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 33848.20 Day 52 Yes 1108.85 <7 Days N-1 32538.49 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39243.05 Day 52 No 1394.09 7-30 Days N-2 41919.54 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23601.47 Day 52 Yes 25.07 7-30 Days N-3 25541.17 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 35893.79 Day 52 No 1686.36 31-90 Days N-4 35714.49 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16795.35 Day 52 Yes 754.82 <7 Days N-5 15609.79 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 42399.35 Day 52 Yes 233.72 7-30 Days N-6 42507.39 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19866.92 Day 52 Yes 101.13 7-30 Days N-7 19356.94 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42096.67 Day 52 No 1630.85 7-30 Days P-1 38350.99 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16581.51 Day 52 No 100.32 31-90 Days P-2 15444.94 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6212.57 Day 52 Yes 190.73 7-30 Days S-8 5933.25 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37865.57 Day 52 Yes 1415.72 <7 Days Y-1 35191.07 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26317.69 Day 52 No 227.80 7-30 Days Y-2 28687.93 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36230.25 Day 52 No 435.68 7-30 Days Y-3 39477.31 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6394.96 Day 52 Yes 163.55 31-90 Days Y-4 6054.65 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 40031.77 Day 52 No 1967.18 31-90 Days Z-1 40638.67 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42286.22 Day 52 Yes 10.09 31-90 Days A-2 41394.40 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15421.77 Day 52 No 341.27 7-30 Days A-3 14735.60 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10429.05 Day 52 No 185.15 <7 Days A-4 10040.05 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29108.56 Day 52 Yes 439.35 <7 Days A-5 28112.63 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16681.96 Day 52 No 409.44 31-90 Days CB-1 15285.48 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15632.50 Day 52 Yes 681.12 7-30 Days CB-2 16865.94 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5446.42 Day 52 No 170.66 7-30 Days CB-3 5133.20 No 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 23561.12 Day 52 Yes 802.80 <7 Days E-1 24547.73 Yes T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2512.44 Day 52 No 56.83 <7 Days E-2 2429.03 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24479.86 Day 52 No 909.67 <7 Days G-1 22751.53 Yes T+2 No No Trading