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 40394.18 Day 51 Yes 333.74 7-30 Days Z-1 38635.62 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42108.82 Day 51 Yes 826.35 7-30 Days A-2 44533.50 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10334.87 Day 51 No 272.64 31-90 Days A-3 10567.40 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9199.97 Day 51 Yes 397.38 31-90 Days A-4 9671.00 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20124.96 Day 51 Yes 845.53 7-30 Days A-5 21887.12 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34885.60 Day 51 Yes 937.68 31-90 Days CB-1 37258.84 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24439.46 Day 51 Yes 187.78 31-90 Days CB-2 22635.43 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35427.15 Day 51 No 1710.62 <7 Days CB-3 38084.04 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16236.30 Day 51 Yes 158.94 7-30 Days E-1 16280.90 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43373.99 Day 51 Yes 796.96 <7 Days E-2 41958.00 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21296.18 Day 51 No 552.03 7-30 Days G-1 20464.77 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14259.27 Day 51 No 421.06 31-90 Days G-2 14813.71 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26965.59 Day 51 No 892.52 7-30 Days G-3 25109.24 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42393.61 Day 51 No 782.22 <7 Days IG-1 38607.46 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28283.94 Day 51 Yes 181.07 <7 Days IG-2 25584.03 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38464.68 Day 51 Yes 1248.59 7-30 Days S-1 37456.44 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35420.89 Day 51 Yes 1741.59 7-30 Days S-2 36029.49 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4852.94 Day 51 Yes 89.06 7-30 Days S-3 5325.36 No 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 7585.73 Day 51 Yes 368.27 7-30 Days S-4 6916.97 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2743.17 Day 51 No 56.13 <7 Days S-5 2775.89 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 44053.73 Day 51 Yes 58.86 7-30 Days S-6 45397.06 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8921.75 Day 51 No 185.68 31-90 Days S-7 8461.14 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2624.67 Day 52 No 73.95 7-30 Days A-0-Q 2612.27 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42033.87 Day 52 Yes 1136.73 31-90 Days A-1-Q 38260.64 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21088.46 Day 52 No 630.15 7-30 Days A-2-Q 20621.14 No T+0 Yes No Funding