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 31284.90 83 - 90 Days No 1331.54 7-30 Days S-3-Q 33083.74 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3896.11 83 - 90 Days No 0.70 7-30 Days S-4-Q 4177.96 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 33691.69 83 - 90 Days Yes 107.75 <7 Days CB-3-Q 35880.99 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43512.03 83 - 90 Days Yes 128.77 31-90 Days G-1-Q 45793.84 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9709.82 83 - 90 Days No 405.75 31-90 Days G-2-Q 9690.27 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23398.86 83 - 90 Days No 241.75 <7 Days G-3-Q 22663.31 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34416.55 83 - 90 Days Yes 1512.71 <7 Days S-5-Q 35916.44 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18518.66 83 - 90 Days No 598.76 31-90 Days S-6-Q 19005.84 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9909.10 83 - 90 Days No 388.36 31-90 Days S-7-Q 9112.63 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37999.31 83 - 90 Days No 873.70 <7 Days E-1-Q 37207.28 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11845.83 83 - 90 Days No 31.62 31-90 Days E-2-Q 11283.81 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37261.99 83 - 90 Days Yes 943.66 31-90 Days IG-1-Q 37334.40 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14890.61 83 - 90 Days Yes 379.19 <7 Days IG-2-Q 15331.31 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33460.73 83 - 90 Days No 64.62 <7 Days C-1 30928.05 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32928.68 83 - 90 Days No 6.82 <7 Days CB-4 33106.51 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40540.44 83 - 90 Days No 1200.20 31-90 Days E-10 42264.07 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4623.99 83 - 90 Days Yes 20.28 31-90 Days E-3 4201.37 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 32675.91 83 - 90 Days Yes 1542.08 31-90 Days E-4 31072.30 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7440.44 83 - 90 Days No 332.16 <7 Days E-5 6943.87 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37946.10 83 - 90 Days No 1184.05 7-30 Days E-6 36573.37 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1626.79 83 - 90 Days Yes 53.76 <7 Days E-7 1475.49 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4137.49 83 - 90 Days Yes 6.43 7-30 Days E-8 4011.90 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21427.43 83 - 90 Days Yes 195.01 <7 Days E-9 22989.55 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42069.79 83 - 90 Days Yes 720.08 31-90 Days G-4 41943.45 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4670.79 83 - 90 Days Yes 143.30 31-90 Days IG-3 4870.85 No T+2 No No Funding