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 26208.58 Day 50 Yes 1171.75 7-30 Days CB-1-Q 25961.48 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31458.06 Day 50 Yes 673.88 <7 Days CB-2-Q 30477.77 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33477.12 Day 50 No 1085.89 7-30 Days S-1-Q 36769.59 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9522.19 Day 50 No 341.56 31-90 Days S-2-Q 10390.35 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5183.62 Day 50 No 107.09 31-90 Days S-3-Q 4790.59 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 0.21 Day 50 No 0.01 7-30 Days S-4-Q 0.22 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4481.28 Day 50 No 200.95 <7 Days CB-3-Q 4089.01 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39663.78 Day 50 Yes 1169.51 <7 Days G-1-Q 41810.82 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44060.49 Day 50 Yes 1165.65 31-90 Days G-2-Q 42003.86 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14283.31 Day 50 Yes 27.49 7-30 Days G-3-Q 14939.93 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25629.19 Day 50 Yes 253.79 <7 Days S-5-Q 24228.88 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39477.57 Day 50 No 1358.58 7-30 Days S-6-Q 41462.26 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19876.58 Day 50 Yes 982.03 31-90 Days S-7-Q 21516.12 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10580.41 Day 50 Yes 87.04 7-30 Days E-1-Q 9966.69 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4377.63 Day 50 No 96.86 7-30 Days E-2-Q 4053.32 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20832.94 Day 50 No 900.30 7-30 Days IG-1-Q 20514.42 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34182.12 Day 50 Yes 1553.82 7-30 Days IG-2-Q 32777.22 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 114.53 Day 50 Yes 3.56 7-30 Days C-1 123.57 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7768.66 Day 50 Yes 233.72 7-30 Days CB-4 7181.03 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26854.18 Day 50 No 640.28 31-90 Days E-10 28557.77 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 17995.69 Day 50 No 899.15 7-30 Days E-3 18028.33 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 190.75 Day 50 Yes 6.13 7-30 Days E-4 207.13 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36922.59 Day 50 No 774.38 31-90 Days E-5 34070.15 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19224.76 Day 50 No 684.51 31-90 Days E-6 20819.59 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28065.71 Day 50 No 939.47 <7 Days E-7 27413.52 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding