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 16919.64 Day 55 Yes 721.50 31-90 Days P-2 17193.05 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30078.81 Day 55 No 1299.68 31-90 Days S-8 29993.91 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13044.43 Day 55 No 320.28 7-30 Days Y-1 13998.08 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19221.16 Day 55 Yes 504.88 <7 Days Y-2 18970.63 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21823.42 Day 55 No 799.24 7-30 Days Y-3 20939.88 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9885.73 Day 55 No 385.24 31-90 Days Y-4 10843.66 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 32383.22 Day 55 Yes 1207.27 31-90 Days Z-1 30949.76 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23926.62 Day 55 No 824.34 7-30 Days A-2 23531.34 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18873.95 Day 55 Yes 646.24 7-30 Days A-3 19035.93 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39648.98 Day 55 Yes 92.23 7-30 Days A-4 42659.61 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43203.68 Day 55 No 2073.73 <7 Days A-5 45127.51 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34545.70 Day 55 No 160.71 <7 Days CB-1 32783.79 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39814.24 Day 55 No 823.78 <7 Days CB-2 43291.08 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30987.30 Day 55 No 291.84 <7 Days CB-3 33385.90 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3008.50 Day 55 No 146.48 7-30 Days E-1 3296.77 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 39872.01 Day 55 No 1164.59 <7 Days E-2 39445.96 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9167.33 Day 55 No 182.33 7-30 Days G-1 8878.99 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38058.65 Day 55 Yes 189.21 7-30 Days G-2 38136.76 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40395.28 Day 55 Yes 871.40 31-90 Days G-3 38938.84 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10108.09 Day 55 No 229.32 31-90 Days IG-1 9212.73 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18705.59 Day 55 Yes 793.40 <7 Days IG-2 17223.91 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36405.48 Day 55 No 1704.45 7-30 Days S-1 37950.74 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 12227.06 Day 55 No 181.85 31-90 Days S-2 11920.64 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38244.63 Day 55 No 963.58 31-90 Days S-3 37627.19 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28375.30 Day 55 No 1072.73 31-90 Days S-4 28551.50 No T+0 Yes Yes Liberty Wealth Management LLC Funding