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 14067.13 68 - 74 Days Yes 174.98 31-90 Days Y-1 13980.86 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40950.29 68 - 74 Days Yes 1981.98 <7 Days Y-2 41704.25 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 14176.29 68 - 74 Days Yes 702.60 31-90 Days Y-3 14048.45 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4056.44 68 - 74 Days No 29.44 <7 Days Y-4 3963.63 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 12153.59 68 - 74 Days Yes 328.11 31-90 Days Z-1 12032.27 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9971.56 68 - 74 Days Yes 183.65 7-30 Days A-2 10946.27 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32724.84 68 - 74 Days Yes 1310.07 31-90 Days A-3 30882.23 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43347.06 68 - 74 Days No 44.16 31-90 Days A-4 46211.89 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30614.50 68 - 74 Days No 1054.12 31-90 Days A-5 33314.92 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7297.49 68 - 74 Days Yes 204.19 7-30 Days CB-1 7303.44 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2438.82 68 - 74 Days Yes 60.06 <7 Days CB-2 2461.32 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27733.63 68 - 74 Days Yes 604.20 <7 Days CB-3 30215.38 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6487.67 68 - 74 Days No 190.02 7-30 Days E-1 6582.95 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28325.53 68 - 74 Days No 741.85 7-30 Days E-2 27739.56 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43514.38 68 - 74 Days No 2081.45 <7 Days G-1 44142.45 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34567.73 68 - 74 Days Yes 755.47 <7 Days G-2 31973.52 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7770.26 68 - 74 Days No 122.96 7-30 Days G-3 7524.64 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29512.63 68 - 74 Days Yes 358.55 31-90 Days IG-1 28174.70 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 13262.52 68 - 74 Days Yes 335.00 31-90 Days IG-2 12302.19 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8315.43 68 - 74 Days Yes 138.77 <7 Days S-1 9062.96 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4709.10 68 - 74 Days Yes 128.30 31-90 Days S-2 4964.13 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36825.09 68 - 74 Days Yes 730.70 7-30 Days S-3 35959.41 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40471.62 68 - 74 Days No 1771.15 <7 Days S-4 39104.59 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12212.96 68 - 74 Days No 323.56 31-90 Days S-5 13009.31 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13356.93 68 - 74 Days Yes 178.07 <7 Days S-6 13295.98 Yes T+0 Yes No Trading