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 2076.44 Perpetual No 34.11 7-30 Days CB-1-Q 2096.29 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40989.72 Perpetual Yes 1791.34 31-90 Days CB-2-Q 44230.71 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6976.50 Perpetual Yes 234.30 31-90 Days S-1-Q 6482.18 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 33507.16 Perpetual Yes 1507.23 <7 Days S-2-Q 32690.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22610.22 Perpetual No 88.48 31-90 Days S-3-Q 20531.31 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 37767.64 Perpetual Yes 1870.83 7-30 Days S-4-Q 38156.56 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36278.82 Perpetual No 789.57 <7 Days CB-3-Q 34303.52 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24498.49 Perpetual Yes 240.61 7-30 Days G-1-Q 25376.09 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40011.20 Perpetual No 1856.20 <7 Days G-2-Q 43419.76 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29646.50 Perpetual Yes 113.72 <7 Days G-3-Q 29357.48 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 19053.36 Perpetual Yes 776.46 <7 Days S-5-Q 17186.07 Yes 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 5626.44 Perpetual No 85.82 31-90 Days S-6-Q 6041.58 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25200.39 Perpetual Yes 404.10 7-30 Days S-7-Q 25959.29 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13493.18 Perpetual Yes 96.17 <7 Days E-1-Q 14428.86 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3295.99 Perpetual Yes 81.91 31-90 Days E-2-Q 3029.77 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30132.42 Perpetual No 613.47 7-30 Days IG-1-Q 27215.13 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 33583.54 Perpetual Yes 1273.45 7-30 Days IG-2-Q 31861.40 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6939.98 Perpetual No 50.40 <7 Days C-1 6502.88 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1335.58 Perpetual No 63.78 7-30 Days CB-4 1225.05 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9707.80 Perpetual Yes 159.15 31-90 Days E-10 9386.08 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25029.96 Perpetual No 294.39 31-90 Days E-3 24262.94 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 2296.73 Perpetual No 113.40 31-90 Days E-4 2255.95 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27031.81 Perpetual No 407.57 <7 Days E-5 26909.11 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20265.53 Perpetual Yes 361.50 <7 Days E-6 21810.87 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 No 12585.57 Perpetual Yes 320.98 7-30 Days E-7 12806.08 No T+2 No No Treasury