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 29466.64 91 - 120 Days Yes 118.19 31-90 Days A-5 27759.61 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24642.44 91 - 120 Days No 28.91 <7 Days CB-1 23306.40 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 No 40925.55 91 - 120 Days Yes 286.36 31-90 Days CB-2 37577.02 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22405.32 91 - 120 Days No 551.65 7-30 Days CB-3 21393.48 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20996.52 91 - 120 Days Yes 908.28 7-30 Days E-1 21721.03 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24880.15 91 - 120 Days Yes 559.44 31-90 Days E-2 25440.87 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39677.48 91 - 120 Days No 69.29 7-30 Days G-1 42046.18 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40717.76 91 - 120 Days Yes 1252.02 7-30 Days G-2 40060.91 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37359.96 91 - 120 Days No 1127.18 <7 Days G-3 36874.88 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40858.51 91 - 120 Days Yes 502.57 31-90 Days IG-1 43090.78 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22325.08 91 - 120 Days No 286.79 <7 Days IG-2 23873.22 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21119.08 91 - 120 Days Yes 862.59 <7 Days S-1 21100.77 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5029.13 91 - 120 Days Yes 22.42 7-30 Days S-2 4934.27 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 165.62 91 - 120 Days Yes 7.69 <7 Days S-3 160.54 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43378.99 91 - 120 Days Yes 947.92 7-30 Days S-4 45632.70 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 10622.70 91 - 120 Days Yes 209.64 31-90 Days S-5 11563.12 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27638.91 91 - 120 Days No 721.13 <7 Days S-6 29037.98 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40240.87 91 - 120 Days No 879.08 <7 Days S-7 40300.91 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18191.87 121 - 150 Days Yes 73.56 7-30 Days A-0-Q 18634.98 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34941.72 121 - 150 Days Yes 706.61 7-30 Days A-1-Q 37876.76 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33573.11 121 - 150 Days No 1277.03 <7 Days A-2-Q 31909.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8962.41 121 - 150 Days No 56.02 7-30 Days A-3-Q 8596.69 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4193.73 121 - 150 Days No 153.73 7-30 Days A-4-Q 4210.90 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 434.80 121 - 150 Days No 11.71 <7 Days A-5-Q 426.43 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2467.32 121 - 150 Days No 108.53 <7 Days CB-1-Q 2353.41 Yes T+0 Yes No Funding