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 36445.38 Perpetual Yes 1350.30 <7 Days E-8 34264.77 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29510.44 Perpetual No 70.70 31-90 Days E-9 30817.93 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 560.56 Perpetual No 14.12 31-90 Days G-4 512.88 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32631.98 Perpetual Yes 576.68 7-30 Days IG-3 29590.51 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5953.10 Perpetual Yes 92.12 7-30 Days IG-4 6520.80 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12151.13 Perpetual Yes 520.42 <7 Days IG-5 11225.65 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4775.37 Perpetual Yes 212.85 <7 Days IG-6 4440.91 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29113.38 Perpetual No 114.55 31-90 Days IG-7 28332.73 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 22738.00 Perpetual Yes 549.86 <7 Days IG-8 24583.98 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10712.31 Perpetual Yes 228.24 31-90 Days L-1 9813.33 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31467.47 Perpetual No 954.88 7-30 Days L-10 32833.02 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43357.94 Perpetual No 124.75 <7 Days L-11 42195.27 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34978.64 Perpetual No 1247.22 31-90 Days L-2 34993.09 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 0.80 Perpetual Yes 0.04 <7 Days L-3 0.85 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 28725.50 Perpetual No 221.13 7-30 Days L-4 27448.84 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4615.67 Perpetual No 203.18 <7 Days L-5 4367.91 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43068.30 Perpetual Yes 463.81 <7 Days L-6 41771.42 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32072.34 Perpetual No 792.00 7-30 Days L-7 29883.26 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35219.13 Perpetual No 289.09 <7 Days L-8 38630.49 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28977.45 Perpetual No 916.02 7-30 Days L-9 31140.18 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11667.81 Perpetual No 141.51 7-30 Days LC-1 12768.79 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 No 15756.56 Perpetual No 615.60 <7 Days LC-2 15832.26 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30714.06 Perpetual Yes 232.92 31-90 Days N-1 30821.84 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15262.11 Perpetual No 129.69 7-30 Days N-2 16197.43 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23754.67 Perpetual Yes 1018.39 31-90 Days N-3 22425.37 No T+2 Yes Yes Liberty International Finance Ltd. Funding