61 - 67 Days No 1202.24 31-90 Days Y-3 26440.75 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5927.39 61 - 67 Days No 66.91 31-90 Days Y-4 6237.56 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39556.29 61 - 67 Days No 1632.61 31-90 Days Z-1 37944.91 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22392.22 61 - 67 Days Yes 532.76 31-90 Days A-2 22392.58 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 29855.20 61 - 67 Days Yes 1332.82 <7 Days A-3 30311.18 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18546.57 61 - 67 Days Yes 327.38 7-30 Days A-4 18925.35 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7309.31 61 - 67 Days Yes 121.61 <7 Days A-5 6603.08 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1314.46 61 - 67 Days Yes 13.20 31-90 Days CB-1 1341.60 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32432.54 61 - 67 Days Yes 1342.87 7-30 Days CB-2 33871.11 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39768.76 61 - 67 Days Yes 661.50 7-30 Days CB-3 39899.79 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36064.68 61 - 67 Days Yes 1300.70 <7 Days E-1 38202.86 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37394.77 61 - 67 Days No 1347.42 7-30 Days E-2 36630.95 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance