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 10405.91 271 - 364 Days Yes 325.57 <7 Days Y-3 10210.78 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14035.36 271 - 364 Days Yes 596.59 31-90 Days Y-4 13431.40 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5939.15 271 - 364 Days No 235.65 7-30 Days Z-1 5476.05 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15174.83 271 - 364 Days No 614.92 7-30 Days A-2 15339.13 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42200.76 271 - 364 Days No 1944.61 <7 Days A-3 41969.23 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42663.48 271 - 364 Days Yes 912.30 7-30 Days A-4 38461.02 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22078.63 271 - 364 Days Yes 666.67 7-30 Days A-5 21691.03 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8150.41 271 - 364 Days Yes 163.64 7-30 Days CB-1 8412.91 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2771.44 271 - 364 Days No 122.94 7-30 Days CB-2 2761.99 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39175.56 271 - 364 Days Yes 1188.87 <7 Days CB-3 41208.30 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19795.07 271 - 364 Days No 920.36 31-90 Days E-1 21593.33 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13731.34 271 - 364 Days No 566.18 31-90 Days E-2 12664.38 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30583.10 271 - 364 Days Yes 679.73 <7 Days G-1 33601.55 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12410.51 271 - 364 Days No 532.92 <7 Days G-2 12086.65 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12901.38 271 - 364 Days Yes 121.55 <7 Days G-3 13748.03 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35851.09 271 - 364 Days No 1743.47 31-90 Days IG-1 37845.10 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38607.66 271 - 364 Days Yes 272.97 <7 Days IG-2 36365.17 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40959.83 271 - 364 Days No 306.39 31-90 Days S-1 45036.41 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1871.48 271 - 364 Days No 29.86 <7 Days S-2 2032.12 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2285.13 271 - 364 Days No 21.19 31-90 Days S-3 2483.89 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28872.68 271 - 364 Days No 1260.16 <7 Days S-4 29335.93 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28073.68 271 - 364 Days Yes 73.09 <7 Days S-5 25602.63 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 42838.46 271 - 364 Days No 232.60 <7 Days S-6 42004.27 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20369.70 271 - 364 Days Yes 1008.49 7-30 Days S-7 20882.10 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25929.10 >= 1 Yr <= 2 Yr Yes 612.89 7-30 Days A-0-Q 28127.85 No T+1 No No Trading