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 44091.30 151 - 179 Days Yes 435.63 31-90 Days A-2 44276.03 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19859.54 151 - 179 Days No 410.51 7-30 Days A-3 18392.08 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 No 2594.99 151 - 179 Days No 70.80 31-90 Days A-4 2641.57 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6501.00 151 - 179 Days Yes 89.10 <7 Days A-5 6530.89 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22562.51 151 - 179 Days Yes 189.45 <7 Days CB-1 23092.26 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19670.52 151 - 179 Days No 561.70 <7 Days CB-2 20881.88 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2903.74 151 - 179 Days Yes 39.53 31-90 Days CB-3 2872.60 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21677.28 151 - 179 Days Yes 553.48 31-90 Days E-1 21600.84 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6074.00 151 - 179 Days No 145.93 31-90 Days E-2 6546.44 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21854.37 151 - 179 Days No 739.05 7-30 Days G-1 20609.53 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37919.06 151 - 179 Days No 785.79 <7 Days G-2 41477.59 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20190.73 151 - 179 Days No 861.78 <7 Days G-3 20647.75 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37202.56 151 - 179 Days No 457.87 31-90 Days IG-1 35461.61 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33313.06 151 - 179 Days Yes 128.59 31-90 Days IG-2 32826.68 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25203.83 151 - 179 Days Yes 572.66 31-90 Days S-1 27672.19 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10245.92 151 - 179 Days Yes 133.03 7-30 Days S-2 10635.56 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24662.65 151 - 179 Days No 450.33 7-30 Days S-3 24276.83 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40905.94 151 - 179 Days Yes 690.53 7-30 Days S-4 40628.97 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16144.45 151 - 179 Days Yes 704.26 31-90 Days S-5 14920.35 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7043.05 151 - 179 Days No 123.72 31-90 Days S-6 6643.80 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20622.61 151 - 179 Days Yes 528.41 31-90 Days S-7 19078.42 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41680.09 180 - 270 Days Yes 1869.64 7-30 Days A-0-Q 43171.67 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34244.30 180 - 270 Days No 1076.14 <7 Days A-1-Q 31516.76 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12112.25 180 - 270 Days Yes 190.93 31-90 Days A-2-Q 12059.04 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29048.76 180 - 270 Days No 1009.73 <7 Days A-3-Q 30286.65 Yes T+1 No No Trading