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 35242.98 121 - 150 Days No 1581.24 <7 Days CB-2-Q 31755.18 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1961.83 121 - 150 Days No 18.99 31-90 Days S-1-Q 2018.28 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14643.52 121 - 150 Days Yes 699.90 7-30 Days S-2-Q 13810.10 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9790.88 121 - 150 Days Yes 160.12 31-90 Days S-3-Q 9163.18 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14458.46 121 - 150 Days Yes 229.25 7-30 Days S-4-Q 14020.32 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11268.84 121 - 150 Days No 263.19 31-90 Days CB-3-Q 11533.75 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34689.68 121 - 150 Days No 490.66 7-30 Days G-1-Q 37905.32 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14441.35 121 - 150 Days Yes 337.59 31-90 Days G-2-Q 13637.00 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30940.09 121 - 150 Days No 1105.15 31-90 Days G-3-Q 29660.08 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23689.59 121 - 150 Days Yes 1120.38 <7 Days S-5-Q 24091.57 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28977.74 121 - 150 Days Yes 911.49 <7 Days S-6-Q 28384.18 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10276.51 121 - 150 Days Yes 452.16 7-30 Days S-7-Q 9552.78 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37173.81 121 - 150 Days Yes 899.14 31-90 Days E-1-Q 35662.52 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7096.13 121 - 150 Days No 342.84 7-30 Days E-2-Q 7681.48 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17408.84 121 - 150 Days Yes 599.28 31-90 Days IG-1-Q 18282.45 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 9673.76 121 - 150 Days No 39.73 <7 Days IG-2-Q 9969.25 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24063.47 121 - 150 Days No 304.08 31-90 Days C-1 26071.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20083.27 121 - 150 Days Yes 768.82 7-30 Days CB-4 21210.75 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25275.27 121 - 150 Days No 723.78 31-90 Days E-10 24023.67 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9653.76 121 - 150 Days No 103.68 7-30 Days E-3 9555.43 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26220.77 121 - 150 Days Yes 672.41 7-30 Days E-4 27938.35 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8465.50 121 - 150 Days Yes 343.07 <7 Days E-5 7928.68 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6859.52 121 - 150 Days Yes 276.25 <7 Days E-6 7057.79 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31287.32 121 - 150 Days No 938.56 <7 Days E-7 30052.47 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1207.01 121 - 150 Days Yes 10.24 7-30 Days E-8 1228.08 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance