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 32772.57 68 - 74 Days Yes 494.55 31-90 Days G-1-Q 30361.93 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6086.03 68 - 74 Days No 254.31 7-30 Days G-2-Q 6339.40 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32413.63 68 - 74 Days Yes 315.74 <7 Days G-3-Q 33562.79 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16932.17 68 - 74 Days No 273.14 31-90 Days S-5-Q 18400.49 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18612.29 68 - 74 Days No 132.56 <7 Days S-6-Q 19018.70 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16641.71 68 - 74 Days Yes 338.10 31-90 Days S-7-Q 17545.94 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23236.53 68 - 74 Days No 1099.99 31-90 Days E-1-Q 21944.81 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 34405.59 68 - 74 Days No 713.24 <7 Days E-2-Q 36756.77 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 40949.35 68 - 74 Days Yes 967.28 31-90 Days IG-1-Q 44893.60 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11822.88 68 - 74 Days Yes 571.06 31-90 Days IG-2-Q 11252.91 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43140.63 68 - 74 Days No 1834.65 <7 Days C-1 41589.54 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37435.83 68 - 74 Days Yes 758.56 7-30 Days CB-4 37018.37 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7518.74 68 - 74 Days No 232.60 <7 Days E-10 7816.15 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19591.26 68 - 74 Days Yes 365.64 31-90 Days E-3 20203.53 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8859.75 68 - 74 Days Yes 81.91 7-30 Days E-4 8533.95 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28540.23 68 - 74 Days Yes 371.12 <7 Days E-5 26060.58 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20661.53 68 - 74 Days Yes 552.57 <7 Days E-6 21803.65 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24369.33 68 - 74 Days Yes 625.60 31-90 Days E-7 23177.82 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5521.12 68 - 74 Days Yes 273.75 <7 Days E-8 6027.57 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33455.67 68 - 74 Days Yes 636.45 31-90 Days E-9 30603.87 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30059.33 68 - 74 Days No 1158.26 31-90 Days G-4 30975.41 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38986.09 68 - 74 Days Yes 1545.22 <7 Days IG-3 39616.21 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 18204.93 68 - 74 Days No 658.39 31-90 Days IG-4 18704.15 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17663.88 68 - 74 Days Yes 334.41 7-30 Days IG-5 17606.43 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40569.09 68 - 74 Days Yes 491.83 <7 Days IG-6 42771.69 No T+1 Yes No Securities Finance